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BBBS vs. FLRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBBS vs. FLRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBBS achieves a 0.75% return, which is significantly lower than FLRN's 1.87% return.


BBBS

1D
0.00%
1M
0.26%
YTD
0.75%
6M
1.13%
1Y
4.65%
3Y*
5Y*
10Y*

FLRN

1D
0.03%
1M
0.45%
YTD
1.87%
6M
2.19%
1Y
4.88%
3Y*
5.67%
5Y*
4.19%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBBS vs. FLRN - Yearly Performance Comparison


Correlation

The correlation between BBBS and FLRN is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2024

0.10

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Return for Risk

BBBS vs. FLRN — Risk / Return Rank

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

BBBS
BBBS Risk / Return Rank: 7676
Overall Rank
BBBS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BBBS Sortino Ratio Rank: 8686
Sortino Ratio Rank
BBBS Omega Ratio Rank: 8282
Omega Ratio Rank
BBBS Calmar Ratio Rank: 6565
Calmar Ratio Rank
BBBS Martin Ratio Rank: 7070
Martin Ratio Rank

FLRN
FLRN Risk / Return Rank: 9999
Overall Rank
FLRN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRN Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLRN Omega Ratio Rank: 9999
Omega Ratio Rank
FLRN Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLRN Martin Ratio Rank: 9999
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.

BBBS vs. FLRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) 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.


BBBSFLRNDifference
Sharpe ratioReturn per unit of total volatility

-4.69

Sortino ratioReturn per unit of downside risk

-9.27

Omega ratioGain probability vs. loss probability

1.50

3.44

-1.94

Calmar ratioReturn relative to maximum drawdown

3.23

21.54

-18.31

Martin ratioReturn relative to average drawdown

13.15

130.06

-116.92

BBBS vs. FLRN - Sharpe Ratio Comparison

The current BBBS Sharpe Ratio is 2.50, which is lower than the FLRN Sharpe Ratio of 7.18. The chart below compares the historical Sharpe Ratios of BBBS and FLRN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBBSFLRNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

7.18

-4.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

2.36

0.50

+1.87

Drawdowns

BBBS vs. FLRN - Drawdown Comparison

The maximum BBBS drawdown since its inception was -1.45%, smaller than the maximum FLRN drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for BBBS and FLRN.


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Drawdown Indicators


BBBSFLRNDifference

Max Drawdown

Largest peak-to-trough decline

-1.45%

-14.64%

+13.19%

Max Drawdown (1Y)

Largest decline over 1 year

-1.45%

-0.23%

-1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-0.28%

-1.83%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

0.04%

+0.31%

Volatility

BBBS vs. FLRN - Volatility Comparison

Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF (BBBS) has a higher volatility of 0.49% compared to SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) at 0.15%. This indicates that BBBS's price experiences larger fluctuations and is considered to be riskier than FLRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBBSFLRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

0.15%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

1.36%

0.52%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

1.87%

0.68%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.24%

1.69%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.24%

4.20%

-1.96%

BBBS vs. FLRN - Expense Ratio Comparison

BBBS has a 0.19% 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%.


Dividends

BBBS vs. FLRN - Dividend Comparison

BBBS's dividend yield for the trailing twelve months is around 4.58%, more than FLRN's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
BBBS
Bondbloxx BBB Rated 1-5 Year Corporate Bond ETF
4.58%4.55%4.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
4.51%4.89%5.67%5.68%1.95%0.39%1.22%2.76%2.39%1.64%1.06%0.63%

Frequently Asked Questions


BBBS and FLRN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBBS has higher volatility (0.49%) compared to FLRN (0.15%). In terms of maximum drawdown, BBBS dropped -1.45% vs FLRN's -14.64%.

On 1-year performance, FLRN leads with 4.88% vs 4.65% for BBBS. On fees, FLRN is cheaper at 0.15% per year. On volatility, FLRN has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FLRN has performed better with a 4.88% return vs 4.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLRN is cheaper with a 0.15% expense ratio, compared with 0.19% for BBBS.

BBBS has the higher dividend yield at 4.58%, compared with 4.51% for FLRN.

BBBS is categorized as Short-Term Bond, while FLRN is Corporate Bonds. BBBS tracks Bloomberg U.S. Corporate BBB 1-5 Year Index, while FLRN tracks Bloomberg US Floating Rate Notes (<5 Y). They also come from different issuers: BondBloxx and State Street. Their fees differ too: 0.19% for BBBS and 0.15% for FLRN.

FLRN currently has the higher Sharpe Ratio (7.18 vs 2.50), 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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