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IBCA vs. FSEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCA vs. FSEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2035 Term Corporate ETF (IBCA) and Fidelity Investment Grade Securitized ETF (FSEC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBCA achieves a 0.24% return, which is significantly lower than FSEC's 1.14% return.


IBCA

1D
-0.23%
1M
0.56%
YTD
0.24%
6M
0.43%
1Y
5.53%
3Y*
5Y*
10Y*

FSEC

1D
0.27%
1M
0.68%
YTD
1.14%
6M
1.38%
1Y
6.18%
3Y*
4.91%
5Y*
0.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCA vs. FSEC - Yearly Performance Comparison


Correlation

The correlation between IBCA and FSEC is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2025

0.70

The correlation between IBCA and FSEC has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

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Return for Risk

IBCA vs. FSEC — Risk / Return Rank

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

IBCA
IBCA Risk / Return Rank: 3333
Overall Rank
IBCA Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IBCA Sortino Ratio Rank: 3333
Sortino Ratio Rank
IBCA Omega Ratio Rank: 3030
Omega Ratio Rank
IBCA Calmar Ratio Rank: 3636
Calmar Ratio Rank
IBCA Martin Ratio Rank: 3636
Martin Ratio Rank

FSEC
FSEC Risk / Return Rank: 4040
Overall Rank
FSEC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FSEC Sortino Ratio Rank: 3636
Sortino Ratio Rank
FSEC Omega Ratio Rank: 3535
Omega Ratio Rank
FSEC Calmar Ratio Rank: 5353
Calmar Ratio Rank
FSEC Martin Ratio Rank: 4343
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.

IBCA vs. FSEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2035 Term Corporate ETF (IBCA) and Fidelity Investment Grade Securitized ETF (FSEC). 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.


IBCAFSECDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.74

2.46

-0.71

Martin ratioReturn relative to average drawdown

5.32

6.70

-1.38

IBCA vs. FSEC - Sharpe Ratio Comparison

The current IBCA Sharpe Ratio is 1.14, which is comparable to the FSEC Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of IBCA and FSEC, 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

IBCA vs. FSEC - Drawdown Comparison

The maximum IBCA drawdown since its inception was -3.48%, smaller than the maximum FSEC drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for IBCA and FSEC.


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Drawdown Indicators


IBCAFSECDifference

Max Drawdown

Largest peak-to-trough decline

-3.48%

-17.97%

+14.49%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-2.52%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-7.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.97%

Current Drawdown

Current decline from peak

-1.38%

-0.93%

-0.45%

Average Drawdown

Average peak-to-trough decline

-0.83%

-6.58%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.92%

+0.12%

Volatility

IBCA vs. FSEC - Volatility Comparison

iShares iBonds Dec 2035 Term Corporate ETF (IBCA) and Fidelity Investment Grade Securitized ETF (FSEC) have volatilities of 1.35% and 1.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCAFSECDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.29%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

3.27%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.90%

5.29%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

6.78%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

6.60%

-0.86%

IBCA vs. FSEC - Expense Ratio Comparison

IBCA has a 0.10% expense ratio, which is lower than FSEC's 0.36% expense ratio.


Dividends

IBCA vs. FSEC - Dividend Comparison

IBCA's dividend yield for the trailing twelve months is around 4.67%, more than FSEC's 4.43% yield.


PositionTTM20252024202320222021
FSEC
Fidelity Investment Grade Securitized ETF
4.43%4.22%3.22%3.41%2.21%0.96%
IBCA
iShares iBonds Dec 2035 Term Corporate ETF
4.67%3.19%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBCA and FSEC have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBCA has higher volatility (1.35%) compared to FSEC (1.29%). In terms of maximum drawdown, IBCA dropped -3.48% vs FSEC's -17.97%.

On 1-year performance, FSEC leads with 6.18% vs 5.53% for IBCA. On fees, IBCA is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FSEC has performed better with a 6.18% return vs 5.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBCA is cheaper with a 0.10% expense ratio, compared with 0.36% for FSEC.

IBCA has the higher dividend yield at 4.67%, compared with 4.43% for FSEC.

They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.10% for IBCA and 0.36% for FSEC.

FSEC currently has the higher Sharpe Ratio (1.17 vs 1.14), 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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