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FSBW vs. ICVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSBW vs. ICVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FS Bancorp, Inc. (FSBW) and iShares Convertible Bond ETF (ICVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSBW achieves a 4.27% return, which is significantly lower than ICVT's 24.42% return. Over the past 10 years, FSBW has outperformed ICVT with an annualized return of 15.16%, while ICVT has yielded a comparatively lower 14.18% annualized return.


FSBW

1D
1.29%
1M
3.27%
YTD
4.27%
6M
1.65%
1Y
13.08%
3Y*
15.71%
5Y*
6.52%
10Y*
15.16%

ICVT

1D
-1.95%
1M
3.04%
YTD
24.42%
6M
22.70%
1Y
40.17%
3Y*
20.04%
5Y*
6.76%
10Y*
14.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FSBW vs. ICVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSBW
FS Bancorp, Inc.
4.27%3.75%14.30%14.11%2.42%24.78%-12.42%50.66%-20.65%53.26%
ICVT
iShares Convertible Bond ETF
24.42%18.10%10.61%15.35%-20.66%-0.66%61.01%21.76%-0.27%16.38%

Correlation

The correlation between FSBW and ICVT is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2015

0.19

The correlation between FSBW and ICVT shifts across timeframes, from 0.05 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FSBW vs. ICVT — Risk / Return Rank

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

FSBW
FSBW Risk / Return Rank: 5757
Overall Rank
FSBW Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FSBW Sortino Ratio Rank: 5454
Sortino Ratio Rank
FSBW Omega Ratio Rank: 5151
Omega Ratio Rank
FSBW Calmar Ratio Rank: 6262
Calmar Ratio Rank
FSBW Martin Ratio Rank: 6262
Martin Ratio Rank

ICVT
ICVT Risk / Return Rank: 8484
Overall Rank
ICVT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 7878
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8181
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9090
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8888
Martin Ratio Rank
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.

FSBW vs. ICVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FS Bancorp, Inc. (FSBW) and iShares Convertible Bond ETF (ICVT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSBWICVTDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.10

1.46

-0.35

Calmar ratioReturn relative to maximum drawdown

0.87

5.35

-4.47

Martin ratioReturn relative to average drawdown

2.01

18.22

-16.21

FSBW vs. ICVT - Sharpe Ratio Comparison

The current FSBW Sharpe Ratio is 0.47, which is lower than the ICVT Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of FSBW and ICVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSBW vs. ICVT - Drawdown Comparison

The maximum FSBW drawdown since its inception was -53.96%, which is greater than ICVT's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for FSBW and ICVT.


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Drawdown Indicators


FSBWICVTDifference

Max Drawdown

Largest peak-to-trough decline

-53.96%

-33.25%

-20.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.02%

-7.55%

-7.47%

Max Drawdown (3Y)

Largest decline over 3 years

-26.09%

-11.22%

-14.87%

Max Drawdown (5Y)

Largest decline over 5 years

-28.66%

-29.95%

+1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-53.96%

-33.25%

-20.71%

Current Drawdown

Current decline from peak

-9.02%

-1.95%

-7.07%

Average Drawdown

Average peak-to-trough decline

-10.53%

-9.46%

-1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.53%

2.21%

+4.32%

Volatility

FSBW vs. ICVT - Volatility Comparison

FS Bancorp, Inc. (FSBW) has a higher volatility of 8.21% compared to iShares Convertible Bond ETF (ICVT) at 7.08%. This indicates that FSBW's price experiences larger fluctuations and is considered to be riskier than ICVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSBWICVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

7.08%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

13.10%

+6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

28.16%

15.68%

+12.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.39%

13.51%

+15.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.74%

15.61%

+18.13%

Dividends

FSBW vs. ICVT - Dividend Comparison

FSBW's dividend yield for the trailing twelve months is around 3.21%, more than ICVT's 1.30% yield.


PositionTTM20252024202320222021202020192018201720162015
FSBW
FS Bancorp, Inc.
3.21%3.25%2.58%2.71%2.69%1.65%1.53%1.02%1.24%0.79%1.03%1.04%
ICVT
iShares Convertible Bond ETF
1.30%1.73%2.19%1.85%1.93%7.70%3.98%1.86%4.82%2.56%3.06%1.57%

Frequently Asked Questions


FSBW and ICVT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSBW has higher volatility (8.21%) compared to ICVT (7.08%). In terms of maximum drawdown, FSBW dropped -53.96% vs ICVT's -33.25%.

ICVT currently has the higher Sharpe Ratio (2.57 vs 0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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