FISCX vs. PCONX
Compare and contrast key facts about Franklin Convertible Securities Fund (FISCX) and Putnam Convertible Securities Fund (PCONX).
FISCX is managed by Franklin Templeton. It was launched on Apr 14, 1987. PCONX is managed by Putnam. It was launched on Jun 28, 1972.
Performance
FISCX vs. PCONX - Performance Comparison
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FISCX vs. PCONX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FISCX Franklin Convertible Securities Fund | -3.19% | 13.63% | 16.62% | 9.96% | -15.95% | -5.70% | 46.28% | 33.99% | 4.15% | 17.98% |
PCONX Putnam Convertible Securities Fund | -0.37% | 11.97% | 12.60% | 10.13% | -19.27% | 4.23% | 44.86% | 24.32% | -2.92% | 14.41% |
Returns By Period
In the year-to-date period, FISCX achieves a -3.19% return, which is significantly lower than PCONX's -0.37% return. Over the past 10 years, FISCX has outperformed PCONX with an annualized return of 11.24%, while PCONX has yielded a comparatively lower 9.95% annualized return.
FISCX
- 1D
- -0.82%
- 1M
- -4.91%
- YTD
- -3.19%
- 6M
- -0.23%
- 1Y
- 13.11%
- 3Y*
- 10.67%
- 5Y*
- 1.92%
- 10Y*
- 11.24%
PCONX
- 1D
- -1.60%
- 1M
- -5.76%
- YTD
- -0.37%
- 6M
- -0.80%
- 1Y
- 15.29%
- 3Y*
- 10.35%
- 5Y*
- 2.88%
- 10Y*
- 9.95%
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FISCX vs. PCONX - Expense Ratio Comparison
FISCX has a 0.83% expense ratio, which is lower than PCONX's 1.03% expense ratio.
Return for Risk
FISCX vs. PCONX — Risk / Return Rank
FISCX
PCONX
FISCX vs. PCONX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Convertible Securities Fund (FISCX) and Putnam Convertible Securities Fund (PCONX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FISCX | PCONX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.07 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.51 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.85 | -0.34 |
Martin ratioReturn relative to average drawdown | 6.28 | 6.18 | +0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FISCX | PCONX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.07 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.23 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.78 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.65 | +0.13 |
Correlation
The correlation between FISCX and PCONX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FISCX vs. PCONX - Dividend Comparison
FISCX's dividend yield for the trailing twelve months is around 10.23%, more than PCONX's 5.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISCX Franklin Convertible Securities Fund | 10.23% | 9.94% | 4.87% | 2.22% | 8.70% | 8.10% | 11.30% | 16.05% | 7.09% | 7.68% | 4.62% | 4.68% |
PCONX Putnam Convertible Securities Fund | 5.41% | 6.10% | 1.48% | 0.99% | 0.72% | 26.98% | 11.62% | 7.72% | 13.92% | 3.48% | 2.08% | 6.22% |
Drawdowns
FISCX vs. PCONX - Drawdown Comparison
The maximum FISCX drawdown since its inception was -49.16%, roughly equal to the maximum PCONX drawdown of -47.70%. Use the drawdown chart below to compare losses from any high point for FISCX and PCONX.
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Drawdown Indicators
| FISCX | PCONX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -47.70% | -1.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.45% | -7.49% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -34.37% | -25.48% | -8.89% |
Max Drawdown (10Y)Largest decline over 10 years | -34.37% | -26.14% | -8.23% |
Current DrawdownCurrent decline from peak | -6.38% | -7.35% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -8.32% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 2.24% | -0.45% |
Volatility
FISCX vs. PCONX - Volatility Comparison
The current volatility for Franklin Convertible Securities Fund (FISCX) is 4.43%, while Putnam Convertible Securities Fund (PCONX) has a volatility of 5.98%. This indicates that FISCX experiences smaller price fluctuations and is considered to be less risky than PCONX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FISCX | PCONX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 5.98% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 11.21% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 14.43% | -2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.44% | 12.46% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 12.83% | +0.59% |