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FTXO vs. FBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTXO vs. FBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Bank ETF (FTXO) and FT Confluence BDC & Specialty Finance Income ETF (FBDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTXO achieves a 0.81% return, which is significantly higher than FBDC's -9.51% return.


FTXO

1D
-1.34%
1M
-0.87%
YTD
0.81%
6M
4.64%
1Y
23.41%
3Y*
24.18%
5Y*
5.35%
10Y*

FBDC

1D
-2.98%
1M
-7.81%
YTD
-9.51%
6M
-10.31%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTXO vs. FBDC - Yearly Performance Comparison


Correlation

The correlation between FTXO and FBDC is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.46

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Return for Risk

FTXO vs. FBDC — Risk / Return Rank

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

FTXO
FTXO Risk / Return Rank: 3030
Overall Rank
FTXO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FTXO Sortino Ratio Rank: 3030
Sortino Ratio Rank
FTXO Omega Ratio Rank: 3030
Omega Ratio Rank
FTXO Calmar Ratio Rank: 2929
Calmar Ratio Rank
FTXO Martin Ratio Rank: 2828
Martin Ratio Rank

FBDC
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.

FTXO vs. FBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Bank ETF (FTXO) and FT Confluence BDC & Specialty Finance Income ETF (FBDC). 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.


FTXOFBDCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.41

Martin ratioReturn relative to average drawdown

3.90

FTXO vs. FBDC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FTXOFBDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.70

+1.01

Drawdowns

FTXO vs. FBDC - Drawdown Comparison

The maximum FTXO drawdown since its inception was -55.26%, which is greater than FBDC's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for FTXO and FBDC.


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Drawdown Indicators


FTXOFBDCDifference

Max Drawdown

Largest peak-to-trough decline

-55.26%

-20.60%

-34.66%

Max Drawdown (1Y)

Largest decline over 1 year

-16.69%

Max Drawdown (3Y)

Largest decline over 3 years

-25.84%

Max Drawdown (5Y)

Largest decline over 5 years

-46.55%

Current Drawdown

Current decline from peak

-8.10%

-17.24%

+9.14%

Average Drawdown

Average peak-to-trough decline

-15.88%

-10.14%

-5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.01%

Volatility

FTXO vs. FBDC - Volatility Comparison


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Volatility by Period


FTXOFBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

Volatility (6M)

Calculated over the trailing 6-month period

15.46%

Volatility (1Y)

Calculated over the trailing 1-year period

20.80%

18.06%

+2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.01%

18.06%

+8.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.98%

18.06%

+11.92%

FTXO vs. FBDC - Expense Ratio Comparison

FTXO has a 0.60% expense ratio, which is lower than FBDC's 1.35% expense ratio.


Dividends

FTXO vs. FBDC - Dividend Comparison

FTXO's dividend yield for the trailing twelve months is around 1.78%, less than FBDC's 11.52% yield.


PositionTTM2025202420232022202120202019201820172016
FBDC
FT Confluence BDC & Specialty Finance Income ETF
11.52%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTXO
First Trust Nasdaq Bank ETF
1.78%1.92%2.18%3.20%2.94%1.64%2.74%2.53%3.51%1.09%0.16%

Frequently Asked Questions


FTXO and FBDC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTXO is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTXO is cheaper with a 0.60% expense ratio, compared with 1.35% for FBDC.

FBDC has the higher dividend yield at 11.52%, compared with 1.78% for FTXO.

Their fees differ too: 0.60% for FTXO and 1.35% for FBDC.

Portfolio Optimizer

Find the right allocation for FTXO and FBDC

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