How to convert filesystem of a usb drive from fat 32 to ntfs without loosing data

FAT 32 to NTFS Conversion Steps

1) Go to Computer, and note the name of the drive whose file system you wish to convert.
2) Click on Start.
3) Type cmd in the search bar if you use Windows 7, Windows 8, Windows 8.1 or Windows Vista. If you use Windows XP, click on Run and then execute cmd. 
4) Execute "chkdsk h: /f " (without quotes) where H is the letter of the drive to undergo conversion. This checks the drive for errors and fixes them automatically.
5) Execute "Convert H: /FS:NTFS" (without quotes). H is again the letter of the drive to be converted.
6) The command prompt will start the conversion process and after a few minutes, CMD will say that conversion was successful.
7) You can check it in the properties of the drive through right click