FPEIX vs. FDHIX
Compare and contrast key facts about First Trust Preferred Securities and Income Fund (FPEIX) and First Trust Short Duration High Income Fund (FDHIX).
FPEIX is managed by First Trust. It was launched on Jan 10, 2011. FDHIX is managed by First Trust. It was launched on Oct 31, 2012.
Performance
FPEIX vs. FDHIX - Performance Comparison
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FPEIX vs. FDHIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
FPEIX
FDHIX
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.
| FPEIX | FDHIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.39 | +0.35 |
Sortino ratioReturn per unit of downside risk | 2.24 | 2.07 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.32 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.12 | +0.53 |
Martin ratioReturn relative to average drawdown | 6.10 | 4.77 | +1.33 |
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
| FPEIX | FDHIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| FPEIX | FDHIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.62% | -3.10% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -1.06% | -1.82% |
Ulcer IndexDepth 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
| FPEIX | FDHIX | Difference | |
|---|---|---|---|
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% |