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FCO vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FCO and ^GSPC is 0.17, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

FCO vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Global Income Fund, Inc. (FCO) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
802.39%
1,268.00%
FCO
^GSPC

Key characteristics

Sharpe Ratio

FCO:

0.94

^GSPC:

0.46

Sortino Ratio

FCO:

1.31

^GSPC:

0.77

Omega Ratio

FCO:

1.21

^GSPC:

1.11

Calmar Ratio

FCO:

1.34

^GSPC:

0.47

Martin Ratio

FCO:

6.23

^GSPC:

1.94

Ulcer Index

FCO:

3.61%

^GSPC:

4.61%

Daily Std Dev

FCO:

23.96%

^GSPC:

19.44%

Max Drawdown

FCO:

-47.85%

^GSPC:

-56.78%

Current Drawdown

FCO:

-3.24%

^GSPC:

-10.07%

Returns By Period

In the year-to-date period, FCO achieves a 4.36% return, which is significantly higher than ^GSPC's -6.06% return. Over the past 10 years, FCO has underperformed ^GSPC with an annualized return of 7.27%, while ^GSPC has yielded a comparatively higher 10.27% annualized return.


FCO

YTD

4.36%

1M

-1.31%

6M

5.76%

1Y

21.37%

5Y*

15.70%

10Y*

7.27%

^GSPC

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

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Risk-Adjusted Performance

FCO vs. ^GSPC — Risk-Adjusted Performance Rank

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

FCO
The Risk-Adjusted Performance Rank of FCO is 8383
Overall Rank
The Sharpe Ratio Rank of FCO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FCO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FCO is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FCO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FCO is 9090
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6969
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCO vs. ^GSPC - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for FCO, currently valued at 0.94, compared to the broader market-2.00-1.000.001.002.003.00
FCO: 0.94
^GSPC: 0.46
The chart of Sortino ratio for FCO, currently valued at 1.31, compared to the broader market-6.00-4.00-2.000.002.004.00
FCO: 1.31
^GSPC: 0.77
The chart of Omega ratio for FCO, currently valued at 1.21, compared to the broader market0.501.001.502.00
FCO: 1.21
^GSPC: 1.11
The chart of Calmar ratio for FCO, currently valued at 1.34, compared to the broader market0.001.002.003.004.005.00
FCO: 1.34
^GSPC: 0.47
The chart of Martin ratio for FCO, currently valued at 6.23, compared to the broader market-5.000.005.0010.0015.0020.00
FCO: 6.23
^GSPC: 1.94

The current FCO Sharpe Ratio is 0.94, which is higher than the ^GSPC Sharpe Ratio of 0.46. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.94
0.46
FCO
^GSPC

Drawdowns

FCO vs. ^GSPC - Drawdown Comparison

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.24%
-10.07%
FCO
^GSPC

Volatility

FCO vs. ^GSPC - Volatility Comparison

The current volatility for Aberdeen Global Income Fund, Inc. (FCO) is 7.40%, while S&P 500 (^GSPC) has a volatility of 14.23%. This indicates that FCO experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.40%
14.23%
FCO
^GSPC