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PFINX vs. FIQVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFINX vs. FIQVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Preferred and Capital Securities Fund (PFINX) and Fidelity Advisor Convertible Securities Fund Class Z (FIQVX). The values are adjusted to include any dividend payments, if applicable.

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PFINX vs. FIQVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFINX
PIMCO Preferred and Capital Securities Fund
-0.58%8.73%10.84%7.03%-12.82%4.61%6.73%20.78%-4.11%
FIQVX
Fidelity Advisor Convertible Securities Fund Class Z
4.10%18.42%8.21%11.53%-15.27%10.04%42.63%28.74%-6.03%

Returns By Period

In the year-to-date period, PFINX achieves a -0.58% return, which is significantly lower than FIQVX's 4.10% return.


PFINX

1D
0.32%
1M
-2.09%
YTD
-0.58%
6M
0.66%
1Y
6.49%
3Y*
10.08%
5Y*
2.93%
10Y*
6.11%

FIQVX

1D
2.66%
1M
-4.06%
YTD
4.10%
6M
4.29%
1Y
27.33%
3Y*
12.65%
5Y*
5.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFINX vs. FIQVX - Expense Ratio Comparison

PFINX has a 0.79% expense ratio, which is higher than FIQVX's 0.59% expense ratio.


Return for Risk

PFINX vs. FIQVX — Risk / Return Rank

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

PFINX
PFINX Risk / Return Rank: 8181
Overall Rank
PFINX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PFINX Sortino Ratio Rank: 8383
Sortino Ratio Rank
PFINX Omega Ratio Rank: 9292
Omega Ratio Rank
PFINX Calmar Ratio Rank: 7575
Calmar Ratio Rank
PFINX Martin Ratio Rank: 7070
Martin Ratio Rank

FIQVX
FIQVX Risk / Return Rank: 8888
Overall Rank
FIQVX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FIQVX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FIQVX Omega Ratio Rank: 8080
Omega Ratio Rank
FIQVX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FIQVX Martin Ratio Rank: 9595
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.

PFINX vs. FIQVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Preferred and Capital Securities Fund (PFINX) and Fidelity Advisor Convertible Securities Fund Class Z (FIQVX). 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.


PFINXFIQVXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.78

-0.04

Sortino ratio

Return per unit of downside risk

2.29

2.41

-0.12

Omega ratio

Gain probability vs. loss probability

1.45

1.33

+0.12

Calmar ratio

Return relative to maximum drawdown

1.93

3.56

-1.63

Martin ratio

Return relative to average drawdown

7.45

13.36

-5.91

PFINX vs. FIQVX - Sharpe Ratio Comparison

The current PFINX Sharpe Ratio is 1.74, which is comparable to the FIQVX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of PFINX and FIQVX, 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


PFINXFIQVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.78

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.42

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.83

+0.07

Correlation

The correlation between PFINX and FIQVX is 0.36, 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

PFINX vs. FIQVX - Dividend Comparison

PFINX's dividend yield for the trailing twelve months is around 3.86%, less than FIQVX's 11.07% yield.


TTM20252024202320222021202020192018201720162015
PFINX
PIMCO Preferred and Capital Securities Fund
3.86%3.74%5.30%6.26%8.54%5.79%3.06%6.40%6.43%7.08%6.19%2.34%
FIQVX
Fidelity Advisor Convertible Securities Fund Class Z
11.07%11.52%2.13%2.24%3.88%20.80%10.85%3.40%8.28%0.00%0.00%0.00%

Drawdowns

PFINX vs. FIQVX - Drawdown Comparison

The maximum PFINX drawdown since its inception was -23.93%, roughly equal to the maximum FIQVX drawdown of -25.04%. Use the drawdown chart below to compare losses from any high point for PFINX and FIQVX.


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Drawdown Indicators


PFINXFIQVXDifference

Max Drawdown

Largest peak-to-trough decline

-23.93%

-25.04%

+1.11%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-7.74%

+4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

-24.16%

+2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-23.93%

Current Drawdown

Current decline from peak

-2.68%

-4.30%

+1.62%

Average Drawdown

Average peak-to-trough decline

-3.50%

-6.83%

+3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

2.06%

-1.17%

Volatility

PFINX vs. FIQVX - Volatility Comparison

The current volatility for PIMCO Preferred and Capital Securities Fund (PFINX) is 1.33%, while Fidelity Advisor Convertible Securities Fund Class Z (FIQVX) has a volatility of 6.85%. This indicates that PFINX experiences smaller price fluctuations and is considered to be less risky than FIQVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFINXFIQVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

6.85%

-5.52%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

12.31%

-9.60%

Volatility (1Y)

Calculated over the trailing 1-year period

3.83%

15.83%

-12.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.50%

13.40%

-7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

15.03%

-8.91%