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IBMR vs. FBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMR vs. FBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2029 Term Muni Bond ETF (IBMR) 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, IBMR achieves a 0.49% return, which is significantly higher than FBDC's -5.18% return.


IBMR

1D
0.05%
1M
-0.46%
6M
-0.33%
YTD
0.49%
1Y
1.72%
3Y*
3.25%
5Y*
10Y*
ALL TIME*
2.61%

FBDC

1D
2.30%
1M
1.79%
6M
-2.87%
YTD
-5.18%
1Y
-8.87%
3Y*
5Y*
10Y*
ALL TIME*
-7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$219.24K$198.31K$194.48K
$1.30M$1.37M$1.46M

IBMR vs. FBDC - Yearly Performance Comparison


Correlation

The correlation between IBMR and FBDC is 0.11, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2025

0.08

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Return for Risk

IBMR vs. FBDC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBMR
IBMR Risk / Return Rank: 3535
Overall Rank
IBMR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IBMR Sortino Ratio Rank: 3636
Sortino Ratio Rank
IBMR Omega Ratio Rank: 3939
Omega Ratio Rank
IBMR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IBMR Martin Ratio Rank: 2929
Martin Ratio Rank

FBDC
FBDC Risk / Return Rank: 55
Overall Rank
FBDC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FBDC Sortino Ratio Rank: 55
Sortino Ratio Rank
FBDC Omega Ratio Rank: 55
Omega Ratio Rank
FBDC Calmar Ratio Rank: 55
Calmar Ratio Rank
FBDC Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBMR vs. FBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2029 Term Muni Bond ETF (IBMR) 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.

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.


IBMRFBDCDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.20

0.93

+0.27

Calmar ratioReturn relative to maximum drawdown

1.11

-0.49

+1.60

Martin ratioReturn relative to average drawdown

2.67

-0.88

+3.55

IBMR vs. FBDC - Sharpe Ratio Comparison

The current IBMR Sharpe Ratio is 1.07, which is higher than the FBDC Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of IBMR and FBDC, 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

IBMR vs. FBDC - Drawdown Comparison

The maximum IBMR drawdown since its inception was -4.83%, smaller than the maximum FBDC drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for IBMR and FBDC.


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Drawdown Indicators


IBMRFBDCDifference

Max Drawdown

Largest peak-to-trough decline

-4.83%

-20.60%

+15.77%

Max Drawdown (1Y)

Largest decline over 1 year

-1.55%

-18.08%

+16.53%

Max Drawdown (3Y)

Largest decline over 3 years

-3.63%

Current Drawdown

Current decline from peak

-0.90%

-13.28%

+12.38%

Average Drawdown

Average peak-to-trough decline

-1.00%

-10.91%

+9.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

10.14%

-9.50%

Volatility

IBMR vs. FBDC - Volatility Comparison

The current volatility for iShares iBonds Dec 2029 Term Muni Bond ETF (IBMR) is 0.43%, while FT Confluence BDC & Specialty Finance Income ETF (FBDC) has a volatility of 5.25%. This indicates that IBMR experiences smaller price fluctuations and is considered to be less risky than FBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMRFBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

5.25%

-4.82%

Volatility (6M)

Calculated over the trailing 6-month period

1.10%

14.76%

-13.66%

Volatility (1Y)

Calculated over the trailing 1-year period

1.62%

18.32%

-16.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.00%

17.91%

-14.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.00%

17.91%

-14.91%

IBMR vs. FBDC - Expense Ratio Comparison

IBMR has a 0.18% expense ratio, which is lower than FBDC's 1.35% expense ratio.


Dividends

IBMR vs. FBDC - Dividend Comparison

IBMR's dividend yield for the trailing twelve months is around 2.54%, less than FBDC's 12.08% yield.


PositionTTM202520242023
FBDC
FT Confluence BDC & Specialty Finance Income ETF
12.08%5.41%0.00%0.00%
IBMR
iShares iBonds Dec 2029 Term Muni Bond ETF
2.54%2.55%2.53%1.27%

Frequently Asked Questions


IBMR and FBDC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBDC has higher volatility (5.25%) compared to IBMR (0.43%). In terms of maximum drawdown, IBMR dropped -4.83% vs FBDC's -20.60%.

On 1-year performance, IBMR leads with 1.72% vs -8.87% for FBDC. On fees, IBMR is cheaper at 0.18% per year. On volatility, IBMR has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBMR has performed better with a 1.72% return vs -8.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBMR is cheaper with a 0.18% expense ratio, compared with 1.35% for FBDC.

FBDC has the higher dividend yield at 12.08%, compared with 2.54% for IBMR.

IBMR is categorized as Municipal Bonds, while FBDC is Financials Equities. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.18% for IBMR and 1.35% for FBDC.

IBMR currently has the higher Sharpe Ratio (1.07 vs -0.49), 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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