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FSBW vs. ICVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FSBW vs. ICVT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 4646
Overall Rank
FSBW Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FSBW Sortino Ratio Rank: 4343
Sortino Ratio Rank
FSBW Omega Ratio Rank: 4040
Omega Ratio Rank
FSBW Calmar Ratio Rank: 5050
Calmar Ratio Rank
FSBW Martin Ratio Rank: 5151
Martin Ratio Rank

ICVT
ICVT Risk / Return Rank: 8787
Overall Rank
ICVT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ICVT Sortino Ratio Rank: 8787
Sortino Ratio Rank
ICVT Omega Ratio Rank: 8383
Omega Ratio Rank
ICVT Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICVT Martin Ratio Rank: 8989
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.


FSBWICVTDifference

Sharpe ratio

Return per unit of total volatility

0.17

1.71

-1.54

Sortino ratio

Return per unit of downside risk

0.50

2.33

-1.83

Omega ratio

Gain probability vs. loss probability

1.06

1.32

-0.26

Calmar ratio

Return relative to maximum drawdown

0.34

3.10

-2.76

Martin ratio

Return relative to average drawdown

0.82

10.57

-9.75

FSBW vs. ICVT - Sharpe Ratio Comparison

The current FSBW Sharpe Ratio is 0.17, which is lower than the ICVT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of FSBW and ICVT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSBWICVTDifference

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.


TTM20252024202320222021202020192018201720162015
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


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 (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

-17.66%

-3.67%

-13.99%

Average Drawdown

Average peak-to-trough decline

-10.49%

-9.64%

-0.85%

Ulcer Index

Depth 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


FSBWICVTDifference

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%