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FPEIX vs. FACVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPEIX vs. FACVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Preferred Securities and Income Fund (FPEIX) and Fidelity Advisor Convertible Securities Fund Class A (FACVX). The values are adjusted to include any dividend payments, if applicable.

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FPEIX vs. FACVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPEIX
First Trust Preferred Securities and Income Fund
-2.48%9.48%10.99%5.32%-11.60%4.85%6.01%16.93%-4.31%11.57%
FACVX
Fidelity Advisor Convertible Securities Fund Class A
1.33%17.95%7.92%11.06%-15.59%9.63%42.09%28.21%-1.59%8.77%

Returns By Period

In the year-to-date period, FPEIX achieves a -2.48% return, which is significantly lower than FACVX's 1.33% return. Over the past 10 years, FPEIX has underperformed FACVX with an annualized return of 4.99%, while FACVX has yielded a comparatively higher 10.83% annualized return.


FPEIX

1D
-0.05%
1M
-3.53%
YTD
-2.48%
6M
-0.57%
1Y
5.97%
3Y*
9.41%
5Y*
2.84%
10Y*
4.99%

FACVX

1D
-1.69%
1M
-5.61%
YTD
1.33%
6M
2.42%
1Y
24.20%
3Y*
11.28%
5Y*
5.01%
10Y*
10.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPEIX vs. FACVX - Expense Ratio Comparison

FPEIX has a 1.00% expense ratio, which is higher than FACVX's 0.97% expense ratio.


Return for Risk

FPEIX vs. FACVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FPEIX
FPEIX Risk / Return Rank: 8080
Overall Rank
FPEIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FPEIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FPEIX Omega Ratio Rank: 9191
Omega Ratio Rank
FPEIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FPEIX Martin Ratio Rank: 6464
Martin Ratio Rank

FACVX
FACVX Risk / Return Rank: 8484
Overall Rank
FACVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FACVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FACVX Omega Ratio Rank: 7575
Omega Ratio Rank
FACVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FACVX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FPEIX vs. FACVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Preferred Securities and Income Fund (FPEIX) and Fidelity Advisor Convertible Securities Fund Class A (FACVX). 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.


FPEIXFACVXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.53

+0.21

Sortino ratio

Return per unit of downside risk

2.24

2.09

+0.15

Omega ratio

Gain probability vs. loss probability

1.42

1.28

+0.14

Calmar ratio

Return relative to maximum drawdown

1.65

2.83

-1.18

Martin ratio

Return relative to average drawdown

6.10

10.69

-4.59

FPEIX vs. FACVX - Sharpe Ratio Comparison

The current FPEIX Sharpe Ratio is 1.74, which is comparable to the FACVX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FPEIX and FACVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FPEIXFACVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.53

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.38

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.80

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.92

-0.11

Correlation

The correlation between FPEIX and FACVX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FPEIX vs. FACVX - Dividend Comparison

FPEIX's dividend yield for the trailing twelve months is around 4.64%, less than FACVX's 11.04% yield.


TTM20252024202320222021202020192018201720162015
FPEIX
First Trust Preferred Securities and Income Fund
4.64%5.40%5.60%5.17%5.30%4.70%4.88%5.36%5.93%5.36%5.66%5.56%
FACVX
Fidelity Advisor Convertible Securities Fund Class A
11.04%11.18%1.85%1.86%3.48%20.42%10.56%3.04%9.55%3.89%4.62%10.02%

Drawdowns

FPEIX vs. FACVX - Drawdown Comparison

The maximum FPEIX drawdown since its inception was -27.83%, which is greater than FACVX's maximum drawdown of -25.09%. Use the drawdown chart below to compare losses from any high point for FPEIX and FACVX.


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Drawdown Indicators


FPEIXFACVXDifference

Max Drawdown

Largest peak-to-trough decline

-27.83%

-25.09%

-2.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.62%

-7.75%

+4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-24.32%

+4.66%

Max Drawdown (10Y)

Largest decline over 10 years

-27.83%

-25.09%

-2.74%

Current Drawdown

Current decline from peak

-3.62%

-6.79%

+3.17%

Average Drawdown

Average peak-to-trough decline

-2.88%

-5.81%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

2.05%

-1.07%

Volatility

FPEIX vs. FACVX - Volatility Comparison

The current volatility for First Trust Preferred Securities and Income Fund (FPEIX) is 1.28%, while Fidelity Advisor Convertible Securities Fund Class A (FACVX) has a volatility of 6.32%. This indicates that FPEIX experiences smaller price fluctuations and is considered to be less risky than FACVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPEIXFACVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

6.32%

-5.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

12.07%

-9.81%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

15.64%

-11.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.22%

13.36%

-8.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

13.51%

-6.99%