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BCIM vs. AFSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCIM vs. AFSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg Industrial Metals Strategy K-1 Free ETF (BCIM) and abrdn Focused U.S. Small Cap Active ETF (AFSC). The values are adjusted to include any dividend payments, if applicable.

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BCIM vs. AFSC - Yearly Performance Comparison


Returns By Period


BCIM

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

AFSC

1D
1.48%
1M
-6.17%
YTD
2.27%
6M
4.44%
1Y
17.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCIM vs. AFSC - Expense Ratio Comparison

BCIM has a 0.41% expense ratio, which is lower than AFSC's 0.65% expense ratio.


Return for Risk

BCIM vs. AFSC — Risk / Return Rank

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

BCIM

AFSC
AFSC Risk / Return Rank: 3838
Overall Rank
AFSC Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AFSC Sortino Ratio Rank: 3939
Sortino Ratio Rank
AFSC Omega Ratio Rank: 3535
Omega Ratio Rank
AFSC Calmar Ratio Rank: 3737
Calmar Ratio Rank
AFSC Martin Ratio Rank: 4343
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.

BCIM vs. AFSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg Industrial Metals Strategy K-1 Free ETF (BCIM) and abrdn Focused U.S. Small Cap Active ETF (AFSC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BCIM vs. AFSC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BCIMAFSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

Correlation

The correlation between BCIM and AFSC is 0.16, 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

BCIM vs. AFSC - Dividend Comparison

BCIM's dividend yield for the trailing twelve months is around 3.77%, more than AFSC's 0.08% yield.


TTM20252024202320222021
BCIM
abrdn Bloomberg Industrial Metals Strategy K-1 Free ETF
3.77%3.77%11.47%3.36%0.72%1.57%
AFSC
abrdn Focused U.S. Small Cap Active ETF
0.08%0.08%0.00%0.00%0.00%0.00%

Drawdowns

BCIM vs. AFSC - Drawdown Comparison


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Drawdown Indicators


BCIMAFSCDifference

Max Drawdown

Largest peak-to-trough decline

-21.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

Current Drawdown

Current decline from peak

-6.17%

Average Drawdown

Average peak-to-trough decline

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

Volatility

BCIM vs. AFSC - Volatility Comparison


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Volatility by Period


BCIMAFSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.98%