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