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PEX vs. FBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEX vs. FBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Global Listed Private Equity ETF (PEX) 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, PEX achieves a -12.48% return, which is significantly lower than FBDC's -9.51% return.


PEX

1D
-2.88%
1M
-5.57%
YTD
-12.48%
6M
-10.90%
1Y
-12.90%
3Y*
3.61%
5Y*
-1.12%
10Y*
4.13%

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)

PEX vs. FBDC - Yearly Performance Comparison


Correlation

The correlation between PEX and FBDC is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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Return for Risk

PEX vs. FBDC — Risk / Return Rank

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

PEX
PEX Risk / Return Rank: 33
Overall Rank
PEX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PEX Sortino Ratio Rank: 33
Sortino Ratio Rank
PEX Omega Ratio Rank: 33
Omega Ratio Rank
PEX Calmar Ratio Rank: 44
Calmar Ratio Rank
PEX Martin Ratio Rank: 44
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.

PEX vs. FBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Global Listed Private Equity ETF (PEX) 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.


PEXFBDCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.88

Calmar ratioReturn relative to maximum drawdown

-0.52

Martin ratioReturn relative to average drawdown

-1.06

PEX vs. FBDC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PEXFBDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

-0.70

+0.95

Drawdowns

PEX vs. FBDC - Drawdown Comparison

The maximum PEX drawdown since its inception was -49.17%, which is greater than FBDC's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for PEX and FBDC.


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Drawdown Indicators


PEXFBDCDifference

Max Drawdown

Largest peak-to-trough decline

-49.17%

-20.60%

-28.57%

Max Drawdown (1Y)

Largest decline over 1 year

-24.72%

Max Drawdown (3Y)

Largest decline over 3 years

-24.72%

Max Drawdown (5Y)

Largest decline over 5 years

-36.58%

Max Drawdown (10Y)

Largest decline over 10 years

-49.17%

Current Drawdown

Current decline from peak

-20.90%

-17.24%

-3.66%

Average Drawdown

Average peak-to-trough decline

-8.21%

-10.14%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.22%

Volatility

PEX vs. FBDC - Volatility Comparison


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Volatility by Period


PEXFBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

18.06%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.96%

18.06%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

18.06%

+1.38%

PEX vs. FBDC - Expense Ratio Comparison

PEX has a 3.13% expense ratio, which is higher than FBDC's 1.35% expense ratio.


Dividends

PEX vs. FBDC - Dividend Comparison

PEX's dividend yield for the trailing twelve months is around 12.81%, more 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%
PEX
ProShares Global Listed Private Equity ETF
12.81%12.80%14.11%13.02%1.77%13.64%5.52%7.94%4.72%24.26%3.24%12.50%

Frequently Asked Questions


PEX and FBDC have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FBDC is cheaper at 1.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FBDC is cheaper with a 1.35% expense ratio, compared with 3.13% for PEX.

PEX has the higher dividend yield at 12.81%, compared with 11.52% for FBDC.

They also come from different issuers: ProShares and First Trust. Their fees differ too: 3.13% for PEX and 1.35% for FBDC.

Portfolio Optimizer

Find the right allocation for PEX and FBDC

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