Correlation
The correlation between DFNL and FLBL is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
DFNL vs. FLBL
Compare and contrast key facts about Davis Select Financial ETF (DFNL) and Franklin Liberty Senior Loan ETF (FLBL).
DFNL and FLBL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFNL is an actively managed fund by Davis Advisers. It was launched on Jan 11, 2017. FLBL is an actively managed fund by Franklin Templeton. It was launched on May 30, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFNL or FLBL.
Performance
DFNL vs. FLBL - Performance Comparison
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Key characteristics
DFNL:
1.26
FLBL:
1.61
DFNL:
1.65
FLBL:
2.24
DFNL:
1.24
FLBL:
1.50
DFNL:
1.49
FLBL:
1.59
DFNL:
5.88
FLBL:
10.36
DFNL:
4.07%
FLBL:
0.60%
DFNL:
21.01%
FLBL:
3.95%
DFNL:
-44.51%
FLBL:
-19.52%
DFNL:
-1.77%
FLBL:
0.00%
Returns By Period
In the year-to-date period, DFNL achieves a 6.79% return, which is significantly higher than FLBL's 1.86% return.
DFNL
6.79%
5.26%
0.81%
26.27%
14.72%
19.61%
N/A
FLBL
1.86%
1.46%
2.44%
6.32%
8.52%
6.43%
N/A
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DFNL vs. FLBL - Expense Ratio Comparison
DFNL has a 0.64% expense ratio, which is higher than FLBL's 0.45% expense ratio.
Risk-Adjusted Performance
DFNL vs. FLBL — Risk-Adjusted Performance Rank
DFNL
FLBL
DFNL vs. FLBL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Select Financial ETF (DFNL) and Franklin Liberty Senior Loan ETF (FLBL). 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.
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Dividends
DFNL vs. FLBL - Dividend Comparison
DFNL's dividend yield for the trailing twelve months is around 2.05%, less than FLBL's 7.32% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
DFNL Davis Select Financial ETF | 2.05% | 2.19% | 2.33% | 3.34% | 2.45% | 1.45% | 2.52% | 3.12% | 1.10% |
FLBL Franklin Liberty Senior Loan ETF | 7.32% | 8.05% | 8.37% | 5.53% | 3.57% | 3.22% | 3.97% | 2.20% | 0.00% |
Drawdowns
DFNL vs. FLBL - Drawdown Comparison
The maximum DFNL drawdown since its inception was -44.51%, which is greater than FLBL's maximum drawdown of -19.52%. Use the drawdown chart below to compare losses from any high point for DFNL and FLBL.
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Volatility
DFNL vs. FLBL - Volatility Comparison
Davis Select Financial ETF (DFNL) has a higher volatility of 4.83% compared to Franklin Liberty Senior Loan ETF (FLBL) at 0.72%. This indicates that DFNL's price experiences larger fluctuations and is considered to be riskier than FLBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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