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FBDC vs. IXG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBDC vs. IXG - 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 Global Financials ETF (IXG). The values are adjusted to include any dividend payments, if applicable.

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FBDC vs. IXG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FBDC achieves a -9.87% return, which is significantly lower than IXG's -5.62% return.


FBDC

1D
2.30%
1M
2.24%
YTD
-9.87%
6M
-9.05%
1Y
3Y*
5Y*
10Y*

IXG

1D
2.87%
1M
-4.83%
YTD
-5.62%
6M
-1.42%
1Y
13.11%
3Y*
21.31%
5Y*
11.87%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBDC vs. IXG - Expense Ratio Comparison

FBDC has a 13.69% expense ratio, which is higher than IXG's 0.46% expense ratio.


Return for Risk

FBDC vs. IXG — Risk / Return Rank

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

FBDC

IXG
IXG Risk / Return Rank: 4343
Overall Rank
IXG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IXG Sortino Ratio Rank: 4040
Sortino Ratio Rank
IXG Omega Ratio Rank: 4343
Omega Ratio Rank
IXG Calmar Ratio Rank: 4444
Calmar Ratio Rank
IXG Martin Ratio Rank: 4444
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. IXG - 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 Global Financials ETF (IXG). 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.

FBDC vs. IXG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FBDCIXGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.91

0.23

-1.14

Correlation

The correlation between FBDC and IXG is 0.52, 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

FBDC vs. IXG - Dividend Comparison

FBDC's dividend yield for the trailing twelve months is around 9.28%, more than IXG's 2.16% yield.


TTM20252024202320222021202020192018201720162015
FBDC
FT Confluence BDC & Specialty Finance Income ETF
9.28%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXG
iShares Global Financials ETF
2.16%2.04%2.64%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%

Drawdowns

FBDC vs. IXG - Drawdown Comparison

The maximum FBDC drawdown since its inception was -20.60%, smaller than the maximum IXG drawdown of -78.42%. Use the drawdown chart below to compare losses from any high point for FBDC and IXG.


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Drawdown Indicators


FBDCIXGDifference

Max Drawdown

Largest peak-to-trough decline

-20.60%

-78.42%

+57.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

Current Drawdown

Current decline from peak

-17.57%

-8.13%

-9.44%

Average Drawdown

Average peak-to-trough decline

-9.11%

-19.88%

+10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

Volatility

FBDC vs. IXG - Volatility Comparison


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Volatility by Period


FBDCIXGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.36%

18.12%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

17.30%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

20.15%

-2.79%