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COLO vs. FBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COLO vs. FBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Colombia ETF (COLO) and FT Confluence BDC & Specialty Finance Income ETF (FBDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COLO achieves a 14.14% return, which is significantly higher than FBDC's -9.51% return.


COLO

1D
-2.42%
1M
8.62%
YTD
14.14%
6M
13.91%
1Y
48.73%
3Y*
34.47%
5Y*
14.34%
10Y*
6.37%

FBDC

1D
-2.98%
1M
-7.81%
YTD
-9.51%
6M
-10.31%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COLO vs. FBDC - Yearly Performance Comparison


Correlation

The correlation between COLO and FBDC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.20

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Return for Risk

COLO vs. FBDC — Risk / Return Rank

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

COLO
COLO Risk / Return Rank: 6060
Overall Rank
COLO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
COLO Sortino Ratio Rank: 6666
Sortino Ratio Rank
COLO Omega Ratio Rank: 6464
Omega Ratio Rank
COLO Calmar Ratio Rank: 5656
Calmar Ratio Rank
COLO Martin Ratio Rank: 4545
Martin Ratio Rank

FBDC
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.

COLO vs. FBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (COLO) and FT Confluence BDC & Specialty Finance Income ETF (FBDC). 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.


COLOFBDCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.75

Martin ratioReturn relative to average drawdown

7.53

COLO vs. FBDC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COLOFBDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.70

+0.92

Drawdowns

COLO vs. FBDC - Drawdown Comparison

The maximum COLO drawdown since its inception was -78.91%, which is greater than FBDC's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for COLO and FBDC.


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Drawdown Indicators


COLOFBDCDifference

Max Drawdown

Largest peak-to-trough decline

-78.91%

-20.60%

-58.31%

Max Drawdown (1Y)

Largest decline over 1 year

-17.79%

Max Drawdown (3Y)

Largest decline over 3 years

-18.35%

Max Drawdown (5Y)

Largest decline over 5 years

-43.86%

Max Drawdown (10Y)

Largest decline over 10 years

-62.75%

Current Drawdown

Current decline from peak

-22.51%

-17.24%

-5.27%

Average Drawdown

Average peak-to-trough decline

-40.32%

-10.14%

-30.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

Volatility

COLO vs. FBDC - Volatility Comparison


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Volatility by Period


COLOFBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

Volatility (6M)

Calculated over the trailing 6-month period

19.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.28%

18.06%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

18.06%

+5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.44%

18.06%

+7.38%

COLO vs. FBDC - Expense Ratio Comparison

COLO has a 0.62% expense ratio, which is lower than FBDC's 1.35% expense ratio.


Dividends

COLO vs. FBDC - Dividend Comparison

COLO's dividend yield for the trailing twelve months is around 6.58%, less than FBDC's 11.52% yield.


PositionTTM20252024202320222021202020192018201720162015
COLO
Global X MSCI Colombia ETF
6.58%7.51%6.08%6.99%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%
FBDC
FT Confluence BDC & Specialty Finance Income ETF
11.52%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


COLO and FBDC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COLO is cheaper at 0.62% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COLO is cheaper with a 0.62% expense ratio, compared with 1.35% for FBDC.

FBDC has the higher dividend yield at 11.52%, compared with 6.58% for COLO.

COLO is categorized as Latin America Equities, while FBDC is Financials Equities. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.62% for COLO and 1.35% for FBDC.

Portfolio Optimizer

Find the right allocation for COLO and FBDC

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