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BBBIX vs. FLRN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBBIX and FLRN 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

BBBIX vs. FLRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Limited Duration Fund (BBBIX) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.95%
2.87%
BBBIX
FLRN

Key characteristics

Sharpe Ratio

BBBIX:

3.83

FLRN:

7.57

Sortino Ratio

BBBIX:

10.04

FLRN:

14.27

Omega Ratio

BBBIX:

2.74

FLRN:

4.35

Calmar Ratio

BBBIX:

16.68

FLRN:

14.08

Martin Ratio

BBBIX:

54.87

FLRN:

175.99

Ulcer Index

BBBIX:

0.12%

FLRN:

0.04%

Daily Std Dev

BBBIX:

1.67%

FLRN:

0.85%

Max Drawdown

BBBIX:

-6.60%

FLRN:

-14.64%

Current Drawdown

BBBIX:

-0.19%

FLRN:

0.00%

Returns By Period

In the year-to-date period, BBBIX achieves a 5.82% return, which is significantly lower than FLRN's 6.18% return. Over the past 10 years, BBBIX has outperformed FLRN with an annualized return of 2.88%, while FLRN has yielded a comparatively lower 2.42% annualized return.


BBBIX

YTD

5.82%

1M

-0.00%

6M

2.95%

1Y

6.38%

5Y*

3.36%

10Y*

2.88%

FLRN

YTD

6.18%

1M

0.44%

6M

2.87%

1Y

6.32%

5Y*

3.03%

10Y*

2.42%

Compare stocks, funds, or ETFs

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


BBBIX vs. FLRN - Expense Ratio Comparison

BBBIX has a 0.27% expense ratio, which is higher than FLRN's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


BBBIX
BBH Limited Duration Fund
Expense ratio chart for BBBIX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for FLRN: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

BBBIX vs. FLRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Limited Duration Fund (BBBIX) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). 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 BBBIX, currently valued at 3.83, compared to the broader market-1.000.001.002.003.004.003.837.57
The chart of Sortino ratio for BBBIX, currently valued at 10.04, compared to the broader market-2.000.002.004.006.008.0010.0010.0414.27
The chart of Omega ratio for BBBIX, currently valued at 2.74, compared to the broader market0.501.001.502.002.503.003.502.744.35
The chart of Calmar ratio for BBBIX, currently valued at 16.68, compared to the broader market0.002.004.006.008.0010.0012.0014.0016.6814.08
The chart of Martin ratio for BBBIX, currently valued at 54.87, compared to the broader market0.0020.0040.0060.0054.87175.99
BBBIX
FLRN

The current BBBIX Sharpe Ratio is 3.83, which is lower than the FLRN Sharpe Ratio of 7.57. The chart below compares the historical Sharpe Ratios of BBBIX and FLRN, 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 Ratio4.005.006.007.008.009.0010.00JulyAugustSeptemberOctoberNovemberDecember
3.83
7.57
BBBIX
FLRN

Dividends

BBBIX vs. FLRN - Dividend Comparison

BBBIX's dividend yield for the trailing twelve months is around 4.49%, less than FLRN's 5.68% yield.


TTM20232022202120202019201820172016201520142013
BBBIX
BBH Limited Duration Fund
4.49%4.29%2.37%1.46%2.30%3.01%2.67%2.09%2.23%2.11%1.57%1.60%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
5.68%5.68%1.95%0.40%1.22%2.76%2.39%1.63%1.06%0.63%0.53%0.72%

Drawdowns

BBBIX vs. FLRN - Drawdown Comparison

The maximum BBBIX drawdown since its inception was -6.60%, smaller than the maximum FLRN drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for BBBIX and FLRN. For additional features, visit the drawdowns tool.


-0.50%-0.40%-0.30%-0.20%-0.10%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.19%
0
BBBIX
FLRN

Volatility

BBBIX vs. FLRN - Volatility Comparison

BBH Limited Duration Fund (BBBIX) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) have volatilities of 0.20% and 0.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.20%0.30%0.40%0.50%0.60%0.70%JulyAugustSeptemberOctoberNovemberDecember
0.20%
0.20%
BBBIX
FLRN
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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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