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PPSIX vs. FICVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PPSIX vs. FICVX - Performance Comparison

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

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PPSIX vs. FICVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPSIX
Principal Spectrum Preferred and Capital Securities Income Fund
-1.61%7.86%9.82%5.88%-10.67%3.03%5.47%16.45%-4.54%10.51%
FICVX
Fidelity Advisor Convertible Securities Fund Class I
1.37%18.28%8.11%11.39%-15.38%9.93%42.46%28.58%-1.31%9.03%

Returns By Period

In the year-to-date period, PPSIX achieves a -1.61% return, which is significantly lower than FICVX's 1.37% return. Over the past 10 years, PPSIX has underperformed FICVX with an annualized return of 4.34%, while FICVX has yielded a comparatively higher 11.11% annualized return.


PPSIX

1D
0.00%
1M
-2.98%
YTD
-1.61%
6M
-0.58%
1Y
4.72%
3Y*
8.02%
5Y*
2.57%
10Y*
4.34%

FICVX

1D
-1.71%
1M
-5.61%
YTD
1.37%
6M
2.53%
1Y
24.52%
3Y*
11.55%
5Y*
5.27%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PPSIX vs. FICVX - Expense Ratio Comparison

PPSIX has a 0.79% expense ratio, which is higher than FICVX's 0.70% expense ratio.


Return for Risk

PPSIX vs. FICVX — Risk / Return Rank

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

PPSIX
PPSIX Risk / Return Rank: 7777
Overall Rank
PPSIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PPSIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
PPSIX Omega Ratio Rank: 8989
Omega Ratio Rank
PPSIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
PPSIX Martin Ratio Rank: 6868
Martin Ratio Rank

FICVX
FICVX Risk / Return Rank: 8585
Overall Rank
FICVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FICVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FICVX Omega Ratio Rank: 7676
Omega Ratio Rank
FICVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FICVX Martin Ratio Rank: 9292
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.

PPSIX vs. FICVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX) 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.


PPSIXFICVXDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.55

+0.11

Sortino ratio

Return per unit of downside risk

2.10

2.11

-0.02

Omega ratio

Gain probability vs. loss probability

1.39

1.29

+0.11

Calmar ratio

Return relative to maximum drawdown

1.45

2.87

-1.42

Martin ratio

Return relative to average drawdown

6.47

10.86

-4.39

PPSIX vs. FICVX - Sharpe Ratio Comparison

The current PPSIX Sharpe Ratio is 1.66, which is comparable to the FICVX Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of PPSIX 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


PPSIXFICVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.55

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.40

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.83

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.95

-0.37

Correlation

The correlation between PPSIX and FICVX is 0.37, 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

PPSIX vs. FICVX - Dividend Comparison

PPSIX's dividend yield for the trailing twelve months is around 5.39%, less than FICVX's 11.23% yield.


TTM20252024202320222021202020192018201720162015
PPSIX
Principal Spectrum Preferred and Capital Securities Income Fund
5.39%5.59%5.34%4.82%5.54%4.39%4.44%4.87%5.79%5.04%5.86%6.09%
FICVX
Fidelity Advisor Convertible Securities Fund Class I
11.23%11.38%2.02%2.12%3.73%20.65%10.73%3.28%9.85%4.09%4.90%10.39%

Drawdowns

PPSIX vs. FICVX - Drawdown Comparison

The maximum PPSIX drawdown since its inception was -52.75%, which is greater than FICVX's maximum drawdown of -25.06%. Use the drawdown chart below to compare losses from any high point for PPSIX and FICVX.


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Drawdown Indicators


PPSIXFICVXDifference

Max Drawdown

Largest peak-to-trough decline

-52.75%

-25.06%

-27.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

-7.75%

+4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.37%

-24.20%

+6.83%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

-25.06%

+2.24%

Current Drawdown

Current decline from peak

-3.18%

-6.80%

+3.62%

Average Drawdown

Average peak-to-trough decline

-3.30%

-5.68%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

2.05%

-1.34%

Volatility

PPSIX vs. FICVX - Volatility Comparison

The current volatility for Principal Spectrum Preferred and Capital Securities Income Fund (PPSIX) is 1.29%, while Fidelity Advisor Convertible Securities Fund Class I (FICVX) has a volatility of 6.34%. This indicates that PPSIX 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


PPSIXFICVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

6.34%

-5.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

12.08%

-10.27%

Volatility (1Y)

Calculated over the trailing 1-year period

2.86%

15.65%

-12.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.20%

13.36%

-9.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.34%

13.50%

-8.16%