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CLOX vs. CLOB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLOX vs. CLOB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Panagram AAA CLO ETF (CLOX) and VanEck AA-BB CLO ETF (CLOB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLOX achieves a 2.31% return, which is significantly higher than CLOB's 1.95% return.


CLOX

1D
0.02%
1M
0.32%
YTD
2.31%
6M
2.45%
1Y
5.34%
3Y*
5Y*
10Y*

CLOB

1D
-0.01%
1M
0.19%
YTD
1.95%
6M
1.84%
1Y
6.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLOX vs. CLOB - Yearly Performance Comparison


2026 (YTD)20252024
CLOX
Panagram AAA CLO ETF
2.31%5.52%1.67%
CLOB
VanEck AA-BB CLO ETF
1.95%6.94%2.77%

Correlation

The correlation between CLOX and CLOB is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

0.25

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Return for Risk

CLOX vs. CLOB — Risk / Return Rank

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

CLOX
CLOX Risk / Return Rank: 9797
Overall Rank
CLOX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CLOX Sortino Ratio Rank: 9898
Sortino Ratio Rank
CLOX Omega Ratio Rank: 9898
Omega Ratio Rank
CLOX Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLOX Martin Ratio Rank: 9797
Martin Ratio Rank

CLOB
CLOB Risk / Return Rank: 7373
Overall Rank
CLOB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CLOB Sortino Ratio Rank: 7171
Sortino Ratio Rank
CLOB Omega Ratio Rank: 8181
Omega Ratio Rank
CLOB Calmar Ratio Rank: 6767
Calmar Ratio Rank
CLOB Martin Ratio Rank: 7676
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.

CLOX vs. CLOB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Panagram AAA CLO ETF (CLOX) and VanEck AA-BB CLO ETF (CLOB). 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.


CLOXCLOBDifference
Sharpe ratioReturn per unit of total volatility

+2.00

Sortino ratioReturn per unit of downside risk

+3.90

Omega ratioGain probability vs. loss probability

2.02

1.46

+0.55

Calmar ratioReturn relative to maximum drawdown

8.15

3.24

+4.91

Martin ratioReturn relative to average drawdown

42.62

13.91

+28.70

CLOX vs. CLOB - Sharpe Ratio Comparison

The current CLOX Sharpe Ratio is 4.15, which is higher than the CLOB Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of CLOX and CLOB, 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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Drawdowns

CLOX vs. CLOB - Drawdown Comparison

The maximum CLOX drawdown since its inception was -4.13%, smaller than the maximum CLOB drawdown of -5.54%. Use the drawdown chart below to compare losses from any high point for CLOX and CLOB.


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Drawdown Indicators


CLOXCLOBDifference

Max Drawdown

Largest peak-to-trough decline

-4.13%

-5.54%

+1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.66%

-1.96%

+1.30%

Current Drawdown

Current decline from peak

0.00%

-0.19%

+0.19%

Average Drawdown

Average peak-to-trough decline

-0.08%

-0.30%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

0.45%

-0.32%

Volatility

CLOX vs. CLOB - Volatility Comparison

The current volatility for Panagram AAA CLO ETF (CLOX) is 0.39%, while VanEck AA-BB CLO ETF (CLOB) has a volatility of 0.44%. This indicates that CLOX experiences smaller price fluctuations and is considered to be less risky than CLOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLOXCLOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.39%

0.44%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

0.94%

2.44%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

1.30%

2.95%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.30%

5.46%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.30%

5.46%

-2.16%

CLOX vs. CLOB - Expense Ratio Comparison

CLOX has a 0.20% expense ratio, which is lower than CLOB's 0.45% expense ratio.


Dividends

CLOX vs. CLOB - Dividend Comparison

CLOX's dividend yield for the trailing twelve months is around 4.97%, less than CLOB's 6.42% yield.


PositionTTM202520242023
CLOB
VanEck AA-BB CLO ETF
6.42%6.61%1.65%0.00%
CLOX
Panagram AAA CLO ETF
4.97%5.18%6.25%2.90%

Frequently Asked Questions


CLOX and CLOB have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLOB has higher volatility (0.44%) compared to CLOX (0.39%). In terms of maximum drawdown, CLOX dropped -4.13% vs CLOB's -5.54%.

On 1-year performance, CLOB leads with 6.30% vs 5.34% for CLOX. On fees, CLOX is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CLOB has performed better with a 6.30% return vs 5.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CLOX is cheaper with a 0.20% expense ratio, compared with 0.45% for CLOB.

CLOB has the higher dividend yield at 6.42%, compared with 4.97% for CLOX.

They also come from different issuers: Panagram and VanEck. Their fees differ too: 0.20% for CLOX and 0.45% for CLOB.

CLOX currently has the higher Sharpe Ratio (4.15 vs 2.15), 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.

Portfolio Optimizer

Find the right allocation for CLOX and CLOB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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