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FBDC vs. IAI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBDC vs. IAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Confluence BDC & Specialty Finance Income ETF (FBDC) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBDC achieves a -4.10% return, which is significantly lower than IAI's 7.93% return.


FBDC

1D
1.74%
1M
4.48%
6M
-6.58%
YTD
-4.10%
1Y
-11.30%
3Y*
5Y*
10Y*

IAI

1D
-2.06%
1M
2.41%
6M
1.68%
YTD
7.93%
1Y
13.29%
3Y*
28.91%
5Y*
15.88%
10Y*
19.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBDC vs. IAI - Yearly Performance Comparison


Correlation

The correlation between FBDC and IAI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2025

0.45

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Return for Risk

FBDC vs. IAI — Risk / Return Rank

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

FBDC
FBDC Risk / Return Rank: 44
Overall Rank
FBDC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FBDC Sortino Ratio Rank: 44
Sortino Ratio Rank
FBDC Omega Ratio Rank: 44
Omega Ratio Rank
FBDC Calmar Ratio Rank: 55
Calmar Ratio Rank
FBDC Martin Ratio Rank: 55
Martin Ratio Rank

IAI
IAI Risk / Return Rank: 2222
Overall Rank
IAI Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IAI Sortino Ratio Rank: 2222
Sortino Ratio Rank
IAI Omega Ratio Rank: 2121
Omega Ratio Rank
IAI Calmar Ratio Rank: 2222
Calmar Ratio Rank
IAI Martin Ratio Rank: 2323
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.

FBDC vs. IAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Confluence BDC & Specialty Finance Income ETF (FBDC) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FBDCIAIDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

0.91

1.12

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.55

0.81

-1.36

Martin ratioReturn relative to average drawdown

-0.93

2.26

-3.19

FBDC vs. IAI - Sharpe Ratio Comparison

The current FBDC Sharpe Ratio is -0.63, which is lower than the IAI Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FBDC and IAI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FBDC vs. IAI - Drawdown Comparison

The maximum FBDC drawdown since its inception was -20.60%, smaller than the maximum IAI drawdown of -75.46%. Use the drawdown chart below to compare losses from any high point for FBDC and IAI.


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Drawdown Indicators


FBDCIAIDifference

Max Drawdown

Largest peak-to-trough decline

-20.60%

-75.46%

+54.86%

Max Drawdown (1Y)

Largest decline over 1 year

-20.60%

-16.52%

-4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-23.14%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-12.29%

-2.06%

-10.23%

Average Drawdown

Average peak-to-trough decline

-10.74%

-22.55%

+11.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.23%

5.88%

+6.35%

Volatility

FBDC vs. IAI - Volatility Comparison

The current volatility for FT Confluence BDC & Specialty Finance Income ETF (FBDC) is 4.45%, while iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) has a volatility of 7.16%. This indicates that FBDC experiences smaller price fluctuations and is considered to be less risky than IAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBDCIAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

7.16%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

16.12%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

20.06%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

21.53%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

22.73%

-4.87%

FBDC vs. IAI - Expense Ratio Comparison

FBDC has a 1.35% expense ratio, which is higher than IAI's 0.38% expense ratio.


Dividends

FBDC vs. IAI - Dividend Comparison

FBDC's dividend yield for the trailing twelve months is around 11.99%, more than IAI's 1.07% yield.


PositionTTM20252024202320222021202020192018201720162015
FBDC
FT Confluence BDC & Specialty Finance Income ETF
11.99%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
1.07%0.95%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.49%1.31%

Frequently Asked Questions


FBDC and IAI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAI has higher volatility (7.16%) compared to FBDC (4.45%). In terms of maximum drawdown, FBDC dropped -20.60% vs IAI's -75.46%.

On 1-year performance, IAI leads with 13.29% vs -11.30% for FBDC. On fees, IAI is cheaper at 0.38% per year. On volatility, FBDC has been the lower-risk option at 4.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IAI has performed better with a 13.29% return vs -11.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAI is cheaper with a 0.38% expense ratio, compared with 1.35% for FBDC.

FBDC has the higher dividend yield at 11.99%, compared with 1.07% for IAI.

They also come from different issuers: First Trust and iShares. Their fees differ too: 1.35% for FBDC and 0.38% for IAI.

IAI currently has the higher Sharpe Ratio (0.67 vs -0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FBDC and IAI

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