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PCONX vs. HICSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCONX vs. HICSX - Performance Comparison

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

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PCONX vs. HICSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCONX
Putnam Convertible Securities Fund
-0.37%11.97%12.60%10.13%-19.27%4.23%44.86%24.32%-2.92%14.41%
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%

Returns By Period

In the year-to-date period, PCONX achieves a -0.37% return, which is significantly lower than HICSX's 0.67% return. Over the past 10 years, PCONX has outperformed HICSX with an annualized return of 9.95%, while HICSX has yielded a comparatively lower 8.54% annualized return.


PCONX

1D
-1.60%
1M
-5.76%
YTD
-0.37%
6M
-0.80%
1Y
15.29%
3Y*
10.35%
5Y*
2.88%
10Y*
9.95%

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

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PCONX vs. HICSX - Expense Ratio Comparison

PCONX has a 1.03% expense ratio, which is lower than HICSX's 1.12% expense ratio.


Return for Risk

PCONX vs. HICSX — Risk / Return Rank

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

PCONX
PCONX Risk / Return Rank: 6262
Overall Rank
PCONX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PCONX Sortino Ratio Rank: 5757
Sortino Ratio Rank
PCONX Omega Ratio Rank: 4949
Omega Ratio Rank
PCONX Calmar Ratio Rank: 7878
Calmar Ratio Rank
PCONX Martin Ratio Rank: 6565
Martin Ratio Rank

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
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.

PCONX vs. HICSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Convertible Securities Fund (PCONX) and Harbor Convertible Securities Fund (HICSX). 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.


PCONXHICSXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.62

-0.55

Sortino ratio

Return per unit of downside risk

1.51

2.22

-0.71

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.85

3.07

-1.22

Martin ratio

Return relative to average drawdown

6.18

12.11

-5.93

PCONX vs. HICSX - Sharpe Ratio Comparison

The current PCONX Sharpe Ratio is 1.07, which is lower than the HICSX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of PCONX and HICSX, 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


PCONXHICSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.62

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.45

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.81

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.74

-0.10

Correlation

The correlation between PCONX and HICSX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PCONX vs. HICSX - Dividend Comparison

PCONX's dividend yield for the trailing twelve months is around 5.41%, more than HICSX's 1.58% yield.


TTM20252024202320222021202020192018201720162015
PCONX
Putnam Convertible Securities Fund
5.41%6.10%1.48%0.99%0.72%26.98%11.62%7.72%13.92%3.48%2.08%6.22%
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%

Drawdowns

PCONX vs. HICSX - Drawdown Comparison

The maximum PCONX drawdown since its inception was -47.70%, which is greater than HICSX's maximum drawdown of -23.68%. Use the drawdown chart below to compare losses from any high point for PCONX and HICSX.


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Drawdown Indicators


PCONXHICSXDifference

Max Drawdown

Largest peak-to-trough decline

-47.70%

-23.68%

-24.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-6.92%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.48%

-22.03%

-3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-26.14%

-23.68%

-2.46%

Current Drawdown

Current decline from peak

-7.35%

-6.92%

-0.43%

Average Drawdown

Average peak-to-trough decline

-8.32%

-4.82%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

1.75%

+0.49%

Volatility

PCONX vs. HICSX - Volatility Comparison

Putnam Convertible Securities Fund (PCONX) and Harbor Convertible Securities Fund (HICSX) have volatilities of 5.98% and 6.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCONXHICSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

6.02%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.21%

11.54%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

14.15%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.46%

11.02%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.83%

10.61%

+2.22%