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BCI vs. KMLM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCI and KMLM is 0.11, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

BCI vs. KMLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and KFA Mount Lucas Index Strategy ETF (KMLM). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
47.51%
23.94%
BCI
KMLM

Key characteristics

Sharpe Ratio

BCI:

0.06

KMLM:

-1.02

Sortino Ratio

BCI:

0.17

KMLM:

-1.34

Omega Ratio

BCI:

1.02

KMLM:

0.85

Calmar Ratio

BCI:

0.03

KMLM:

-0.41

Martin Ratio

BCI:

0.15

KMLM:

-1.23

Ulcer Index

BCI:

5.43%

KMLM:

8.97%

Daily Std Dev

BCI:

12.70%

KMLM:

10.84%

Max Drawdown

BCI:

-32.69%

KMLM:

-27.12%

Current Drawdown

BCI:

-19.32%

KMLM:

-27.12%

Returns By Period

In the year-to-date period, BCI achieves a 0.35% return, which is significantly higher than KMLM's -4.66% return.


BCI

YTD

0.35%

1M

-5.66%

6M

-1.67%

1Y

0.01%

5Y*

11.34%

10Y*

N/A

KMLM

YTD

-4.66%

1M

-2.08%

6M

-2.28%

1Y

-11.03%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BCI vs. KMLM - Expense Ratio Comparison

BCI has a 0.25% expense ratio, which is lower than KMLM's 0.90% expense ratio.


KMLM
KFA Mount Lucas Index Strategy ETF
Expense ratio chart for KMLM: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KMLM: 0.90%
Expense ratio chart for BCI: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BCI: 0.25%

Risk-Adjusted Performance

BCI vs. KMLM — Risk-Adjusted Performance Rank

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

BCI
The Risk-Adjusted Performance Rank of BCI is 5353
Overall Rank
The Sharpe Ratio Rank of BCI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of BCI is 5353
Sortino Ratio Rank
The Omega Ratio Rank of BCI is 5252
Omega Ratio Rank
The Calmar Ratio Rank of BCI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of BCI is 5353
Martin Ratio Rank

KMLM
The Risk-Adjusted Performance Rank of KMLM is 88
Overall Rank
The Sharpe Ratio Rank of KMLM is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of KMLM is 22
Sortino Ratio Rank
The Omega Ratio Rank of KMLM is 22
Omega Ratio Rank
The Calmar Ratio Rank of KMLM is 1515
Calmar Ratio Rank
The Martin Ratio Rank of KMLM is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BCI vs. KMLM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and KFA Mount Lucas Index Strategy ETF (KMLM). 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.


Sharpe ratio
The chart of Sharpe ratio for BCI, currently valued at 0.06, compared to the broader market-1.000.001.002.003.004.00
BCI: 0.06
KMLM: -1.02
The chart of Sortino ratio for BCI, currently valued at 0.17, compared to the broader market-2.000.002.004.006.008.0010.00
BCI: 0.17
KMLM: -1.34
The chart of Omega ratio for BCI, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
BCI: 1.02
KMLM: 0.85
The chart of Calmar ratio for BCI, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.0014.00
BCI: 0.03
KMLM: -0.41
The chart of Martin ratio for BCI, currently valued at 0.15, compared to the broader market0.0020.0040.0060.0080.00
BCI: 0.15
KMLM: -1.23

The current BCI Sharpe Ratio is 0.06, which is higher than the KMLM Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of BCI and KMLM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.06
-1.02
BCI
KMLM

Dividends

BCI vs. KMLM - Dividend Comparison

BCI's dividend yield for the trailing twelve months is around 3.28%, more than KMLM's 0.86% yield.


TTM20242023202220212020201920182017
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
3.28%3.30%3.93%19.98%19.43%0.68%1.47%1.13%5.02%
KMLM
KFA Mount Lucas Index Strategy ETF
0.86%0.82%0.00%8.12%6.94%0.00%0.00%0.00%0.00%

Drawdowns

BCI vs. KMLM - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, which is greater than KMLM's maximum drawdown of -27.12%. Use the drawdown chart below to compare losses from any high point for BCI and KMLM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-19.32%
-27.12%
BCI
KMLM

Volatility

BCI vs. KMLM - Volatility Comparison

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 5.43% compared to KFA Mount Lucas Index Strategy ETF (KMLM) at 1.69%. This indicates that BCI's price experiences larger fluctuations and is considered to be riskier than KMLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
5.43%
1.69%
BCI
KMLM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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