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FPEIX vs. FDHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPEIX vs. FDHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Preferred Securities and Income Fund (FPEIX) and First Trust Short Duration High Income Fund (FDHIX). The values are adjusted to include any dividend payments, if applicable.

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FPEIX vs. FDHIX - 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%
FDHIX
First Trust Short Duration High Income Fund
-2.99%7.31%7.09%10.41%-5.22%3.56%3.66%9.62%-0.63%4.34%

Returns By Period

In the year-to-date period, FPEIX achieves a -2.48% return, which is significantly higher than FDHIX's -2.99% return. Over the past 10 years, FPEIX has outperformed FDHIX with an annualized return of 4.99%, while FDHIX has yielded a comparatively lower 4.25% 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%

FDHIX

1D
0.11%
1M
-1.90%
YTD
-2.99%
6M
-1.42%
1Y
3.53%
3Y*
6.19%
5Y*
3.58%
10Y*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPEIX vs. FDHIX - Expense Ratio Comparison

FPEIX has a 1.00% expense ratio, which is lower than FDHIX's 1.01% expense ratio.


Return for Risk

FPEIX vs. FDHIX — 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

FDHIX
FDHIX Risk / Return Rank: 6565
Overall Rank
FDHIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDHIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FDHIX Omega Ratio Rank: 8080
Omega Ratio Rank
FDHIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
FDHIX Martin Ratio Rank: 4747
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. FDHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Preferred Securities and Income Fund (FPEIX) and First Trust Short Duration High Income Fund (FDHIX). 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.


FPEIXFDHIXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.39

+0.35

Sortino ratio

Return per unit of downside risk

2.24

2.07

+0.17

Omega ratio

Gain probability vs. loss probability

1.42

1.32

+0.11

Calmar ratio

Return relative to maximum drawdown

1.65

1.12

+0.53

Martin ratio

Return relative to average drawdown

6.10

4.77

+1.33

FPEIX vs. FDHIX - Sharpe Ratio Comparison

The current FPEIX Sharpe Ratio is 1.74, which is comparable to the FDHIX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FPEIX and FDHIX, 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


FPEIXFDHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.39

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

1.11

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.96

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.00

-0.18

Correlation

The correlation between FPEIX and FDHIX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FPEIX vs. FDHIX - Dividend Comparison

FPEIX's dividend yield for the trailing twelve months is around 4.64%, less than FDHIX's 5.31% 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%
FDHIX
First Trust Short Duration High Income Fund
5.31%6.34%7.99%6.76%4.86%3.51%4.09%4.57%4.94%4.83%4.81%4.59%

Drawdowns

FPEIX vs. FDHIX - Drawdown Comparison

The maximum FPEIX drawdown since its inception was -27.83%, which is greater than FDHIX's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for FPEIX and FDHIX.


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Drawdown Indicators


FPEIXFDHIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.83%

-20.32%

-7.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.62%

-3.21%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-9.09%

-10.57%

Max Drawdown (10Y)

Largest decline over 10 years

-27.83%

-20.32%

-7.51%

Current Drawdown

Current decline from peak

-3.62%

-3.10%

-0.52%

Average Drawdown

Average peak-to-trough decline

-2.88%

-1.06%

-1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.75%

+0.23%

Volatility

FPEIX vs. FDHIX - Volatility Comparison

First Trust Preferred Securities and Income Fund (FPEIX) and First Trust Short Duration High Income Fund (FDHIX) have volatilities of 1.28% and 1.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPEIXFDHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

1.22%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.26%

1.97%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

3.08%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.22%

3.26%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.52%

4.48%

+2.04%