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HPS vs. FICVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HPS vs. FICVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Preferred Income Fund III (HPS) and Fidelity Advisor Convertible Securities Fund Class I (FICVX). The values are adjusted to include any dividend payments, if applicable.

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HPS vs. FICVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HPS
John Hancock Preferred Income Fund III
1.08%4.86%15.65%7.66%-16.56%16.44%-3.00%31.43%-8.37%14.32%
FICVX
Fidelity Advisor Convertible Securities Fund Class I
1.37%18.28%8.11%11.39%-15.38%9.93%42.46%28.58%-1.31%9.03%

Returns By Period

In the year-to-date period, HPS achieves a 1.08% return, which is significantly lower than FICVX's 1.37% return. Over the past 10 years, HPS has underperformed FICVX with an annualized return of 5.59%, while FICVX has yielded a comparatively higher 11.11% annualized return.


HPS

1D
2.96%
1M
-2.92%
YTD
1.08%
6M
-3.58%
1Y
3.89%
3Y*
8.40%
5Y*
3.44%
10Y*
5.59%

FICVX

1D
-1.71%
1M
-5.61%
YTD
1.37%
6M
2.53%
1Y
24.52%
3Y*
11.55%
5Y*
5.27%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HPS vs. FICVX - Expense Ratio Comparison

HPS has a 0.01% expense ratio, which is lower than FICVX's 0.70% expense ratio.


Return for Risk

HPS vs. FICVX — Risk / Return Rank

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

HPS
HPS Risk / Return Rank: 1111
Overall Rank
HPS Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
HPS Sortino Ratio Rank: 1010
Sortino Ratio Rank
HPS Omega Ratio Rank: 1111
Omega Ratio Rank
HPS Calmar Ratio Rank: 1313
Calmar Ratio Rank
HPS Martin Ratio Rank: 1111
Martin Ratio Rank

FICVX
FICVX Risk / Return Rank: 8585
Overall Rank
FICVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FICVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FICVX Omega Ratio Rank: 7676
Omega Ratio Rank
FICVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FICVX Martin Ratio Rank: 9292
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.

HPS vs. FICVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Preferred Income Fund III (HPS) and Fidelity Advisor Convertible Securities Fund Class I (FICVX). 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.


HPSFICVXDifference

Sharpe ratio

Return per unit of total volatility

0.31

1.55

-1.24

Sortino ratio

Return per unit of downside risk

0.49

2.11

-1.62

Omega ratio

Gain probability vs. loss probability

1.07

1.29

-0.21

Calmar ratio

Return relative to maximum drawdown

0.35

2.87

-2.53

Martin ratio

Return relative to average drawdown

0.93

10.86

-9.94

HPS vs. FICVX - Sharpe Ratio Comparison

The current HPS Sharpe Ratio is 0.31, which is lower than the FICVX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of HPS and FICVX, 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


HPSFICVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.55

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.40

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.83

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.95

-0.70

Correlation

The correlation between HPS and FICVX is 0.42, 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

HPS vs. FICVX - Dividend Comparison

HPS's dividend yield for the trailing twelve months is around 9.27%, less than FICVX's 11.23% yield.


TTM20252024202320222021202020192018201720162015
HPS
John Hancock Preferred Income Fund III
9.27%9.16%8.78%9.34%9.15%7.04%7.63%7.41%9.26%7.82%8.27%7.53%
FICVX
Fidelity Advisor Convertible Securities Fund Class I
11.23%11.38%2.02%2.12%3.73%20.65%10.73%3.28%9.85%4.09%4.90%10.39%

Drawdowns

HPS vs. FICVX - Drawdown Comparison

The maximum HPS drawdown since its inception was -70.04%, which is greater than FICVX's maximum drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for HPS and FICVX.


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Drawdown Indicators


HPSFICVXDifference

Max Drawdown

Largest peak-to-trough decline

-70.04%

-25.06%

-44.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

-7.75%

-2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-29.39%

-24.20%

-5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-52.12%

-25.06%

-27.06%

Current Drawdown

Current decline from peak

-5.69%

-6.80%

+1.11%

Average Drawdown

Average peak-to-trough decline

-8.41%

-5.68%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

2.05%

+1.71%

Volatility

HPS vs. FICVX - Volatility Comparison

The current volatility for John Hancock Preferred Income Fund III (HPS) is 5.07%, while Fidelity Advisor Convertible Securities Fund Class I (FICVX) has a volatility of 6.34%. This indicates that HPS experiences smaller price fluctuations and is considered to be less risky than FICVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HPSFICVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

6.34%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

12.08%

-4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.67%

15.65%

-2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

13.36%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

13.50%

+7.96%