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WESRX vs. HICSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WESRX vs. HICSX - Performance Comparison

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

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WESRX vs. HICSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WESRX
TETON Convertible Securities Fund
-3.62%17.20%11.73%5.09%-21.96%2.21%27.22%24.42%-0.80%17.58%
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, WESRX achieves a -3.62% return, which is significantly lower than HICSX's 0.67% return. Over the past 10 years, WESRX has underperformed HICSX with an annualized return of 7.62%, while HICSX has yielded a comparatively higher 8.54% annualized return.


WESRX

1D
-1.92%
1M
-6.40%
YTD
-3.62%
6M
-5.25%
1Y
16.02%
3Y*
8.34%
5Y*
1.40%
10Y*
7.62%

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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WESRX vs. HICSX - Expense Ratio Comparison

WESRX has a 1.15% expense ratio, which is higher than HICSX's 1.12% expense ratio.


Return for Risk

WESRX vs. HICSX — Risk / Return Rank

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

WESRX
WESRX Risk / Return Rank: 4444
Overall Rank
WESRX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WESRX Sortino Ratio Rank: 4747
Sortino Ratio Rank
WESRX Omega Ratio Rank: 3737
Omega Ratio Rank
WESRX Calmar Ratio Rank: 4949
Calmar Ratio Rank
WESRX Martin Ratio Rank: 3535
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.

WESRX vs. HICSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TETON Convertible Securities Fund (WESRX) 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.


WESRXHICSXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.62

-0.65

Sortino ratio

Return per unit of downside risk

1.38

2.22

-0.84

Omega ratio

Gain probability vs. loss probability

1.18

1.29

-0.12

Calmar ratio

Return relative to maximum drawdown

1.21

3.07

-1.86

Martin ratio

Return relative to average drawdown

3.72

12.11

-8.39

WESRX vs. HICSX - Sharpe Ratio Comparison

The current WESRX Sharpe Ratio is 0.97, which is lower than the HICSX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of WESRX 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


WESRXHICSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.62

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.45

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.81

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.74

-0.27

Correlation

The correlation between WESRX and HICSX is 0.88, 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

WESRX vs. HICSX - Dividend Comparison

WESRX's dividend yield for the trailing twelve months is around 8.37%, more than HICSX's 1.58% yield.


TTM20252024202320222021202020192018201720162015
WESRX
TETON Convertible Securities Fund
8.37%8.95%2.87%2.63%11.45%10.69%3.13%2.75%5.87%1.95%5.10%0.25%
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

WESRX vs. HICSX - Drawdown Comparison

The maximum WESRX drawdown since its inception was -51.81%, which is greater than HICSX's maximum drawdown of -23.68%. Use the drawdown chart below to compare losses from any high point for WESRX and HICSX.


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Drawdown Indicators


WESRXHICSXDifference

Max Drawdown

Largest peak-to-trough decline

-51.81%

-23.68%

-28.13%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-6.92%

-5.12%

Max Drawdown (5Y)

Largest decline over 5 years

-31.66%

-22.03%

-9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-31.66%

-23.68%

-7.98%

Current Drawdown

Current decline from peak

-12.04%

-6.92%

-5.12%

Average Drawdown

Average peak-to-trough decline

-9.12%

-4.82%

-4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

1.75%

+2.16%

Volatility

WESRX vs. HICSX - Volatility Comparison

TETON Convertible Securities Fund (WESRX) and Harbor Convertible Securities Fund (HICSX) have volatilities of 5.97% 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


WESRXHICSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

6.02%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

11.54%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

14.15%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

11.02%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.41%

10.61%

+2.80%