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T. Rowe Price Floating Rate ETF (TFLR)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US87283Q8832
Inception Date
Nov 16, 2022
Region
North America (U.S.)
Category
Bank Loan
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T. Rowe Price Floating Rate ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

T. Rowe Price Floating Rate ETF (TFLR) has returned -0.45% so far this year and 5.64% over the past 12 months.


T. Rowe Price Floating Rate ETF

1D
0.34%
1M
1.25%
YTD
-0.45%
6M
1.18%
1Y
5.64%
3Y*
7.86%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 17, 2022, TFLR's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.

Historically, 83% of months were positive and 17% were negative. The best month was Jan 2023 with a return of +2.6%, while the worst month was Feb 2026 at -1.6%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 2 months.

On a daily basis, TFLR closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +3.1%, while the worst single day was Apr 4, 2025 at -2.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.04%-1.64%1.25%-0.45%
20250.51%0.25%-0.33%0.22%1.50%0.81%0.69%0.53%0.58%0.46%0.36%0.81%6.57%
20240.62%0.94%0.71%0.65%0.75%0.43%0.95%0.59%0.67%0.61%1.09%0.43%8.77%
20232.64%0.21%0.19%0.78%-0.13%1.99%1.13%1.03%0.22%-0.30%2.09%1.63%12.05%
2022-0.36%-0.04%-0.41%

Benchmark Metrics

T. Rowe Price Floating Rate ETF has an annualized alpha of 5.25%, beta of 0.16, and R² of 0.40 versus S&P 500 Index. Calculated based on daily prices since November 18, 2022.

  • This ETF captured 20.81% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.08%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.16 may look defensive, but with R² of 0.40 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.40 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
5.25%
Beta
0.16
0.40
Upside Capture
20.81%
Downside Capture
-10.08%

Expense Ratio

TFLR has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TFLR ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TFLR Risk / Return Rank: 6666
Overall Rank
TFLR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TFLR Sortino Ratio Rank: 5050
Sortino Ratio Rank
TFLR Omega Ratio Rank: 9090
Omega Ratio Rank
TFLR Calmar Ratio Rank: 5858
Calmar Ratio Rank
TFLR Martin Ratio Rank: 7676
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for T. Rowe Price Floating Rate ETF (TFLR) and compare them to a chosen benchmark (S&P 500 Index).


TFLRBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.90

+0.14

Sortino ratio

Return per unit of downside risk

1.41

1.39

+0.02

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

1.54

1.40

+0.14

Martin ratio

Return relative to average drawdown

8.50

6.61

+1.90

Explore TFLR risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

T. Rowe Price Floating Rate ETF provided a 6.95% dividend yield over the last twelve months, with an annual payout of $3.50 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$1.00$2.00$3.00$4.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$3.50$3.56$4.23$4.00$0.29

Dividend yield

6.95%6.93%8.18%7.76%0.58%

Monthly Dividends

The table displays the monthly dividend distributions for T. Rowe Price Floating Rate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.27$0.26$0.29$0.82
2025$0.29$0.27$0.31$0.30$0.30$0.29$0.30$0.30$0.31$0.30$0.30$0.28$3.56
2024$0.37$0.34$0.36$0.35$0.36$0.35$0.36$0.35$0.34$0.33$0.32$0.39$4.23
2023$0.31$0.32$0.33$0.33$0.34$0.32$0.26$0.27$0.39$0.38$0.36$0.40$4.00
2022$0.02$0.27$0.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the T. Rowe Price Floating Rate ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the T. Rowe Price Floating Rate ETF was 4.01%, occurring on Apr 4, 2025. Recovery took 20 trading sessions.

The current T. Rowe Price Floating Rate ETF drawdown is 0.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.01%Feb 24, 202530Apr 4, 202520May 5, 202550
-2.18%Jan 23, 202625Feb 27, 2026
-1.48%Mar 9, 20237Mar 17, 202313Apr 5, 202320
-1.05%Aug 1, 20243Aug 5, 202414Aug 23, 202417
-0.97%Nov 18, 20226Nov 28, 202225Jan 4, 202331

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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