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HICSX vs. GCV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HICSX vs. GCV - Performance Comparison

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

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HICSX vs. GCV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HICSX
Harbor Convertible Securities Fund
0.67%19.99%12.36%10.37%-15.55%2.07%31.41%17.89%-0.65%7.93%
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%

Returns By Period

In the year-to-date period, HICSX achieves a 0.67% return, which is significantly lower than GCV's 6.04% return. Over the past 10 years, HICSX has underperformed GCV with an annualized return of 8.54%, while GCV has yielded a comparatively higher 9.54% annualized return.


HICSX

1D
-1.75%
1M
-5.41%
YTD
0.67%
6M
3.67%
1Y
23.20%
3Y*
13.71%
5Y*
4.92%
10Y*
8.54%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HICSX vs. GCV - Expense Ratio Comparison

HICSX has a 1.12% expense ratio, which is higher than GCV's 0.01% expense ratio.


Return for Risk

HICSX vs. GCV — Risk / Return Rank

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

HICSX
HICSX Risk / Return Rank: 8686
Overall Rank
HICSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
HICSX Sortino Ratio Rank: 8484
Sortino Ratio Rank
HICSX Omega Ratio Rank: 7676
Omega Ratio Rank
HICSX Calmar Ratio Rank: 9494
Calmar Ratio Rank
HICSX Martin Ratio Rank: 9494
Martin Ratio Rank

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
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.

HICSX vs. GCV - Risk-Adjusted Trends Comparison

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


HICSXGCVDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.50

+0.12

Sortino ratio

Return per unit of downside risk

2.22

2.03

+0.18

Omega ratio

Gain probability vs. loss probability

1.29

1.30

0.00

Calmar ratio

Return relative to maximum drawdown

3.07

1.97

+1.09

Martin ratio

Return relative to average drawdown

12.11

8.62

+3.49

HICSX vs. GCV - Sharpe Ratio Comparison

The current HICSX Sharpe Ratio is 1.62, which is comparable to the GCV Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of HICSX and GCV, 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


HICSXGCVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.50

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.17

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.41

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.17

+0.57

Correlation

The correlation between HICSX and GCV is 0.43, 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

HICSX vs. GCV - Dividend Comparison

HICSX's dividend yield for the trailing twelve months is around 1.58%, less than GCV's 11.21% yield.


TTM20252024202320222021202020192018201720162015
HICSX
Harbor Convertible Securities Fund
1.58%1.95%3.22%2.91%0.44%14.09%9.57%3.61%6.45%10.65%0.98%3.95%
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%

Drawdowns

HICSX vs. GCV - Drawdown Comparison

The maximum HICSX drawdown since its inception was -23.68%, smaller than the maximum GCV drawdown of -55.67%. Use the drawdown chart below to compare losses from any high point for HICSX and GCV.


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Drawdown Indicators


HICSXGCVDifference

Max Drawdown

Largest peak-to-trough decline

-23.68%

-55.67%

+31.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-13.47%

+6.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-45.90%

+23.87%

Max Drawdown (10Y)

Largest decline over 10 years

-23.68%

-45.90%

+22.22%

Current Drawdown

Current decline from peak

-6.92%

-3.82%

-3.10%

Average Drawdown

Average peak-to-trough decline

-4.82%

-12.63%

+7.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

3.08%

-1.33%

Volatility

HICSX vs. GCV - Volatility Comparison

The current volatility for Harbor Convertible Securities Fund (HICSX) is 6.02%, while The Gabelli Convertible and Income Securities Fund Inc (GCV) has a volatility of 7.83%. This indicates that HICSX experiences smaller price fluctuations and is considered to be less risky than GCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HICSXGCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

7.83%

-1.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.54%

12.52%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

19.38%

-5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

21.18%

-10.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.61%

23.49%

-12.88%