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BCD vs. FXO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCD vs. FXO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and First Trust Financials AlphaDEX Fund (FXO). The values are adjusted to include any dividend payments, if applicable.

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BCD vs. FXO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
15.57%15.71%6.20%-7.58%18.38%31.87%4.76%7.34%-8.65%3.08%
FXO
First Trust Financials AlphaDEX Fund
-6.11%13.59%27.72%9.28%-9.24%37.76%5.95%26.31%-11.72%14.65%

Returns By Period

In the year-to-date period, BCD achieves a 15.57% return, which is significantly higher than FXO's -6.11% return.


BCD

1D
-0.67%
1M
4.50%
YTD
15.57%
6M
21.94%
1Y
22.76%
3Y*
11.07%
5Y*
13.81%
10Y*

FXO

1D
2.29%
1M
-3.88%
YTD
-6.11%
6M
-4.03%
1Y
8.41%
3Y*
17.53%
5Y*
8.60%
10Y*
12.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCD vs. FXO - Expense Ratio Comparison

BCD has a 0.29% expense ratio, which is lower than FXO's 0.62% expense ratio.


Return for Risk

BCD vs. FXO — Risk / Return Rank

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

BCD
BCD Risk / Return Rank: 8080
Overall Rank
BCD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 8080
Sortino Ratio Rank
BCD Omega Ratio Rank: 7878
Omega Ratio Rank
BCD Calmar Ratio Rank: 8585
Calmar Ratio Rank
BCD Martin Ratio Rank: 7575
Martin Ratio Rank

FXO
FXO Risk / Return Rank: 2525
Overall Rank
FXO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FXO Sortino Ratio Rank: 2424
Sortino Ratio Rank
FXO Omega Ratio Rank: 2525
Omega Ratio Rank
FXO Calmar Ratio Rank: 2727
Calmar Ratio Rank
FXO Martin Ratio Rank: 2727
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.

BCD vs. FXO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and First Trust Financials AlphaDEX Fund (FXO). 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.


BCDFXODifference

Sharpe ratio

Return per unit of total volatility

1.51

0.40

+1.11

Sortino ratio

Return per unit of downside risk

2.02

0.67

+1.35

Omega ratio

Gain probability vs. loss probability

1.29

1.10

+0.19

Calmar ratio

Return relative to maximum drawdown

2.42

0.63

+1.79

Martin ratio

Return relative to average drawdown

7.58

2.14

+5.44

BCD vs. FXO - Sharpe Ratio Comparison

The current BCD Sharpe Ratio is 1.51, which is higher than the FXO Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BCD and FXO, 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


BCDFXODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.40

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.39

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.30

+0.35

Correlation

The correlation between BCD and FXO is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BCD vs. FXO - Dividend Comparison

BCD's dividend yield for the trailing twelve months is around 14.89%, more than FXO's 2.30% yield.


TTM20252024202320222021202020192018201720162015
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.89%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%0.00%0.00%
FXO
First Trust Financials AlphaDEX Fund
2.30%1.78%1.97%2.98%2.49%1.91%2.60%1.72%2.60%1.62%1.35%1.51%

Drawdowns

BCD vs. FXO - Drawdown Comparison

The maximum BCD drawdown since its inception was -29.81%, smaller than the maximum FXO drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for BCD and FXO.


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Drawdown Indicators


BCDFXODifference

Max Drawdown

Largest peak-to-trough decline

-29.81%

-71.30%

+41.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-14.67%

+4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

-28.80%

+5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-48.55%

Current Drawdown

Current decline from peak

-2.53%

-8.92%

+6.39%

Average Drawdown

Average peak-to-trough decline

-10.01%

-13.20%

+3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

4.31%

-1.20%

Volatility

BCD vs. FXO - Volatility Comparison

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) has a higher volatility of 5.53% compared to First Trust Financials AlphaDEX Fund (FXO) at 4.99%. This indicates that BCD's price experiences larger fluctuations and is considered to be riskier than FXO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCDFXODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

4.99%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

12.11%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.15%

21.32%

-6.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

22.03%

-6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

24.13%

-10.20%