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BBHM vs. FTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBHM vs. FTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Select Mid Cap ETF (BBHM) and Franklin Short Duration U.S. Government ETF (FTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBHM achieves a 1.78% return, which is significantly higher than FTSD's 0.80% return.


BBHM

1D
-0.35%
1M
-1.65%
YTD
1.78%
6M
-0.32%
1Y
3Y*
5Y*
10Y*

FTSD

1D
-0.12%
1M
0.17%
YTD
0.80%
6M
1.30%
1Y
4.31%
3Y*
4.98%
5Y*
2.46%
10Y*
2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBHM vs. FTSD - Yearly Performance Comparison


Correlation

The correlation between BBHM and FTSD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.08

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Return for Risk

BBHM vs. FTSD — Risk / Return Rank

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

BBHM

FTSD
FTSD Risk / Return Rank: 9595
Overall Rank
FTSD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9595
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9494
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9696
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.

BBHM vs. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BBH Select Mid Cap ETF (BBHM) and Franklin Short Duration U.S. Government ETF (FTSD). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BBHM vs. FTSD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBHMFTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.04

-0.54

Drawdowns

BBHM vs. FTSD - Drawdown Comparison

The maximum BBHM drawdown since its inception was -9.78%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for BBHM and FTSD.


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Drawdown Indicators


BBHMFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-5.32%

-4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

Current Drawdown

Current decline from peak

-5.28%

-0.12%

-5.16%

Average Drawdown

Average peak-to-trough decline

-2.71%

-0.60%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

Volatility

BBHM vs. FTSD - Volatility Comparison


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Volatility by Period


BBHMFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

1.31%

+16.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

1.85%

+15.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

1.79%

+15.67%

BBHM vs. FTSD - Expense Ratio Comparison

BBHM has a 0.81% expense ratio, which is higher than FTSD's 0.25% expense ratio.


Dividends

BBHM vs. FTSD - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
BBHM
BBH Select Mid Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTSD
Franklin Short Duration U.S. Government ETF
4.50%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%

Frequently Asked Questions


BBHM and FTSD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTSD is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTSD is cheaper with a 0.25% expense ratio, compared with 0.81% for BBHM.

FTSD has the higher dividend yield at 4.50%, compared with 0.00% for BBHM.

BBHM is categorized as Mid Cap Growth Equities, while FTSD is Mortgage Backed Securities. They also come from different issuers: BBH and Franklin Templeton. Their fees differ too: 0.81% for BBHM and 0.25% for FTSD.

Portfolio Optimizer

Find the right allocation for BBHM and FTSD

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