ICVT vs FTCS

Comparison between ISHARES CONVERTIBLE BOND ETF (ICVT, ETF) and FIRST TRUST CAPITAL STRENGTH ETF (FTCS, ETF).

5-Year PerformanceICVT has outperformed FTCS, delivering a return of +6.3% compared to +6.3%

ICVT vs FTCS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ICVT(ETF)	FTCS(ETF)
Net Assets	$7.50B	$7.60B
Expense Ratio	0.20%	0.53%
Max Drawdown	38.15%	54.12%
Sharpe Ratio	1.26	0.65
5Y Beta	0.61	0.48
P/E Ratio	N/A	22.66
Forward P/E	N/A	19.82
PEG Ratio	N/A	1.21
5Y Dividends CAGR	-14.83%	6.88%
5Y EPS CAGR	N/A	14.58%
Debt to Equity	N/A	200.77%
P/S Ratio	N/A	2.64
P/B Ratio	N/A	6.38

Net Assets

ICVT

$7.50B

Winner

FTCS

$7.60B

Expense Ratio

Winner

ICVT

0.20%

FTCS

0.53%

Max Drawdown

Winner

ICVT

38.15%

FTCS

54.12%

Sharpe Ratio

Winner

ICVT

1.26

FTCS

0.65

5Y Beta

ICVT

0.61

Winner

FTCS

0.48

P/E Ratio

ICVT

N/A

FTCS

22.66

Forward P/E

ICVT

N/A

FTCS

19.82

PEG Ratio

ICVT

N/A

FTCS

1.21

5Y Dividends CAGR

ICVT

-14.83%

Winner

FTCS

6.88%

5Y EPS CAGR

ICVT

N/A

FTCS

14.58%

Debt to Equity

ICVT

N/A

FTCS

200.77%

P/S Ratio

ICVT

N/A

FTCS

2.64

P/B Ratio

ICVT

N/A

FTCS

6.38

ICVT vs FTCS - Historical Returns

Returns include dividend reinvestment.

Period	ICVT	FTCS
1 month	-7.33%	+3.77%
3 months	+2.52%	+4.54%
6 months	+10.52%	+2.58%
1 year	+25.53%	+9.75%
5 years(CAGR)	+6.32%	+6.29%
10 years(CAGR)	+12.95%	+10.48%
Max(CAGR)	+11.15%	+9.83%

ICVT

-7.33%

Winner

FTCS

+3.77%

ICVT

+2.52%

Winner

FTCS

+4.54%

Winner

ICVT

+10.52%

FTCS

+2.58%

Winner

ICVT

+25.53%

FTCS

+9.75%

5Y(CAGR)

Winner

ICVT

+6.32%

FTCS

+6.29%

10Y(CAGR)

Winner

ICVT

+12.95%

FTCS

+10.48%

Max(CAGR)

Winner

ICVT

+11.15%

FTCS

+9.83%

ICVT vs FTCS - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	ICVT	FTCS
2026	+14.38%	+6.52%
2025	+18.03%	+6.98%
2024	+11.71%	+10.97%
2023	+15.59%	+8.67%
2022	-20.76%	-9.29%
2021	-0.63%	+28.70%
2020	+59.30%	+12.17%
2019	+22.39%	+27.07%
2018	-1.05%	-4.59%
2017	+15.43%	+25.89%
2016	+11.50%	+10.18%
2015	-6.03%	+1.98%
2014	N/A	+17.01%
2013	N/A	+32.53%
2012	N/A	+12.55%
2011	N/A	-3.85%
2010	N/A	+12.82%
2009	N/A	+35.20%
2008	N/A	-36.49%
2007	N/A	+11.59%
2006	N/A	+11.22%

ICVT vs FTCS Drawdown Comparison

The maximum drawdown for ICVT was -33.15%, occurring on Jun 16, 2022. Recovery took 1145 trading sessions.

The maximum drawdown for FTCS was -53.64%, occurring on Nov 20, 2008. Recovery took 904 trading sessions.

The current ICVT drawdown is -8.45%. The current FTCS drawdown is -0.90%.

Rank	ICVT	FTCS
#1	-33.15% Feb 12, 2021 - Sep 5, 2025	-53.64% Jul 13, 2007 - Feb 11, 2011
#2	-32.18% Feb 19, 2020 - Jun 5, 2020	-31.93% Feb 19, 2020 - Aug 6, 2020
#3	-18.52% Jun 23, 2015 - Oct 10, 2016	-24.50% May 2, 2011 - Mar 13, 2012
#4	-13.86% Aug 29, 2018 - Feb 25, 2019	-20.94% Dec 29, 2021 - Feb 15, 2024
#5	-8.63% Sep 1, 2020 - Oct 9, 2020	-18.64% Sep 21, 2018 - Apr 16, 2019
#6	-8.45% Jun 22, 2026 - Jul 16, 2026	-17.33% Apr 2, 2012 - Sep 14, 2012
#7	-7.55% Nov 3, 2025 - Jan 16, 2026	-12.62% Nov 29, 2024 - Aug 13, 2025
#8	-6.75% Jan 26, 2018 - Mar 8, 2018	-10.94% Mar 2, 2015 - Mar 17, 2016
#9	-6.74% Jun 2, 2026 - Jun 18, 2026	-10.45% Jan 26, 2018 - Aug 29, 2018
#10	-6.55% Jul 24, 2019 - Nov 25, 2019	-8.66% Oct 18, 2012 - Jan 2, 2013
#11	-6.17% Jan 28, 2026 - Apr 8, 2026	-8.00% Sep 2, 2020 - Nov 13, 2020
#12	-5.84% Mar 12, 2018 - May 30, 2018	-7.74% Mar 2, 2026 - Mar 27, 2026
#13	-5.49% May 3, 2019 - Jul 1, 2019	-6.26% Sep 2, 2021 - Oct 25, 2021
#14	-4.87% Jun 8, 2020 - Jun 17, 2020	-6.09% Sep 19, 2014 - Oct 29, 2014
#15	-4.66% Oct 13, 2020 - Nov 5, 2020	-5.96% Feb 17, 2011 - Apr 6, 2011

Correlation

Correlation between ICVT and FTCS is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2006 - 2026)

ICVT vs FTCS dividend yield comparison.

Year	ICVT	FTCS
2026	0.65%	0.56%
2025	1.73%	1.04%
2024	2.19%	1.33%
2023	1.85%	1.47%
2022	1.93%	1.23%
2021	7.70%	1.06%
2020	3.98%	0.93%
2019	1.86%	1.26%
2018	4.82%	1.26%
2017	2.56%	1.15%
2016	3.06%	1.43%
2015	1.57%	1.50%
2014	0.00%	2.01%
2013	0.00%	1.34%
2012	0.00%	1.81%
2011	0.00%	1.93%
2010	0.00%	1.74%
2009	0.00%	1.35%
2008	0.00%	1.89%
2007	0.00%	0.85%
2006	0.00%	0.40%