SYFI vs. BCI
SYFI (AB Short Duration High Yield ETF) and BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) are both exchange-traded funds - SYFI is a High Yield Bonds fund actively managed by AllianceBernstein, while BCI is a Commodities fund actively managed by Aberdeen. Both are actively managed. Over the past year, SYFI returned 6.81% vs 37.16% for BCI. At a 0.01 correlation, their price movements are largely independent. SYFI charges 0.40%/yr vs 0.25%/yr for BCI.
Performance
SYFI vs. BCI - Performance Comparison
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Returns By Period
In the year-to-date period, SYFI achieves a 1.72% return, which is significantly lower than BCI's 25.35% return.
SYFI
- 1D
- 0.14%
- 1M
- 0.27%
- YTD
- 1.72%
- 6M
- 2.33%
- 1Y
- 6.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BCI
- 1D
- -1.05%
- 1M
- -3.58%
- YTD
- 25.35%
- 6M
- 24.07%
- 1Y
- 37.16%
- 3Y*
- 15.51%
- 5Y*
- 10.84%
- 10Y*
- —
SYFI vs. BCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SYFI AB Short Duration High Yield ETF | 1.72% | 7.19% | 4.97% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 25.35% | 15.07% | -0.88% |
Correlation
The correlation between SYFI and BCI is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2024 | 0.01 |
The correlation between SYFI and BCI shifts across timeframes, from -0.13 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SYFI vs. BCI — Risk / Return Rank
SYFI
BCI
SYFI vs. BCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Short Duration High Yield ETF (SYFI) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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.
| SYFI | BCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 4.90 | -1.39 |
| Martin ratioReturn relative to average drawdown | 16.16 | 12.53 | +3.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SYFI | BCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.20 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.68 | 0.47 | +1.20 |
Drawdowns
SYFI vs. BCI - Drawdown Comparison
The maximum SYFI drawdown since its inception was -4.49%, smaller than the maximum BCI drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SYFI and BCI.
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Drawdown Indicators
| SYFI | BCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.49% | -32.69% | +28.20% |
Max Drawdown (1Y)Largest decline over 1 year | -1.94% | -7.61% | +5.67% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.38% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.50% | — |
Current DrawdownCurrent decline from peak | -0.12% | -5.52% | +5.40% |
Average DrawdownAverage peak-to-trough decline | -0.35% | -12.00% | +11.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 2.97% | -2.55% |
Volatility
SYFI vs. BCI - Volatility Comparison
The current volatility for AB Short Duration High Yield ETF (SYFI) is 0.84%, while abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a volatility of 5.23%. This indicates that SYFI experiences smaller price fluctuations and is considered to be less risky than BCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SYFI | BCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 5.23% | -4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.42% | 14.84% | -12.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.19% | 16.96% | -13.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.23% | 16.81% | -12.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.23% | 15.65% | -11.42% |
SYFI vs. BCI - Expense Ratio Comparison
SYFI has a 0.40% expense ratio, which is higher than BCI's 0.25% expense ratio.
Dividends
SYFI vs. BCI - Dividend Comparison
SYFI's dividend yield for the trailing twelve months is around 6.12%, less than BCI's 13.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 13.15% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% |
SYFI AB Short Duration High Yield ETF | 6.12% | 6.20% | 3.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SYFI and BCI have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCI has higher volatility (5.23%) compared to SYFI (0.84%). In terms of maximum drawdown, SYFI dropped -4.49% vs BCI's -32.69%.
On 1-year performance, BCI leads with 37.16% vs 6.81% for SYFI. On fees, BCI is cheaper at 0.25% per year. On volatility, SYFI has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BCI has performed better with a 37.16% return vs 6.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BCI is cheaper with a 0.25% expense ratio, compared with 0.40% for SYFI.
BCI has the higher dividend yield at 13.15%, compared with 6.12% for SYFI.
SYFI is categorized as High Yield Bonds, while BCI is Commodities. They also come from different issuers: AllianceBernstein and Aberdeen. Their fees differ too: 0.40% for SYFI and 0.25% for BCI.
BCI currently has the higher Sharpe Ratio (2.20 vs 2.14), 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.
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