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GCV vs. CNSDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GCV vs. CNSDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gabelli Convertible and Income Securities Fund Inc (GCV) and Invesco Convertible Securities Fund (CNSDX). The values are adjusted to include any dividend payments, if applicable.

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GCV vs. CNSDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCV
The Gabelli Convertible and Income Securities Fund Inc
6.04%22.86%19.93%-15.58%-23.95%19.99%16.97%45.72%-19.03%37.30%
CNSDX
Invesco Convertible Securities Fund
-0.47%16.24%9.95%8.18%-15.51%4.69%44.68%21.25%-1.60%10.68%

Returns By Period

In the year-to-date period, GCV achieves a 6.04% return, which is significantly higher than CNSDX's -0.47% return. Both investments have delivered pretty close results over the past 10 years, with GCV having a 9.54% annualized return and CNSDX not far ahead at 9.66%.


GCV

1D
2.39%
1M
-1.33%
YTD
6.04%
6M
9.63%
1Y
28.78%
3Y*
11.57%
5Y*
3.68%
10Y*
9.54%

CNSDX

1D
-1.80%
1M
-6.14%
YTD
-0.47%
6M
0.05%
1Y
19.21%
3Y*
10.61%
5Y*
3.97%
10Y*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GCV vs. CNSDX - Expense Ratio Comparison

GCV has a 0.01% expense ratio, which is lower than CNSDX's 0.68% expense ratio.


Return for Risk

GCV vs. CNSDX — Risk / Return Rank

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

GCV
GCV Risk / Return Rank: 8080
Overall Rank
GCV Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GCV Sortino Ratio Rank: 7979
Sortino Ratio Rank
GCV Omega Ratio Rank: 7676
Omega Ratio Rank
GCV Calmar Ratio Rank: 8181
Calmar Ratio Rank
GCV Martin Ratio Rank: 8484
Martin Ratio Rank

CNSDX
CNSDX Risk / Return Rank: 7070
Overall Rank
CNSDX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CNSDX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CNSDX Omega Ratio Rank: 5757
Omega Ratio Rank
CNSDX Calmar Ratio Rank: 8484
Calmar Ratio Rank
CNSDX Martin Ratio Rank: 7474
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.

GCV vs. CNSDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gabelli Convertible and Income Securities Fund Inc (GCV) and Invesco Convertible Securities Fund (CNSDX). 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.


GCVCNSDXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.22

+0.28

Sortino ratio

Return per unit of downside risk

2.03

1.69

+0.35

Omega ratio

Gain probability vs. loss probability

1.30

1.23

+0.07

Calmar ratio

Return relative to maximum drawdown

1.97

2.11

-0.14

Martin ratio

Return relative to average drawdown

8.62

7.07

+1.55

GCV vs. CNSDX - Sharpe Ratio Comparison

The current GCV Sharpe Ratio is 1.50, which is comparable to the CNSDX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of GCV and CNSDX, 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


GCVCNSDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.22

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.33

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.77

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.66

-0.49

Correlation

The correlation between GCV and CNSDX is 0.32, 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

GCV vs. CNSDX - Dividend Comparison

GCV's dividend yield for the trailing twelve months is around 11.21%, less than CNSDX's 11.83% yield.


TTM20252024202320222021202020192018201720162015
GCV
The Gabelli Convertible and Income Securities Fund Inc
11.21%11.57%12.60%13.33%10.00%8.14%7.68%8.21%10.93%8.14%8.72%10.04%
CNSDX
Invesco Convertible Securities Fund
11.83%11.77%3.46%1.46%3.97%28.36%10.96%5.21%12.65%4.57%3.74%2.74%

Drawdowns

GCV vs. CNSDX - Drawdown Comparison

The maximum GCV drawdown since its inception was -55.67%, which is greater than CNSDX's maximum drawdown of -39.33%. Use the drawdown chart below to compare losses from any high point for GCV and CNSDX.


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Drawdown Indicators


GCVCNSDXDifference

Max Drawdown

Largest peak-to-trough decline

-55.67%

-39.33%

-16.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.47%

-8.09%

-5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-45.90%

-22.73%

-23.17%

Max Drawdown (10Y)

Largest decline over 10 years

-45.90%

-24.19%

-21.71%

Current Drawdown

Current decline from peak

-3.82%

-8.09%

+4.27%

Average Drawdown

Average peak-to-trough decline

-12.63%

-6.94%

-5.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

2.41%

+0.67%

Volatility

GCV vs. CNSDX - Volatility Comparison

The Gabelli Convertible and Income Securities Fund Inc (GCV) has a higher volatility of 7.83% compared to Invesco Convertible Securities Fund (CNSDX) at 6.25%. This indicates that GCV's price experiences larger fluctuations and is considered to be riskier than CNSDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GCVCNSDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.83%

6.25%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

12.61%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.38%

15.83%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

11.98%

+9.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.49%

12.60%

+10.89%