BRLN vs. FSTA
BRLN (BlackRock Floating Rate Loan ETF) and FSTA (Fidelity MSCI Consumer Staples Index ETF) are both exchange-traded funds - BRLN is a Bank Loan fund actively managed by BlackRock, while FSTA is a Consumer Staples Equities fund tracking the MSCI USA IMI Consumer Staples Index. BRLN is actively managed, while FSTA is passively managed. Over the past 3 years, BRLN returned 7.18%/yr vs 8.01%/yr for FSTA. At a 0.06 correlation, their price movements are largely independent. BRLN charges 0.55%/yr vs 0.08%/yr for FSTA.
Performance
BRLN vs. FSTA - Performance Comparison
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Returns By Period
In the year-to-date period, BRLN achieves a 1.14% return, which is significantly lower than FSTA's 7.29% return.
BRLN
- 1D
- 0.35%
- 1M
- 0.60%
- YTD
- 1.14%
- 6M
- 1.72%
- 1Y
- 4.81%
- 3Y*
- 7.18%
- 5Y*
- —
- 10Y*
- —
FSTA
- 1D
- -0.17%
- 1M
- -2.09%
- YTD
- 7.29%
- 6M
- 7.43%
- 1Y
- 3.86%
- 3Y*
- 8.01%
- 5Y*
- 6.56%
- 10Y*
- 7.61%
BRLN vs. FSTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BRLN BlackRock Floating Rate Loan ETF | 1.14% | 5.38% | 7.49% | 13.42% | 2.13% |
FSTA Fidelity MSCI Consumer Staples Index ETF | 7.29% | 1.82% | 13.31% | 2.29% | 10.76% |
Correlation
The correlation between BRLN and FSTA 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 (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2022 | 0.06 |
The correlation between BRLN and FSTA shifts across timeframes, from -0.08 (1 year) to 0.07 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BRLN vs. FSTA — Risk / Return Rank
BRLN
FSTA
BRLN vs. FSTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Floating Rate Loan ETF (BRLN) and Fidelity MSCI Consumer Staples Index ETF (FSTA). 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.
| BRLN | FSTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.23 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.06 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.42 | +1.99 |
| Martin ratioReturn relative to average drawdown | 9.32 | 0.85 | +8.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRLN | FSTA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 0.31 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.50 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.16 | 0.62 | +1.54 |
Drawdowns
BRLN vs. FSTA - Drawdown Comparison
The maximum BRLN drawdown since its inception was -3.85%, smaller than the maximum FSTA drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for BRLN and FSTA.
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Drawdown Indicators
| BRLN | FSTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.85% | -25.13% | +21.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.00% | -9.29% | +7.29% |
Max Drawdown (3Y)Largest decline over 3 years | -3.85% | -11.76% | +7.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.13% | — |
Current DrawdownCurrent decline from peak | -0.42% | -7.26% | +6.84% |
Average DrawdownAverage peak-to-trough decline | -0.31% | -3.56% | +3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 4.57% | -4.05% |
Volatility
BRLN vs. FSTA - Volatility Comparison
The current volatility for BlackRock Floating Rate Loan ETF (BRLN) is 1.11%, while Fidelity MSCI Consumer Staples Index ETF (FSTA) has a volatility of 4.43%. This indicates that BRLN experiences smaller price fluctuations and is considered to be less risky than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRLN | FSTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 4.43% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.34% | 9.87% | -7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.14% | 12.44% | -9.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.74% | 13.13% | -9.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.74% | 14.57% | -10.83% |
BRLN vs. FSTA - Expense Ratio Comparison
BRLN has a 0.55% expense ratio, which is higher than FSTA's 0.08% expense ratio.
Dividends
BRLN vs. FSTA - Dividend Comparison
BRLN's dividend yield for the trailing twelve months is around 6.37%, more than FSTA's 2.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRLN BlackRock Floating Rate Loan ETF | 6.37% | 6.50% | 7.87% | 9.06% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSTA Fidelity MSCI Consumer Staples Index ETF | 2.22% | 2.34% | 2.25% | 2.66% | 2.26% | 2.15% | 2.47% | 2.46% | 3.01% | 2.42% | 2.53% | 2.86% |
Frequently Asked Questions
BRLN and FSTA 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.
FSTA has higher volatility (4.43%) compared to BRLN (1.11%). In terms of maximum drawdown, BRLN dropped -3.85% vs FSTA's -25.13%.
On 3-year performance, FSTA leads with 8.01% vs 7.18% for BRLN. On fees, FSTA is cheaper at 0.08% per year. On volatility, BRLN has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FSTA has performed better with a 8.01% return vs 7.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FSTA is cheaper with a 0.08% expense ratio, compared with 0.55% for BRLN.
BRLN has the higher dividend yield at 6.37%, compared with 2.22% for FSTA.
BRLN is categorized as Bank Loan, while FSTA is Consumer Staples Equities. They also come from different issuers: BlackRock and Fidelity. Their fees differ too: 0.55% for BRLN and 0.08% for FSTA.
BRLN currently has the higher Sharpe Ratio (1.54 vs 0.31), 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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