BCD vs. FXO
Compare and contrast key facts about abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) and First Trust Financials AlphaDEX Fund (FXO).
BCD and FXO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BCD is an actively managed fund by Aberdeen. It was launched on Mar 30, 2017. FXO is a passively managed fund by First Trust that tracks the performance of the StrataQuant Financials Index. It was launched on May 8, 2007.
Performance
BCD vs. FXO - Performance Comparison
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BCD vs. FXO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
BCD
FXO
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.
| BCD | FXO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.40 | +1.11 |
Sortino ratioReturn per unit of downside risk | 2.02 | 0.67 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.10 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.42 | 0.63 | +1.79 |
Martin ratioReturn relative to average drawdown | 7.58 | 2.14 | +5.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCD | FXO | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| BCD | FXO | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.53% | -8.92% | +6.39% |
Average DrawdownAverage peak-to-trough decline | -10.01% | -13.20% | +3.19% |
Ulcer IndexDepth 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
| BCD | FXO | Difference | |
|---|---|---|---|
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% |