FCO vs. WIP
Compare and contrast key facts about Aberdeen Global Income Fund, Inc. (FCO) and SPDR FTSE International Government Inflation-Protected Bond ETF (WIP).
WIP is a passively managed fund by State Street that tracks the performance of the FTSE International Inflation-Linked Securities Select (USD). It was launched on Mar 13, 2008.
Performance
FCO vs. WIP - Performance Comparison
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FCO vs. WIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCO Aberdeen Global Income Fund, Inc. | 14.91% | -40.54% | 5.60% | 54.99% | -23.62% | 2.57% | 11.43% | 25.17% | -10.65% | 22.01% |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | 1.01% | 15.18% | -8.71% | 8.84% | -15.54% | -4.15% | 8.37% | 8.62% | -5.97% | 12.73% |
Returns By Period
In the year-to-date period, FCO achieves a 14.91% return, which is significantly higher than WIP's 1.01% return. Over the past 10 years, FCO has outperformed WIP with an annualized return of 3.02%, while WIP has yielded a comparatively lower 1.28% annualized return.
FCO
- 1D
- 2.94%
- 1M
- -1.54%
- YTD
- 14.91%
- 6M
- 20.99%
- 1Y
- -35.18%
- 3Y*
- 0.70%
- 5Y*
- -4.22%
- 10Y*
- 3.02%
WIP
- 1D
- 1.59%
- 1M
- -3.65%
- YTD
- 1.01%
- 6M
- 3.15%
- 1Y
- 11.57%
- 3Y*
- 2.96%
- 5Y*
- -0.36%
- 10Y*
- 1.28%
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Return for Risk
FCO vs. WIP — Risk / Return Rank
FCO
WIP
FCO vs. WIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aberdeen Global Income Fund, Inc. (FCO) and SPDR FTSE International Government Inflation-Protected Bond ETF (WIP). 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.
| FCO | WIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.76 | 1.22 | -1.99 |
Sortino ratioReturn per unit of downside risk | -0.71 | 1.68 | -2.38 |
Omega ratioGain probability vs. loss probability | 0.82 | 1.22 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.62 | 2.25 | -2.88 |
Martin ratioReturn relative to average drawdown | -0.93 | 6.69 | -7.62 |
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
| FCO | WIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.76 | 1.22 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | -0.03 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.13 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.11 | +0.04 |
Correlation
The correlation between FCO and WIP is 0.21, 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
FCO vs. WIP - Dividend Comparison
FCO's dividend yield for the trailing twelve months is around 26.67%, more than WIP's 5.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCO Aberdeen Global Income Fund, Inc. | 26.67% | 28.72% | 14.24% | 13.00% | 17.43% | 11.44% | 10.63% | 10.45% | 11.80% | 9.52% | 10.55% | 10.92% |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | 5.41% | 5.51% | 6.06% | 6.54% | 11.15% | 4.63% | 1.59% | 2.49% | 4.05% | 1.91% | 1.27% | 1.14% |
Drawdowns
FCO vs. WIP - Drawdown Comparison
The maximum FCO drawdown since its inception was -56.98%, which is greater than WIP's maximum drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for FCO and WIP.
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Drawdown Indicators
| FCO | WIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.98% | -29.60% | -27.38% |
Max Drawdown (1Y)Largest decline over 1 year | -56.98% | -5.16% | -51.82% |
Max Drawdown (5Y)Largest decline over 5 years | -56.98% | -28.84% | -28.14% |
Max Drawdown (10Y)Largest decline over 10 years | -56.98% | -28.84% | -28.14% |
Current DrawdownCurrent decline from peak | -44.99% | -6.90% | -38.09% |
Average DrawdownAverage peak-to-trough decline | -16.30% | -8.63% | -7.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.89% | 1.74% | +36.15% |
Volatility
FCO vs. WIP - Volatility Comparison
Aberdeen Global Income Fund, Inc. (FCO) has a higher volatility of 9.29% compared to SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) at 4.29%. This indicates that FCO's price experiences larger fluctuations and is considered to be riskier than WIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCO | WIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 4.29% | +5.00% |
Volatility (6M)Calculated over the trailing 6-month period | 19.61% | 6.01% | +13.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.33% | 9.49% | +36.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.96% | 11.39% | +19.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.42% | 10.12% | +16.30% |