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IXG vs. FBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXG vs. FBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Financials ETF (IXG) 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, IXG achieves a -0.23% return, which is significantly higher than FBDC's -9.51% return.


IXG

1D
-1.08%
1M
0.73%
YTD
-0.23%
6M
3.74%
1Y
12.70%
3Y*
22.63%
5Y*
10.96%
10Y*
11.83%

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)

IXG vs. FBDC - Yearly Performance Comparison


Correlation

The correlation between IXG and FBDC is 0.49, 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

0.49

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Return for Risk

IXG vs. FBDC — Risk / Return Rank

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

IXG
IXG Risk / Return Rank: 2525
Overall Rank
IXG Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IXG Sortino Ratio Rank: 2626
Sortino Ratio Rank
IXG Omega Ratio Rank: 2424
Omega Ratio Rank
IXG Calmar Ratio Rank: 2424
Calmar Ratio Rank
IXG 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.

IXG vs. FBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Financials ETF (IXG) 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.


IXGFBDCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.13

Martin ratioReturn relative to average drawdown

3.97

IXG vs. FBDC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IXGFBDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.70

+0.94

Drawdowns

IXG vs. FBDC - Drawdown Comparison

The maximum IXG drawdown since its inception was -78.42%, which is greater than FBDC's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for IXG and FBDC.


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Drawdown Indicators


IXGFBDCDifference

Max Drawdown

Largest peak-to-trough decline

-78.42%

-20.60%

-57.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

Current Drawdown

Current decline from peak

-2.88%

-17.24%

+14.36%

Average Drawdown

Average peak-to-trough decline

-19.75%

-10.14%

-9.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

Volatility

IXG vs. FBDC - Volatility Comparison


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Volatility by Period


IXGFBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.67%

18.06%

-4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

18.06%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

18.06%

+2.06%

IXG vs. FBDC - Expense Ratio Comparison

IXG has a 0.46% expense ratio, which is lower than FBDC's 1.35% expense ratio.


Dividends

IXG vs. FBDC - Dividend Comparison

IXG's dividend yield for the trailing twelve months is around 2.05%, less than FBDC's 11.52% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
IXG
iShares Global Financials ETF
2.05%2.04%2.64%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%

Frequently Asked Questions


IXG and FBDC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IXG is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IXG is cheaper with a 0.46% expense ratio, compared with 1.35% for FBDC.

FBDC has the higher dividend yield at 11.52%, compared with 2.05% for IXG.

They also come from different issuers: iShares and First Trust. Their fees differ too: 0.46% for IXG and 1.35% for FBDC.

Portfolio Optimizer

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