CCRP vs. FLDR

Last updated Jul 17, 2026

CCRP (Columbia Corporate Bond ETF) and FLDR (Fidelity Low Duration Bond Factor ETF) are both exchange-traded funds - CCRP is a Corporate Bonds fund actively managed by Columbia Threadneedle, while FLDR is a Short-Term Bond fund tracking the Fidelity Low Duration Investment Grade Factor Index. CCRP is actively managed, while FLDR is passively managed. A 0.64 correlation means they provide meaningful diversification when combined. CCRP charges 0.18%/yr vs 0.15%/yr for FLDR.

Performance

CCRP vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Corporate Bond ETF (CCRP) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCRP achieves a 0.06% return, which is significantly lower than FLDR's 1.83% return.

CCRP

• 1D: -0.08%
• 1M: -0.86%
• 6M: -0.24%
• YTD: 0.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FLDR

• 1D: 0.00%
• 1M: 0.17%
• 6M: 1.70%
• YTD: 1.83%
• 1Y: 4.45%
• 3Y*: 5.26%
• 5Y*: 3.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCRP vs. FLDR - Yearly Performance Comparison

	2026 (YTD)	2025
CCRP Columbia Corporate Bond ETF	0.06%	-0.30%
FLDR Fidelity Low Duration Bond Factor ETF	1.83%	0.32%

Correlation

The correlation between CCRP and FLDR is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025	0.64

Return for Risk

CCRP vs. FLDR — Risk / Return Rank

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

CCRP

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

FLDR

FLDR Risk / Return Rank: 98
FLDR Sharpe Ratio Rank: 99
FLDR Sortino Ratio Rank: 99
FLDR Omega Ratio Rank: 99
FLDR Calmar Ratio Rank: 98
FLDR Martin Ratio Rank: 98

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.

CCRP vs. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Bond ETF (CCRP) and Fidelity Low Duration Bond Factor ETF (FLDR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CCRP	FLDR	Difference
Sharpe ratio: Return per unit of total volatility	—	5.60	—
Sortino ratio: Return per unit of downside risk	—	9.29	—
Omega ratio: Gain probability vs. loss probability	—	2.61	—
Calmar ratio: Return relative to maximum drawdown	—	9.56	—
Martin ratio: Return relative to average drawdown	—	64.94	—

Drawdowns

CCRP vs. FLDR - Drawdown Comparison

The maximum CCRP drawdown since its inception was -2.72%, smaller than the maximum FLDR drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for CCRP and FLDR.

Drawdown Indicators

	CCRP	FLDR	Difference
Max Drawdown Largest peak-to-trough decline	-2.72%	-12.23%	+9.51%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.47%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-0.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-2.33%	—
Current Drawdown Current decline from peak	-1.48%	-0.03%	-1.45%
Average Drawdown Average peak-to-trough decline	-0.87%	-0.35%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.07%	—

Volatility

Volatility by Period

	CCRP	FLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	4.72%	0.80%	+3.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.72%	1.21%	+3.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.72%	5.23%	-0.51%

CCRP vs. FLDR - Expense Ratio Comparison

CCRP has a 0.18% expense ratio, which is higher than FLDR'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

CCRP vs. FLDR - Dividend Comparison

CCRP's dividend yield for the trailing twelve months is around 2.43%, less than FLDR's 4.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CCRP Columbia Corporate Bond ETF	2.43%	0.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLDR Fidelity Low Duration Bond Factor ETF	4.33%	4.66%	5.50%	5.28%	2.09%	0.51%	1.22%	2.69%	1.38%

Frequently Asked Questions

Can I hold both CCRP and FLDR in my portfolio?

CCRP and FLDR have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CCRP or FLDR?

On fees, FLDR is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CCRP or FLDR?

FLDR is cheaper with a 0.15% expense ratio, compared with 0.18% for CCRP.

Which ETF pays a higher dividend yield, CCRP or FLDR?

FLDR has the higher dividend yield at 4.33%, compared with 2.43% for CCRP.

What is the main difference between CCRP and FLDR?

CCRP is categorized as Corporate Bonds, while FLDR is Short-Term Bond. They also come from different issuers: Columbia Threadneedle and Fidelity. Their fees differ too: 0.18% for CCRP and 0.15% for FLDR.