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IPPP vs. FCVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPPP vs. FCVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Preferred-Plus ETF (IPPP) and First Trust SSI Strategic Convertible Securities ETF (FCVT). The values are adjusted to include any dividend payments, if applicable.

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IPPP vs. FCVT - Yearly Performance Comparison


Returns By Period


IPPP

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

FCVT

1D
2.83%
1M
-3.42%
YTD
2.96%
6M
3.95%
1Y
28.88%
3Y*
13.46%
5Y*
3.16%
10Y*
10.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPPP vs. FCVT - Expense Ratio Comparison

IPPP has a 1.27% expense ratio, which is higher than FCVT's 0.95% expense ratio.


Return for Risk

IPPP vs. FCVT — Risk / Return Rank

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

IPPP

FCVT
FCVT Risk / Return Rank: 8888
Overall Rank
FCVT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FCVT Sortino Ratio Rank: 8787
Sortino Ratio Rank
FCVT Omega Ratio Rank: 8383
Omega Ratio Rank
FCVT Calmar Ratio Rank: 9292
Calmar Ratio Rank
FCVT Martin Ratio Rank: 9090
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.

IPPP vs. FCVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Preferred-Plus ETF (IPPP) and First Trust SSI Strategic Convertible Securities ETF (FCVT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IPPP vs. FCVT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPPPFCVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

Dividends

IPPP vs. FCVT - Dividend Comparison

IPPP has not paid dividends to shareholders, while FCVT's dividend yield for the trailing twelve months is around 1.65%.


TTM20252024202320222021202020192018201720162015
IPPP
Preferred-Plus ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCVT
First Trust SSI Strategic Convertible Securities ETF
1.65%1.98%1.30%1.76%3.71%23.07%1.72%1.60%1.85%2.18%1.88%0.59%

Drawdowns

IPPP vs. FCVT - Drawdown Comparison

The maximum IPPP drawdown since its inception was 0.00%, smaller than the maximum FCVT drawdown of -31.79%. Use the drawdown chart below to compare losses from any high point for IPPP and FCVT.


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Drawdown Indicators


IPPPFCVTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-31.79%

+31.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.47%

Max Drawdown (5Y)

Largest decline over 5 years

-30.43%

Max Drawdown (10Y)

Largest decline over 10 years

-31.79%

Current Drawdown

Current decline from peak

0.00%

-5.88%

+5.88%

Average Drawdown

Average peak-to-trough decline

0.00%

-10.52%

+10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

Volatility

IPPP vs. FCVT - Volatility Comparison


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Volatility by Period


IPPPFCVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

16.06%

-16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

13.94%

-13.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

16.94%

-16.94%