BCFN vs. FDIQ
BCFN (Baron Financials ETF) and FDIQ (Invesco Bloomberg Financial Data Providers ETF) are both Financials Equities funds - BCFN tracks the Actively Managed while FDIQ tracks the Bloomberg Financial Data Providers Index. Both are passively managed. Their 0.73 correlation means they have sometimes moved together and sometimes differently. BCFN charges 0.80%/yr vs 0.35%/yr for FDIQ.
Performance
BCFN vs. FDIQ - Performance Comparison
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Returns By Period
In the year-to-date period, BCFN achieves a -8.91% return, which is significantly lower than FDIQ's 16.69% return.
BCFN
- 1D
- -0.22%
- 1M
- 1.82%
- 6M
- -4.65%
- YTD
- -8.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
FDIQ
- 1D
- -0.93%
- 1M
- 5.45%
- 6M
- 8.69%
- YTD
- 16.69%
- 1Y
- 29.24%
- 3Y*
- 15.17%
- 5Y*
- 7.52%
- 10Y*
- 8.54%
- ALL TIME*
- 10.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $34.29K | $30.00K | $73.20K | |
| $225.05K | $183.72K | $189.48K |
BCFN vs. FDIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BCFN Baron Financials ETF | -8.91% | -0.45% |
FDIQ Invesco Bloomberg Financial Data Providers ETF | 16.69% | -2.88% |
Correlation
The correlation between BCFN and FDIQ is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 15, 2025 | 0.73 |
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Return for Risk
BCFN vs. FDIQ — Risk / Return Rank
BCFN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FDIQ
BCFN vs. FDIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Financials ETF (BCFN) and Invesco Bloomberg Financial Data Providers ETF (FDIQ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCFN | FDIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.86 | — |
| Martin ratioReturn relative to average drawdown | — | 5.18 | — |
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Drawdowns
BCFN vs. FDIQ - Drawdown Comparison
The maximum BCFN drawdown since its inception was -20.95%, smaller than the maximum FDIQ drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for BCFN and FDIQ.
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Drawdown Indicators
| BCFN | FDIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.95% | -52.86% | +31.91% |
Max Drawdown (1Y)Largest decline over 1 year | — | -14.44% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -28.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -42.99% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.86% | — |
Current DrawdownCurrent decline from peak | -11.17% | -3.43% | -7.74% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -11.51% | -1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.16% | — |
Volatility
BCFN vs. FDIQ - Volatility Comparison
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Volatility by Period
| BCFN | FDIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.38% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 22.43% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.88% | 28.43% | -9.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 31.01% | -12.13% |
BCFN vs. FDIQ - Expense Ratio Comparison
BCFN has a 0.80% expense ratio, which is higher than FDIQ's 0.35% expense ratio.
Dividends
BCFN vs. FDIQ - Dividend Comparison
BCFN has not paid dividends to shareholders, while FDIQ's dividend yield for the trailing twelve months is around 2.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCFN Baron Financials ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDIQ Invesco Bloomberg Financial Data Providers ETF | 2.14% | 2.66% | 2.69% | 2.89% | 2.51% | 2.04% | 2.92% | 2.44% | 2.45% | 1.59% | 1.50% | 1.92% |
Frequently Asked Questions
BCFN and FDIQ have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FDIQ is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FDIQ is cheaper with a 0.35% expense ratio, compared with 0.80% for BCFN.
FDIQ has the higher dividend yield at 2.14%, compared with 0.00% for BCFN.
BCFN tracks Actively Managed, while FDIQ tracks Bloomberg Financial Data Providers Index. They also come from different issuers: Baron Capital and Invesco. Their fees differ too: 0.80% for BCFN and 0.35% for FDIQ.
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