FIBR vs. BCPL
FIBR (iShares U.S. Fixed Income Balanced Risk Systematic ETF) and BCPL (BNY Mellon Core Plus ETF) are both Intermediate Core-Plus Bond funds. FIBR is passively managed, while BCPL is actively managed. Their correlation of 0.90 suggests significant overlap in exposure. FIBR charges 0.25%/yr vs 0.40%/yr for BCPL.
Performance
FIBR vs. BCPL - Performance Comparison
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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*
- —
FIBR vs. BCPL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
FIBR iShares U.S. Fixed Income Balanced Risk Systematic ETF | -0.19% |
BCPL BNY Mellon Core Plus ETF | 0.55% |
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
FIBR
BCPL
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.
| FIBR | BCPL | Difference | |
|---|---|---|---|
| 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 | — | — |
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
| FIBR | BCPL | Difference | |
|---|---|---|---|
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
| FIBR | BCPL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.79% | -1.12% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -1.05% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | — | — |
Volatility
FIBR vs. BCPL - Volatility Comparison
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Volatility by Period
| FIBR | BCPL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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