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BCI vs. VNLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCI and VNLA is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

BCI vs. VNLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and Janus Henderson Short Duration Income ETF (VNLA). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
26.54%
24.35%
BCI
VNLA

Key characteristics

Sharpe Ratio

BCI:

0.02

VNLA:

7.10

Sortino Ratio

BCI:

0.11

VNLA:

12.98

Omega Ratio

BCI:

1.01

VNLA:

3.01

Calmar Ratio

BCI:

0.01

VNLA:

22.69

Martin Ratio

BCI:

0.05

VNLA:

107.64

Ulcer Index

BCI:

5.40%

VNLA:

0.06%

Daily Std Dev

BCI:

11.90%

VNLA:

0.92%

Max Drawdown

BCI:

-32.69%

VNLA:

-4.49%

Current Drawdown

BCI:

-23.46%

VNLA:

0.00%

Returns By Period

In the year-to-date period, BCI achieves a 0.41% return, which is significantly lower than VNLA's 6.30% return.


BCI

YTD

0.41%

1M

-3.91%

6M

-4.94%

1Y

-0.05%

5Y*

5.47%

10Y*

N/A

VNLA

YTD

6.30%

1M

0.64%

6M

3.65%

1Y

6.46%

5Y*

2.99%

10Y*

N/A

Compare stocks, funds, or ETFs

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


BCI vs. VNLA - Expense Ratio Comparison

BCI has a 0.25% expense ratio, which is lower than VNLA's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VNLA
Janus Henderson Short Duration Income ETF
Expense ratio chart for VNLA: current value at 0.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.26%
Expense ratio chart for BCI: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

BCI vs. VNLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and Janus Henderson Short Duration Income ETF (VNLA). 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.


Sharpe ratio
The chart of Sharpe ratio for BCI, currently valued at 0.02, compared to the broader market0.002.004.000.027.10
The chart of Sortino ratio for BCI, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.0010.000.1112.98
The chart of Omega ratio for BCI, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.013.01
The chart of Calmar ratio for BCI, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.0122.69
The chart of Martin ratio for BCI, currently valued at 0.05, compared to the broader market0.0020.0040.0060.0080.00100.000.05107.64
BCI
VNLA

The current BCI Sharpe Ratio is 0.02, which is lower than the VNLA Sharpe Ratio of 7.10. The chart below compares the historical Sharpe Ratios of BCI and VNLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.008.00JulyAugustSeptemberOctoberNovemberDecember
0.02
7.10
BCI
VNLA

Dividends

BCI vs. VNLA - Dividend Comparison

BCI has not paid dividends to shareholders, while VNLA's dividend yield for the trailing twelve months is around 4.50%.


TTM20232022202120202019201820172016
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
0.00%3.93%19.98%19.43%0.68%1.47%1.13%5.02%0.00%
VNLA
Janus Henderson Short Duration Income ETF
4.50%3.95%4.35%1.67%1.21%3.13%3.74%1.79%0.08%

Drawdowns

BCI vs. VNLA - Drawdown Comparison

The maximum BCI drawdown since its inception was -32.69%, which is greater than VNLA's maximum drawdown of -4.49%. Use the drawdown chart below to compare losses from any high point for BCI and VNLA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.46%
0
BCI
VNLA

Volatility

BCI vs. VNLA - Volatility Comparison

abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 4.70% compared to Janus Henderson Short Duration Income ETF (VNLA) at 0.27%. This indicates that BCI's price experiences larger fluctuations and is considered to be riskier than VNLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.70%
0.27%
BCI
VNLA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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