PortfoliosLab logoPortfoliosLab logo
IYG vs. FBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYG vs. FBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Financial Services ETF (IYG) and FT Confluence BDC & Specialty Finance Income ETF (FBDC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IYG achieves a -3.88% return, which is significantly higher than FBDC's -7.17% return.


IYG

1D
2.82%
1M
1.39%
YTD
-3.88%
6M
-1.63%
1Y
9.20%
3Y*
21.76%
5Y*
8.46%
10Y*
13.56%

FBDC

1D
2.59%
1M
-5.28%
YTD
-7.17%
6M
-8.43%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYG vs. FBDC - Yearly Performance Comparison


Correlation

The correlation between IYG and FBDC is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IYG vs. FBDC — Risk / Return Rank

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

IYG
IYG Risk / Return Rank: 1818
Overall Rank
IYG Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IYG Sortino Ratio Rank: 1919
Sortino Ratio Rank
IYG Omega Ratio Rank: 1919
Omega Ratio Rank
IYG Calmar Ratio Rank: 1717
Calmar Ratio Rank
IYG Martin Ratio Rank: 1616
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.

IYG vs. FBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financial Services ETF (IYG) 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.


IYGFBDCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.58

Martin ratioReturn relative to average drawdown

1.51

IYG vs. FBDC - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IYGFBDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.56

+0.78

Drawdowns

IYG vs. FBDC - Drawdown Comparison

The maximum IYG drawdown since its inception was -81.84%, which is greater than FBDC's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for IYG and FBDC.


Loading charts...

Drawdown Indicators


IYGFBDCDifference

Max Drawdown

Largest peak-to-trough decline

-81.84%

-20.60%

-61.24%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

Current Drawdown

Current decline from peak

-7.23%

-15.10%

+7.87%

Average Drawdown

Average peak-to-trough decline

-20.74%

-10.16%

-10.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.11%

Volatility

IYG vs. FBDC - Volatility Comparison


Loading charts...

Volatility by Period


IYGFBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

18.22%

-2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.47%

18.22%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

18.22%

+5.32%

IYG vs. FBDC - Expense Ratio Comparison

IYG has a 0.42% expense ratio, which is lower than FBDC's 1.35% expense ratio.


Dividends

IYG vs. FBDC - Dividend Comparison

IYG's dividend yield for the trailing twelve months is around 1.11%, less than FBDC's 11.23% yield.


PositionTTM20252024202320222021202020192018201720162015
FBDC
FT Confluence BDC & Specialty Finance Income ETF
11.23%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYG
iShares U.S. Financial Services ETF
1.11%1.00%1.16%1.77%2.07%1.25%1.71%1.59%1.81%1.24%1.28%1.33%

Frequently Asked Questions


IYG and FBDC have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IYG is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IYG is cheaper with a 0.42% expense ratio, compared with 1.35% for FBDC.

FBDC has the higher dividend yield at 11.23%, compared with 1.11% for IYG.

They also come from different issuers: iShares and First Trust. Their fees differ too: 0.42% for IYG and 1.35% for FBDC.

Portfolio Optimizer

Find the right allocation for IYG and FBDC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer