FSBW vs. ICVT
Compare and contrast key facts about FS Bancorp, Inc. (FSBW) and iShares Convertible Bond ETF (ICVT).
ICVT is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Convertible Cash Pay Bond > $250MM Index. It was launched on Jun 2, 2015.
Performance
FSBW vs. ICVT - Performance Comparison
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FSBW vs. ICVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSBW FS Bancorp, Inc. | -5.63% | 3.75% | 14.30% | 14.11% | 2.42% | 24.78% | -12.42% | 50.66% | -20.65% | 53.26% |
ICVT iShares Convertible Bond ETF | 3.58% | 18.10% | 10.61% | 15.35% | -20.66% | -0.66% | 61.01% | 21.76% | -0.27% | 16.38% |
Returns By Period
In the year-to-date period, FSBW achieves a -5.63% return, which is significantly lower than ICVT's 3.58% return. Over the past 10 years, FSBW has outperformed ICVT with an annualized return of 14.12%, while ICVT has yielded a comparatively lower 12.24% annualized return.
FSBW
- 1D
- -1.30%
- 1M
- -2.33%
- YTD
- -5.63%
- 6M
- -1.95%
- 1Y
- 5.05%
- 3Y*
- 12.22%
- 5Y*
- 5.64%
- 10Y*
- 14.12%
ICVT
- 1D
- 2.66%
- 1M
- -2.73%
- YTD
- 3.58%
- 6M
- 2.56%
- 1Y
- 23.90%
- 3Y*
- 14.18%
- 5Y*
- 3.55%
- 10Y*
- 12.24%
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Return for Risk
FSBW vs. ICVT — Risk / Return Rank
FSBW
ICVT
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.
| FSBW | ICVT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | 1.71 | -1.54 |
Sortino ratioReturn per unit of downside risk | 0.50 | 2.33 | -1.83 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.32 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.34 | 3.10 | -2.76 |
Martin ratioReturn relative to average drawdown | 0.82 | 10.57 | -9.75 |
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
| FSBW | ICVT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 1.71 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.27 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.79 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.67 | -0.07 |
Correlation
The correlation between FSBW and ICVT is 0.19, 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.
Dividends
FSBW vs. ICVT - Dividend Comparison
FSBW's dividend yield for the trailing twelve months is around 3.50%, more than ICVT's 1.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSBW FS Bancorp, Inc. | 3.50% | 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 | 1.62% | 1.73% | 2.19% | 1.85% | 1.93% | 7.70% | 3.98% | 1.86% | 4.82% | 2.56% | 3.06% | 1.57% |
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
| FSBW | ICVT | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 (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 DrawdownCurrent decline from peak | -17.66% | -3.67% | -13.99% |
Average DrawdownAverage peak-to-trough decline | -10.49% | -9.64% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.15% | 2.21% | +3.94% |
Volatility
FSBW vs. ICVT - Volatility Comparison
FS Bancorp, Inc. (FSBW) has a higher volatility of 10.09% compared to iShares Convertible Bond ETF (ICVT) at 6.74%. 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
| FSBW | ICVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.09% | 6.74% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 20.70% | 11.65% | +9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.02% | 14.02% | +15.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.41% | 13.20% | +16.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.62% | 15.54% | +18.08% |