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NCZ vs. FISCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NCZ vs. FISCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Convertible and Income Fund II (NCZ) and Franklin Convertible Securities Fund (FISCX). The values are adjusted to include any dividend payments, if applicable.

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NCZ vs. FISCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NCZ
Virtus Convertible and Income Fund II
-0.21%23.23%18.40%17.75%-35.93%9.24%11.04%27.19%-18.66%24.89%
FISCX
Franklin Convertible Securities Fund
-3.19%13.63%16.62%9.96%-15.95%-5.70%46.28%33.99%4.15%17.98%

Returns By Period

In the year-to-date period, NCZ achieves a -0.21% return, which is significantly higher than FISCX's -3.19% return. Over the past 10 years, NCZ has underperformed FISCX with an annualized return of 8.23%, while FISCX has yielded a comparatively higher 11.24% annualized return.


NCZ

1D
3.15%
1M
-8.11%
YTD
-0.21%
6M
3.11%
1Y
29.32%
3Y*
16.67%
5Y*
3.59%
10Y*
8.23%

FISCX

1D
-0.82%
1M
-4.91%
YTD
-3.19%
6M
-0.23%
1Y
13.11%
3Y*
10.67%
5Y*
1.92%
10Y*
11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NCZ vs. FISCX - Expense Ratio Comparison

NCZ has a 0.03% expense ratio, which is lower than FISCX's 0.83% expense ratio.


Return for Risk

NCZ vs. FISCX — Risk / Return Rank

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

NCZ
NCZ Risk / Return Rank: 8484
Overall Rank
NCZ Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
NCZ Sortino Ratio Rank: 8282
Sortino Ratio Rank
NCZ Omega Ratio Rank: 7878
Omega Ratio Rank
NCZ Calmar Ratio Rank: 8989
Calmar Ratio Rank
NCZ Martin Ratio Rank: 8989
Martin Ratio Rank

FISCX
FISCX Risk / Return Rank: 5959
Overall Rank
FISCX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FISCX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FISCX Omega Ratio Rank: 5050
Omega Ratio Rank
FISCX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FISCX Martin Ratio Rank: 6666
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.

NCZ vs. FISCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Convertible and Income Fund II (NCZ) and Franklin Convertible Securities Fund (FISCX). 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.


NCZFISCXDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.06

+0.50

Sortino ratio

Return per unit of downside risk

2.12

1.50

+0.62

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

2.43

1.51

+0.92

Martin ratio

Return relative to average drawdown

10.00

6.28

+3.71

NCZ vs. FISCX - Sharpe Ratio Comparison

The current NCZ Sharpe Ratio is 1.56, which is higher than the FISCX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of NCZ and FISCX, 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


NCZFISCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.06

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.16

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.84

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.78

-0.58

Correlation

The correlation between NCZ and FISCX is 0.54, 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

NCZ vs. FISCX - Dividend Comparison

NCZ's dividend yield for the trailing twelve months is around 10.74%, more than FISCX's 10.23% yield.


TTM20252024202320222021202020192018201720162015
NCZ
Virtus Convertible and Income Fund II
10.74%10.45%11.50%12.84%15.62%8.82%9.28%11.28%15.33%13.80%12.08%18.02%
FISCX
Franklin Convertible Securities Fund
10.23%9.94%4.87%2.22%8.70%8.10%11.30%16.05%7.09%7.68%4.62%4.68%

Drawdowns

NCZ vs. FISCX - Drawdown Comparison

The maximum NCZ drawdown since its inception was -79.48%, which is greater than FISCX's maximum drawdown of -49.16%. Use the drawdown chart below to compare losses from any high point for NCZ and FISCX.


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Drawdown Indicators


NCZFISCXDifference

Max Drawdown

Largest peak-to-trough decline

-79.48%

-49.16%

-30.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-7.45%

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-43.93%

-34.37%

-9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-56.08%

-34.37%

-21.71%

Current Drawdown

Current decline from peak

-9.16%

-6.38%

-2.78%

Average Drawdown

Average peak-to-trough decline

-14.45%

-6.93%

-7.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

1.79%

+1.11%

Volatility

NCZ vs. FISCX - Volatility Comparison

Virtus Convertible and Income Fund II (NCZ) has a higher volatility of 7.73% compared to Franklin Convertible Securities Fund (FISCX) at 4.43%. This indicates that NCZ's price experiences larger fluctuations and is considered to be riskier than FISCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NCZFISCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

4.43%

+3.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

8.34%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

12.13%

+6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

12.44%

+8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.20%

13.42%

+10.78%