BCI vs. FAAR
Compare and contrast key facts about abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and First Trust Alternative Absolute Return Strategy ETF (FAAR).
BCI and FAAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BCI is an actively managed fund by Aberdeen. It was launched on Mar 30, 2017. FAAR is an actively managed fund by First Trust. It was launched on May 18, 2016.
Performance
BCI vs. FAAR - Performance Comparison
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BCI vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 24.37% | 15.07% | 5.47% | -8.79% | 15.09% | 26.18% | -2.77% | 7.06% | -11.21% | 2.94% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 24.94% | 8.07% | 5.97% | -5.63% | 10.15% | 12.34% | 8.60% | -1.28% | -9.17% | 4.10% |
Returns By Period
The year-to-date returns for both investments are quite close, with BCI having a 24.37% return and FAAR slightly higher at 24.94%.
BCI
- 1D
- 0.04%
- 1M
- 11.37%
- YTD
- 24.37%
- 6M
- 31.23%
- 1Y
- 31.71%
- 3Y*
- 13.50%
- 5Y*
- 13.31%
- 10Y*
- —
FAAR
- 1D
- -0.05%
- 1M
- 12.00%
- YTD
- 24.94%
- 6M
- 21.95%
- 1Y
- 30.08%
- 3Y*
- 10.56%
- 5Y*
- 9.41%
- 10Y*
- —
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BCI vs. FAAR - Expense Ratio Comparison
BCI has a 0.25% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Return for Risk
BCI vs. FAAR — Risk / Return Rank
BCI
FAAR
BCI vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
| BCI | FAAR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.97 | -0.11 |
Sortino ratioReturn per unit of downside risk | 2.46 | 2.65 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.71 | +0.82 |
Martin ratioReturn relative to average drawdown | 9.71 | 7.95 | +1.77 |
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
| BCI | FAAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.97 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.73 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.45 | +0.03 |
Correlation
The correlation between BCI and FAAR is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BCI vs. FAAR - Dividend Comparison
BCI's dividend yield for the trailing twelve months is around 13.26%, more than FAAR's 9.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 13.26% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.21% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
Drawdowns
BCI vs. FAAR - Drawdown Comparison
The maximum BCI drawdown since its inception was -32.69%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for BCI and FAAR.
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Drawdown Indicators
| BCI | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -18.03% | -14.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -11.54% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -26.50% | -18.03% | -8.47% |
Current DrawdownCurrent decline from peak | 0.00% | -0.51% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -7.97% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.93% | -0.56% |
Volatility
BCI vs. FAAR - Volatility Comparison
abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 7.07% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 5.66%. This indicates that BCI's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCI | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 5.66% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 10.64% | +2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.09% | 15.33% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 13.00% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.57% | 11.54% | +4.03% |