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XCV.TO vs. FCCVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCV.TO vs. FCCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Canadian Value Index ETF (XCV.TO) and Fidelity Advisor Convertible Securities Fund Class C (FCCVX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XCV.TO is traded in CAD, while FCCVX is traded in USD. To make them comparable, the FCCVX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCV.TO achieves a 19.17% return, which is significantly lower than FCCVX's 25.93% return. Both investments have delivered pretty close results over the past 10 years, with XCV.TO having a 13.20% annualized return and FCCVX not far behind at 12.94%.


XCV.TO

1D
-0.02%
1M
4.70%
YTD
19.17%
6M
19.26%
1Y
44.26%
3Y*
27.30%
5Y*
17.83%
10Y*
13.20%

FCCVX

1D
1.47%
1M
9.00%
YTD
25.93%
6M
23.24%
1Y
44.27%
3Y*
19.69%
5Y*
11.51%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCV.TO vs. FCCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCV.TO
iShares Canadian Value Index ETF
19.17%32.17%21.26%9.47%1.87%32.71%-2.56%18.02%-11.15%8.75%
FCCVX
Fidelity Advisor Convertible Securities Fund Class C
25.93%11.67%16.49%7.81%-10.25%7.79%38.62%21.00%5.96%1.33%

Correlation

The correlation between XCV.TO and FCCVX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

0.34

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Return for Risk

XCV.TO vs. FCCVX — Risk / Return Rank

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

XCV.TO
XCV.TO Risk / Return Rank: 9797
Overall Rank
XCV.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XCV.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
XCV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XCV.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
XCV.TO Martin Ratio Rank: 9797
Martin Ratio Rank

FCCVX
FCCVX Risk / Return Rank: 8888
Overall Rank
FCCVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FCCVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FCCVX Omega Ratio Rank: 7878
Omega Ratio Rank
FCCVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FCCVX Martin Ratio Rank: 9696
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.

XCV.TO vs. FCCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Canadian Value Index ETF (XCV.TO) and Fidelity Advisor Convertible Securities Fund Class C (FCCVX). 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.


XCV.TOFCCVXDifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

2.03

1.54

+0.49

Calmar ratioReturn relative to maximum drawdown

11.53

6.83

+4.70

Martin ratioReturn relative to average drawdown

43.47

23.14

+20.33

XCV.TO vs. FCCVX - Sharpe Ratio Comparison

The current XCV.TO Sharpe Ratio is 4.97, which is higher than the FCCVX Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of XCV.TO and FCCVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XCV.TOFCCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.97

3.13

+1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.39

0.96

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

1.05

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.07

-0.53

Drawdowns

XCV.TO vs. FCCVX - Drawdown Comparison

The maximum XCV.TO drawdown since its inception was -52.49%, which is greater than FCCVX's maximum drawdown of -22.13%. Use the drawdown chart below to compare losses from any high point for XCV.TO and FCCVX.


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Drawdown Indicators


XCV.TOFCCVXDifference

Max Drawdown

Largest peak-to-trough decline

-52.49%

-22.13%

-30.36%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

-6.67%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-18.30%

+8.59%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-22.13%

+4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-41.18%

-22.13%

-19.05%

Current Drawdown

Current decline from peak

-0.89%

0.00%

-0.89%

Average Drawdown

Average peak-to-trough decline

-6.67%

-4.83%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.97%

-0.95%

Volatility

XCV.TO vs. FCCVX - Volatility Comparison

The current volatility for iShares Canadian Value Index ETF (XCV.TO) is 3.27%, while Fidelity Advisor Convertible Securities Fund Class C (FCCVX) has a volatility of 4.89%. This indicates that XCV.TO experiences smaller price fluctuations and is considered to be less risky than FCCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCV.TOFCCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

4.89%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

11.69%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

8.96%

14.58%

-5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

12.07%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

12.41%

+3.13%

XCV.TO vs. FCCVX - Expense Ratio Comparison

XCV.TO has a 0.55% expense ratio, which is lower than FCCVX's 1.74% expense ratio.


Dividends

XCV.TO vs. FCCVX - Dividend Comparison

XCV.TO's dividend yield for the trailing twelve months is around 2.29%, less than FCCVX's 8.06% yield.


PositionTTM20252024202320222021202020192018201720162015
FCCVX
Fidelity Advisor Convertible Securities Fund Class C
8.06%10.47%1.32%1.12%2.62%19.63%9.96%2.31%8.75%3.35%3.85%9.24%
XCV.TO
iShares Canadian Value Index ETF
2.29%2.71%3.72%3.88%3.18%2.11%3.35%3.06%3.13%2.40%2.50%3.14%

Frequently Asked Questions


XCV.TO and FCCVX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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