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FIBR vs. BCPL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIBR vs. BCPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) and BNY Mellon Core Plus ETF (BCPL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FIBR

1D
-0.27%
1M
0.22%
YTD
0.06%
6M
-0.05%
1Y
5.34%
3Y*
6.70%
5Y*
1.54%
10Y*
2.28%

BCPL

1D
-0.08%
1M
0.38%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIBR vs. BCPL - Yearly Performance Comparison


Correlation

The correlation between FIBR and BCPL is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 13, 2026

0.90

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Return for Risk

FIBR vs. BCPL — Risk / Return Rank

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

FIBR
FIBR Risk / Return Rank: 3838
Overall Rank
FIBR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FIBR Sortino Ratio Rank: 3939
Sortino Ratio Rank
FIBR Omega Ratio Rank: 3939
Omega Ratio Rank
FIBR Calmar Ratio Rank: 3636
Calmar Ratio Rank
FIBR Martin Ratio Rank: 3636
Martin Ratio Rank

BCPL
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.

FIBR vs. BCPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Fixed Income Balanced Risk Systematic ETF (FIBR) and BNY Mellon Core Plus ETF (BCPL). 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.


FIBRBCPLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.79

Martin ratioReturn relative to average drawdown

5.50

FIBR vs. BCPL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIBRBCPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.36

+0.14

Drawdowns

FIBR vs. BCPL - Drawdown Comparison

The maximum FIBR drawdown since its inception was -18.47%, which is greater than BCPL's maximum drawdown of -2.95%. Use the drawdown chart below to compare losses from any high point for FIBR and BCPL.


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Drawdown Indicators


FIBRBCPLDifference

Max Drawdown

Largest peak-to-trough decline

-18.47%

-2.95%

-15.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-3.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

Max Drawdown (10Y)

Largest decline over 10 years

-18.47%

Current Drawdown

Current decline from peak

-1.79%

-1.12%

-0.67%

Average Drawdown

Average peak-to-trough decline

-3.27%

-1.05%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

Volatility

FIBR vs. BCPL - Volatility Comparison


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Volatility by Period


FIBRBCPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

4.04%

-0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

4.04%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

4.04%

+0.91%

FIBR vs. BCPL - Expense Ratio Comparison

FIBR has a 0.25% expense ratio, which is lower than BCPL's 0.40% expense ratio.


Dividends

FIBR vs. BCPL - Dividend Comparison

FIBR's dividend yield for the trailing twelve months is around 4.62%, more than BCPL's 1.57% yield.


PositionTTM20252024202320222021202020192018201720162015
BCPL
BNY Mellon Core Plus ETF
1.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FIBR
iShares U.S. Fixed Income Balanced Risk Systematic ETF
4.62%4.78%5.04%4.44%3.27%1.92%2.57%3.27%3.61%2.74%2.92%2.26%

Frequently Asked Questions


With a correlation of 0.90, FIBR and BCPL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FIBR is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FIBR is cheaper with a 0.25% expense ratio, compared with 0.40% for BCPL.

FIBR has the higher dividend yield at 4.62%, compared with 1.57% for BCPL.

They also come from different issuers: iShares and BNY Mellon. Their fees differ too: 0.25% for FIBR and 0.40% for BCPL.

Portfolio Optimizer

Find the right allocation for FIBR and BCPL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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