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QABA vs. FBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QABA vs. FBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ ABA Community Bank Index Fund (QABA) 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, QABA achieves a 8.16% return, which is significantly higher than FBDC's -9.51% return.


QABA

1D
-2.39%
1M
-0.32%
YTD
8.16%
6M
7.37%
1Y
18.48%
3Y*
17.46%
5Y*
3.09%
10Y*
6.80%

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)

QABA vs. FBDC - Yearly Performance Comparison


Correlation

The correlation between QABA and FBDC is 0.44, 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

0.44

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Return for Risk

QABA vs. FBDC — Risk / Return Rank

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

QABA
QABA Risk / Return Rank: 2626
Overall Rank
QABA Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
QABA Sortino Ratio Rank: 2424
Sortino Ratio Rank
QABA Omega Ratio Rank: 2424
Omega Ratio Rank
QABA Calmar Ratio Rank: 3030
Calmar Ratio Rank
QABA Martin Ratio Rank: 2727
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.

QABA vs. FBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ ABA Community Bank Index Fund (QABA) 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.


QABAFBDCDifference
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

1.49

Martin ratioReturn relative to average drawdown

3.69

QABA vs. FBDC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QABAFBDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.70

+1.04

Drawdowns

QABA vs. FBDC - Drawdown Comparison

The maximum QABA drawdown since its inception was -49.30%, which is greater than FBDC's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for QABA and FBDC.


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Drawdown Indicators


QABAFBDCDifference

Max Drawdown

Largest peak-to-trough decline

-49.30%

-20.60%

-28.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

Max Drawdown (3Y)

Largest decline over 3 years

-25.82%

Max Drawdown (5Y)

Largest decline over 5 years

-42.93%

Max Drawdown (10Y)

Largest decline over 10 years

-49.30%

Current Drawdown

Current decline from peak

-4.25%

-17.24%

+12.99%

Average Drawdown

Average peak-to-trough decline

-11.43%

-10.14%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

Volatility

QABA vs. FBDC - Volatility Comparison


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Volatility by Period


QABAFBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.50%

18.06%

+4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.50%

18.06%

+8.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.69%

18.06%

+10.63%

QABA vs. FBDC - Expense Ratio Comparison

QABA has a 0.60% expense ratio, which is lower than FBDC's 1.35% expense ratio.


Dividends

QABA vs. FBDC - Dividend Comparison

QABA's dividend yield for the trailing twelve months is around 2.40%, 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%
QABA
First Trust NASDAQ ABA Community Bank Index Fund
2.40%2.52%2.37%2.71%2.10%1.68%2.55%1.95%1.90%1.42%1.13%1.39%

Frequently Asked Questions


QABA and FBDC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QABA is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QABA is cheaper with a 0.60% expense ratio, compared with 1.35% for FBDC.

FBDC has the higher dividend yield at 11.52%, compared with 2.40% for QABA.

Their fees differ too: 0.60% for QABA and 1.35% for FBDC.

Portfolio Optimizer

Find the right allocation for QABA and FBDC

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