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BNDC vs. FALN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNDC and FALN is 0.07, 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.


Performance

BNDC vs. FALN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Core Select Bond Fund (BNDC) and iShares Fallen Angels USD Bond ETF (FALN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BNDC:

0.64

FALN:

0.80

Sortino Ratio

BNDC:

0.97

FALN:

1.13

Omega Ratio

BNDC:

1.11

FALN:

1.17

Calmar Ratio

BNDC:

0.28

FALN:

0.90

Martin Ratio

BNDC:

1.49

FALN:

4.44

Ulcer Index

BNDC:

2.43%

FALN:

1.21%

Daily Std Dev

BNDC:

5.57%

FALN:

6.88%

Max Drawdown

BNDC:

-18.80%

FALN:

-29.22%

Current Drawdown

BNDC:

-8.74%

FALN:

-1.70%

Returns By Period

In the year-to-date period, BNDC achieves a 1.36% return, which is significantly higher than FALN's 0.42% return.


BNDC

YTD

1.36%

1M

0.09%

6M

1.00%

1Y

3.52%

3Y*

1.02%

5Y*

-1.20%

10Y*

N/A

FALN

YTD

0.42%

1M

2.30%

6M

0.23%

1Y

5.44%

3Y*

6.95%

5Y*

6.10%

10Y*

N/A

*Annualized

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FlexShares Core Select Bond Fund

BNDC vs. FALN - Expense Ratio Comparison

BNDC has a 0.35% expense ratio, which is higher than FALN's 0.25% expense ratio.


Risk-Adjusted Performance

BNDC vs. FALN — Risk-Adjusted Performance Rank

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

BNDC
The Risk-Adjusted Performance Rank of BNDC is 5151
Overall Rank
The Sharpe Ratio Rank of BNDC is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of BNDC is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BNDC is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BNDC is 4747
Martin Ratio Rank

FALN
The Risk-Adjusted Performance Rank of FALN is 7575
Overall Rank
The Sharpe Ratio Rank of FALN is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of FALN is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FALN is 7272
Omega Ratio Rank
The Calmar Ratio Rank of FALN is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FALN is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BNDC vs. FALN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Core Select Bond Fund (BNDC) and iShares Fallen Angels USD Bond ETF (FALN). 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.


The current BNDC Sharpe Ratio is 0.64, which is comparable to the FALN Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of BNDC and FALN, 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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Dividends

BNDC vs. FALN - Dividend Comparison

BNDC's dividend yield for the trailing twelve months is around 4.04%, less than FALN's 6.41% yield.


TTM202420232022202120202019201820172016
BNDC
FlexShares Core Select Bond Fund
4.04%3.81%3.19%2.64%1.72%2.61%2.89%2.86%2.50%0.64%
FALN
iShares Fallen Angels USD Bond ETF
6.41%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%

Drawdowns

BNDC vs. FALN - Drawdown Comparison

The maximum BNDC drawdown since its inception was -18.80%, smaller than the maximum FALN drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for BNDC and FALN. For additional features, visit the drawdowns tool.


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Volatility

BNDC vs. FALN - Volatility Comparison

The current volatility for FlexShares Core Select Bond Fund (BNDC) is 1.61%, while iShares Fallen Angels USD Bond ETF (FALN) has a volatility of 2.32%. This indicates that BNDC experiences smaller price fluctuations and is considered to be less risky than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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