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JPDIX vs. FICVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JPDIX vs. FICVX - Performance Comparison

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

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JPDIX vs. FICVX - Yearly Performance Comparison


2026 (YTD)2025202420232022
JPDIX
JPMorgan Preferred and Income Securities Fund
-1.23%8.64%10.59%7.02%-8.33%
FICVX
Fidelity Advisor Convertible Securities Fund Class I
4.07%18.28%8.11%11.39%-12.37%

Returns By Period

In the year-to-date period, JPDIX achieves a -1.23% return, which is significantly lower than FICVX's 4.07% return.


JPDIX

1D
0.41%
1M
-2.22%
YTD
-1.23%
6M
0.21%
1Y
5.86%
3Y*
9.08%
5Y*
10Y*

FICVX

1D
2.66%
1M
-4.08%
YTD
4.07%
6M
4.23%
1Y
27.21%
3Y*
12.53%
5Y*
5.53%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JPDIX vs. FICVX - Expense Ratio Comparison

JPDIX has a 0.59% expense ratio, which is lower than FICVX's 0.70% expense ratio.


Return for Risk

JPDIX vs. FICVX — Risk / Return Rank

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

JPDIX
JPDIX Risk / Return Rank: 8282
Overall Rank
JPDIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
JPDIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
JPDIX Omega Ratio Rank: 9292
Omega Ratio Rank
JPDIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
JPDIX Martin Ratio Rank: 7474
Martin Ratio Rank

FICVX
FICVX Risk / Return Rank: 8888
Overall Rank
FICVX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FICVX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FICVX Omega Ratio Rank: 7979
Omega Ratio Rank
FICVX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FICVX Martin Ratio Rank: 9494
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.

JPDIX vs. FICVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Preferred and Income Securities Fund (JPDIX) 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.


JPDIXFICVXDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.77

+0.02

Sortino ratio

Return per unit of downside risk

2.44

2.40

+0.04

Omega ratio

Gain probability vs. loss probability

1.45

1.33

+0.12

Calmar ratio

Return relative to maximum drawdown

1.91

3.53

-1.62

Martin ratio

Return relative to average drawdown

8.05

13.24

-5.18

JPDIX vs. FICVX - Sharpe Ratio Comparison

The current JPDIX Sharpe Ratio is 1.79, which is comparable to the FICVX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of JPDIX 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


JPDIXFICVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.77

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.96

-0.21

Correlation

The correlation between JPDIX and FICVX is 0.39, 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

JPDIX vs. FICVX - Dividend Comparison

JPDIX's dividend yield for the trailing twelve months is around 5.23%, less than FICVX's 10.94% yield.


TTM20252024202320222021202020192018201720162015
JPDIX
JPMorgan Preferred and Income Securities Fund
5.23%5.53%4.97%4.45%2.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FICVX
Fidelity Advisor Convertible Securities Fund Class I
10.94%11.38%2.02%2.12%3.73%20.65%10.73%3.28%9.85%4.09%4.90%10.39%

Drawdowns

JPDIX vs. FICVX - Drawdown Comparison

The maximum JPDIX drawdown since its inception was -14.56%, smaller than the maximum FICVX drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for JPDIX and FICVX.


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Drawdown Indicators


JPDIXFICVXDifference

Max Drawdown

Largest peak-to-trough decline

-14.56%

-25.06%

+10.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-7.75%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.20%

Max Drawdown (10Y)

Largest decline over 10 years

-25.06%

Current Drawdown

Current decline from peak

-2.52%

-4.32%

+1.80%

Average Drawdown

Average peak-to-trough decline

-3.60%

-5.68%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

2.07%

-1.28%

Volatility

JPDIX vs. FICVX - Volatility Comparison

The current volatility for JPMorgan Preferred and Income Securities Fund (JPDIX) is 1.28%, while Fidelity Advisor Convertible Securities Fund Class I (FICVX) has a volatility of 6.87%. This indicates that JPDIX 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


JPDIXFICVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

6.87%

-5.59%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

12.32%

-10.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

15.83%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

13.40%

-8.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.23%

13.53%

-8.30%