FSCO vs. IGLD
FSCO (FS Credit Opportunities Corp.) is a stock, while IGLD (FT Vest Gold Strategy Target Income ETF) is Gold fund actively managed by First Trust. Over the past 3 years, FSCO returned 14.91%/yr vs 20.70%/yr for IGLD. At a 0.08 correlation, their price movements are largely independent.
Performance
FSCO vs. IGLD - Performance Comparison
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Returns By Period
In the year-to-date period, FSCO achieves a -17.20% return, which is significantly lower than IGLD's -3.05% return.
FSCO
- 1D
- -0.60%
- 1M
- -2.57%
- YTD
- -17.20%
- 6M
- -13.96%
- 1Y
- -22.70%
- 3Y*
- 14.91%
- 5Y*
- —
- 10Y*
- —
IGLD
- 1D
- -0.50%
- 1M
- -5.65%
- YTD
- -3.05%
- 6M
- -3.19%
- 1Y
- 18.24%
- 3Y*
- 20.70%
- 5Y*
- 13.37%
- 10Y*
- —
FSCO vs. IGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | -17.20% | 3.68% | 34.88% | 36.98% | -3.98% |
IGLD FT Vest Gold Strategy Target Income ETF | -3.05% | 47.46% | 19.36% | 9.24% | 1.49% |
Correlation
The correlation between FSCO and IGLD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.08 |
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Return for Risk
FSCO vs. IGLD — Risk / Return Rank
FSCO
IGLD
FSCO vs. IGLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FS Credit Opportunities Corp. (FSCO) and FT Vest Gold Strategy Target Income ETF (IGLD). 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.
| FSCO | IGLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.16 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 0.84 | -1.48 |
| Martin ratioReturn relative to average drawdown | -1.26 | 2.47 | -3.73 |
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Drawdowns
FSCO vs. IGLD - Drawdown Comparison
The maximum FSCO drawdown since its inception was -35.53%, which is greater than IGLD's maximum drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for FSCO and IGLD.
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Drawdown Indicators
| FSCO | IGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.53% | -21.90% | -13.63% |
Max Drawdown (1Y)Largest decline over 1 year | -35.53% | -21.90% | -13.63% |
Max Drawdown (3Y)Largest decline over 3 years | -35.53% | -21.90% | -13.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.90% | — |
Current DrawdownCurrent decline from peak | -27.71% | -19.11% | -8.60% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -5.34% | -2.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.93% | 7.46% | +10.47% |
Volatility
FSCO vs. IGLD - Volatility Comparison
The current volatility for FS Credit Opportunities Corp. (FSCO) is 6.04%, while FT Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 8.12%. This indicates that FSCO experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSCO | IGLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 8.12% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 22.26% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.39% | 24.31% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 15.45% | +12.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.18% | 15.28% | +12.90% |
Dividends
FSCO vs. IGLD - Dividend Comparison
FSCO's dividend yield for the trailing twelve months is around 15.92%, less than IGLD's 18.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 15.92% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% |
IGLD FT Vest Gold Strategy Target Income ETF | 18.79% | 9.91% | 20.81% | 7.85% | 4.45% | 2.24% |
Frequently Asked Questions
FSCO and IGLD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGLD has higher volatility (8.12%) compared to FSCO (6.04%). In terms of maximum drawdown, FSCO dropped -35.53% vs IGLD's -21.90%.
IGLD currently has the higher Sharpe Ratio (0.76 vs -0.83), 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.
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