FCO vs. ^GSPC

In the year-to-date period, FCO achieves a 11.28% return, which is significantly higher than ^GSPC's 0.52% return. Over the past 10 years, FCO has underperformed ^GSPC with an annualized return of 8.32%, while ^GSPC has yielded a comparatively higher 10.84% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Aberdeen Global Income Fund, Inc. (FCO) and S&P 500 (^GSPC). 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.

The current FCO Sharpe Ratio is 1.04, which is higher than the ^GSPC Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FCO and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum FCO drawdown since its inception was -47.85%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FCO and ^GSPC.

Aberdeen Global Income Fund, Inc. (FCO) and S&P 500 (^GSPC) have volatilities of 4.63% and 4.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.