Convertible Securities Comparison
Compare risk and return for 64 portfolios of convertible securities

How to get this report

The Convertible Securities Comparison report is included in the Advanced Subscription Package.

The Convertible Securities Comparison is a 1-page report comparing 64 investable portfolios and funds related to convertible bonds and preferred stocks.  Subscribe to the Advanced Subscription to receive this report.

convertible bonds and preferred stocks

The Convertible Securities Comparison compares 34 metrics for each portfolio, plus three scatterplots at the bottom of the page comparing risk vs. return for the most recent 12-month, 36-month, and 60-month periods.

What you can do:
  • Identify the best risk-adjusted returns using the risk vs. return scatterplot chart
  • Compare portfolios head-to-head using 34 risk and return metrics, including 5-year total return, trends, alpha, and Modigliani risk-adjusted return
  • Compare the correlation for each portfolio with five major asset classes
  • Compare the latest close with 50-day and 200-day moving averages
  • Find new ideas for investing in convertible securities
Update frequency: The VizMetrics Convertible Securities Comparison is updated daily.

How to subscribe
This daily comparison is available as part of the Advanced Subscription, which includes 9 different in-depth, 1-page comparison reports. See the Pricing page for details.
Portfolio categories included on the Convertible Securities Comparison 1-page VizMetrics report: 
  • 14 actively-managed, institutional funds
  • 15 actively-managed, retail funds
  • 25 closed-end funds focused on convertible and preferred securities
  • 10 ETFs focused on convertible securities

Portfolios types included on the Convertible Securities Comparison:
  • exchange-traded funds (ETFs)
  • closed-end funds
  • open-end funds (mutual funds)

Metrics included for each portfolio on the Convertible Securities Comparison: 
  • daily return
  • 1-week return
  • 4-week return
  • return vs. 50-day moving average
  • return vs. 200-day moving average
  • 200-day trend
  • Year-to-date (YTD) return
  • recent yield
  • 1-year return
  • 3-year return
  • 5-year return
  • 60-month trend
  • calendar year total return (last four years)
  • standard deviation (1-year, 3-year, and 5-year)
  • maximum draw down during past 5 years
  • beta (vs. ACWI index)
  • R-squared
  • Modigliani risk-adjusted return % (1-year, 3-year, and 5-year)
  • Alpha % (1-year, 3-year, and 5-year)
  • correlation to All-Country World equities
  • correlation to S&P 500
  • correlation to broad commodities
  • correlation to total bond return
  • correlation to gold return

Graphical comparisons included: 
  • comparative graphs for all returns, across all portfolios
  • trend graph for 200-day adjusted closing price
  • trend graph 60-month adjusted closing price
  • bubble comparison for recent yield
  • bubble comparison for standard deviation (1-year, 3-year, and 5-year)
  • heatmap for correlations to global equities, S&P 500, commodities, bonds, and gold