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AVIG vs. FLCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVIG vs. FLCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Core Fixed Income ETF (AVIG) and Franklin Liberty Investment Grade Corporate ETF (FLCO). The values are adjusted to include any dividend payments, if applicable.

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AVIG vs. FLCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AVIG
Avantis Core Fixed Income ETF
-0.15%7.98%1.55%6.41%-13.94%-2.15%0.96%
FLCO
Franklin Liberty Investment Grade Corporate ETF
-0.31%7.53%1.93%7.94%-16.08%-2.06%2.41%

Returns By Period

In the year-to-date period, AVIG achieves a -0.15% return, which is significantly higher than FLCO's -0.31% return.


AVIG

1D
0.05%
1M
-1.42%
YTD
-0.15%
6M
0.64%
1Y
4.63%
3Y*
4.04%
5Y*
0.34%
10Y*

FLCO

1D
0.09%
1M
-1.38%
YTD
-0.31%
6M
-0.04%
1Y
4.40%
3Y*
4.49%
5Y*
0.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVIG vs. FLCO - Expense Ratio Comparison

AVIG has a 0.15% expense ratio, which is lower than FLCO's 0.35% expense ratio.


Return for Risk

AVIG vs. FLCO — Risk / Return Rank

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

AVIG
AVIG Risk / Return Rank: 5555
Overall Rank
AVIG Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
AVIG Sortino Ratio Rank: 5353
Sortino Ratio Rank
AVIG Omega Ratio Rank: 4747
Omega Ratio Rank
AVIG Calmar Ratio Rank: 6666
Calmar Ratio Rank
AVIG Martin Ratio Rank: 5454
Martin Ratio Rank

FLCO
FLCO Risk / Return Rank: 4545
Overall Rank
FLCO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FLCO Sortino Ratio Rank: 3838
Sortino Ratio Rank
FLCO Omega Ratio Rank: 3434
Omega Ratio Rank
FLCO Calmar Ratio Rank: 6363
Calmar Ratio Rank
FLCO Martin Ratio Rank: 4747
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.

AVIG vs. FLCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Core Fixed Income ETF (AVIG) and Franklin Liberty Investment Grade Corporate ETF (FLCO). 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.


AVIGFLCODifference

Sharpe ratio

Return per unit of total volatility

1.05

0.81

+0.24

Sortino ratio

Return per unit of downside risk

1.45

1.15

+0.30

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.77

1.73

+0.03

Martin ratio

Return relative to average drawdown

5.54

4.92

+0.62

AVIG vs. FLCO - Sharpe Ratio Comparison

The current AVIG Sharpe Ratio is 1.05, which is comparable to the FLCO Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of AVIG and FLCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVIGFLCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.81

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.05

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.31

-0.34

Correlation

The correlation between AVIG and FLCO is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AVIG vs. FLCO - Dividend Comparison

AVIG's dividend yield for the trailing twelve months is around 4.08%, less than FLCO's 4.64% yield.


TTM2025202420232022202120202019201820172016
AVIG
Avantis Core Fixed Income ETF
4.08%4.36%4.66%4.06%2.53%1.12%0.22%0.00%0.00%0.00%0.00%
FLCO
Franklin Liberty Investment Grade Corporate ETF
4.64%4.60%4.63%3.83%3.85%2.85%3.99%3.39%3.86%3.33%0.51%

Drawdowns

AVIG vs. FLCO - Drawdown Comparison

The maximum AVIG drawdown since its inception was -19.64%, smaller than the maximum FLCO drawdown of -22.71%. Use the drawdown chart below to compare losses from any high point for AVIG and FLCO.


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Drawdown Indicators


AVIGFLCODifference

Max Drawdown

Largest peak-to-trough decline

-19.64%

-22.71%

+3.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-2.76%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-19.47%

-22.48%

+3.01%

Current Drawdown

Current decline from peak

-1.88%

-3.06%

+1.18%

Average Drawdown

Average peak-to-trough decline

-7.95%

-5.94%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.97%

-0.08%

Volatility

AVIG vs. FLCO - Volatility Comparison

The current volatility for Avantis Core Fixed Income ETF (AVIG) is 1.83%, while Franklin Liberty Investment Grade Corporate ETF (FLCO) has a volatility of 2.20%. This indicates that AVIG experiences smaller price fluctuations and is considered to be less risky than FLCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVIGFLCODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

2.20%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

3.09%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

5.47%

-1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.21%

7.15%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

6.87%

-0.81%