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FICS vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FICS vs. BDVL

Last updated Jun 4, 2026

FICS (First Trust International Developed Capital Strength ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds - FICS tracks the The International Developed Capital Strength Index while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. A 0.79 correlation means they provide meaningful diversification when combined. FICS charges 0.70%/yr vs 0.40%/yr for BDVL.

Performance

FICS vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust International Developed Capital Strength ETF (FICS) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FICS achieves a 0.83% return, which is significantly lower than BDVL's 4.71% return.

FICS

1D
-0.83%
1M
1.05%
YTD
0.83%
6M
3.51%
1Y
3.46%
3Y*
9.67%
5Y*
4.92%
10Y*
—

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FICS vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
FICS
First Trust International Developed Capital Strength ETF		0.83%3.72%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between FICS and BDVL is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.79

FICS vs. BDVL - Sectors Allocation Comparison

Sectors
FICS
BDVL

Financial Services

28.5%
13.9%

Industrials

27.8%
15.4%

Consumer Defensive

14.2%
6.3%

Consumer Cyclical

10.0%
8.5%

Healthcare

9.7%
11.1%

Communication Services

4.0%
10.7%

Basic Materials

4.0%
2.6%

Energy

3.1%
2.8%

Technology

1.8%
23.0%

Real Estate

-

1.0%

Utilities

-

4.8%

Financial Services

FICS
28.5%
BDVL
13.9%

Industrials

FICS
27.8%
BDVL
15.4%

Consumer Defensive

FICS
14.2%
BDVL
6.3%

Consumer Cyclical

FICS
10.0%
BDVL
8.5%

Healthcare

FICS
9.7%
BDVL
11.1%

Communication Services

FICS
4.0%
BDVL
10.7%

Basic Materials

FICS
4.0%
BDVL
2.6%

Energy

FICS
3.1%
BDVL
2.8%

Technology

FICS
1.8%
BDVL
23.0%

Real Estate

FICS

-

BDVL
1.0%

Utilities

FICS

-

BDVL
4.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

First Trust International Developed Capital Strength ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with FICS:
FICS vs. QINTFICS vs. VXUSFICS vs. FIDZXFICS vs. OAIMFICS vs. QEFAFICS vs. FDDFICS vs. IVV
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. IVESBDVL vs. AVGVBDVL vs. PAWZ

Return for Risk

FICS vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FICS
FICS Risk / Return Rank: 1212
Overall Rank
FICS Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FICS Sortino Ratio Rank: 1212
Sortino Ratio Rank
FICS Omega Ratio Rank: 1212
Omega Ratio Rank
FICS Calmar Ratio Rank: 1313
Calmar Ratio Rank
FICS Martin Ratio Rank: 1313
Martin Ratio Rank
BDVL
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.

FICS vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust International Developed Capital Strength ETF (FICS) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

FICSBDVLDifference
Sharpe ratioReturn per unit of total volatility
0.26

—

—

Sortino ratioReturn per unit of downside risk
0.47

—

—

Omega ratioGain probability vs. loss probability

1.06

—

—

Calmar ratioReturn relative to maximum drawdown

0.34

—

—

Martin ratioReturn relative to average drawdown

0.97

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FICS vs. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

FICSBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

1.01

-0.60

Drawdowns

FICS vs. BDVL - Drawdown Comparison

The maximum FICS drawdown since its inception was -29.16%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for FICS and BDVL.

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Drawdown Indicators

FICSBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-29.16%

-7.71%

-21.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-29.16%

—

—

Current Drawdown

Current decline from peak

-4.79%

-0.95%

-3.84%

Average Drawdown

Average peak-to-trough decline

-7.21%

-1.19%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

—

—

Volatility

FICS vs. BDVL - Volatility Comparison

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Volatility by Period

FICSBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

9.49%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

9.49%

+7.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

9.49%

+7.45%

FICS vs. BDVL - Expense Ratio Comparison

FICS has a 0.70% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

FICS vs. BDVL - Dividend Comparison

FICS's dividend yield for the trailing twelve months is around 1.96%, less than BDVL's 2.66% yield.

PositionTTM20252024202320222021
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%
FICS
First Trust International Developed Capital Strength ETF		1.96%1.85%2.01%1.02%1.89%1.26%

Frequently Asked Questions

FICS and BDVL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 0.70% for FICS.

BDVL has the higher dividend yield at 2.66%, compared with 1.96% for FICS.

FICS tracks The International Developed Capital Strength Index, while BDVL tracks MSCI ACWI Minimum Volatility Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.70% for FICS and 0.40% for BDVL.

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