EXEL vs. FLRT

Last updated Jun 5, 2026

EXEL (Exelixis, Inc.) is a stock, while FLRT (Pacific Global Senior Loan ETF) is High Yield Bonds fund actively managed by Pacific Life. Over the past 10 years, EXEL returned 21.76%/yr vs 5.00%/yr for FLRT. At a 0.07 correlation, their price movements are largely independent.

Performance

EXEL vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exelixis, Inc. (EXEL) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EXEL achieves a 19.76% return, which is significantly higher than FLRT's 1.85% return. Over the past 10 years, EXEL has outperformed FLRT with an annualized return of 21.76%, while FLRT has yielded a comparatively lower 5.00% annualized return.

EXEL

• 1D: 1.72%
• 1M: 18.17%
• YTD: 19.76%
• 6M: 18.30%
• 1Y: 24.32%
• 3Y*: 39.15%
• 5Y*: 18.60%
• 10Y*: 21.76%

FLRT

• 1D: 0.02%
• 1M: 0.81%
• YTD: 1.85%
• 6M: 2.51%
• 1Y: 6.08%
• 3Y*: 8.87%
• 5Y*: 5.98%
• 10Y*: 5.00%

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

EXEL vs. FLRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXEL Exelixis, Inc.	19.76%	31.62%	38.81%	49.56%	-12.25%	-8.92%	13.90%	-10.42%	-35.30%	103.89%
FLRT Pacific Global Senior Loan ETF	1.85%	6.24%	9.18%	14.59%	-2.72%	3.18%	2.78%	9.44%	-1.14%	1.72%

Correlation

The correlation between EXEL and FLRT 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 (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Feb 20, 2015	0.07

The correlation between EXEL and FLRT shifts across timeframes, from 0.07 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

EXEL vs. FLRT — Risk / Return Rank

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

EXEL

EXEL Risk / Return Rank: 60
EXEL Sharpe Ratio Rank: 62
EXEL Sortino Ratio Rank: 55
EXEL Omega Ratio Rank: 58
EXEL Calmar Ratio Rank: 62
EXEL Martin Ratio Rank: 63

FLRT

FLRT Risk / Return Rank: 86
FLRT Sharpe Ratio Rank: 95
FLRT Sortino Ratio Rank: 97
FLRT Omega Ratio Rank: 97
FLRT Calmar Ratio Rank: 70
FLRT Martin Ratio Rank: 69

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.

EXEL vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Exelixis, Inc. (EXEL) and Pacific Global Senior Loan ETF (FLRT). 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.

	EXEL	FLRT	Difference
Sharpe ratio: Return per unit of total volatility	0.61	3.89	-3.28
Sortino ratio: Return per unit of downside risk	1.04	6.03	-4.99
Omega ratio: Gain probability vs. loss probability	1.15	1.95	-0.80
Calmar ratio: Return relative to maximum drawdown	0.97	3.43	-2.46
Martin ratio: Return relative to average drawdown	2.34	12.62	-10.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXEL vs. FLRT - Sharpe Ratio Comparison

The current EXEL Sharpe Ratio is 0.61, which is lower than the FLRT Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of EXEL and FLRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EXEL	FLRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	3.89	-3.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	2.61	-2.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.81	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.08	0.75	-0.67

Drawdowns

EXEL vs. FLRT - Drawdown Comparison

The maximum EXEL drawdown since its inception was -97.38%, which is greater than FLRT's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for EXEL and FLRT.

Drawdown Indicators

	EXEL	FLRT	Difference
Max Drawdown Largest peak-to-trough decline	-97.38%	-20.96%	-76.42%
Max Drawdown (1Y) Largest decline over 1 year	-25.16%	-1.78%	-23.38%
Max Drawdown (3Y) Largest decline over 3 years	-25.34%	-2.87%	-22.47%
Max Drawdown (5Y) Largest decline over 5 years	-36.12%	-7.60%	-28.52%
Max Drawdown (10Y) Largest decline over 10 years	-57.20%	-20.96%	-36.24%
Current Drawdown Current decline from peak	0.00%	-0.13%	+0.13%
Average Drawdown Average peak-to-trough decline	-71.10%	-1.41%	-69.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.44%	0.48%	+9.96%

Volatility

EXEL vs. FLRT - Volatility Comparison

Exelixis, Inc. (EXEL) has a higher volatility of 15.24% compared to Pacific Global Senior Loan ETF (FLRT) at 0.40%. This indicates that EXEL's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXEL	FLRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.24%	0.40%	+14.84%
Volatility (6M) Calculated over the trailing 6-month period	25.92%	1.19%	+24.73%
Volatility (1Y) Calculated over the trailing 1-year period	40.26%	1.57%	+38.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.17%	2.30%	+34.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.61%	6.17%	+38.44%

Dividends

EXEL vs. FLRT - Dividend Comparison

EXEL has not paid dividends to shareholders, while FLRT's dividend yield for the trailing twelve months is around 6.81%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXEL Exelixis, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLRT Pacific Global Senior Loan ETF	6.81%	6.93%	7.93%	8.40%	5.81%	3.16%	3.52%	4.30%	3.95%	3.20%	3.38%	3.21%

Frequently Asked Questions

Can I hold both EXEL and FLRT in my portfolio?

EXEL and FLRT 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.

Which is riskier, EXEL or FLRT?

EXEL has higher volatility (15.24%) compared to FLRT (0.40%). In terms of maximum drawdown, EXEL dropped -97.38% vs FLRT's -20.96%.

Which has better risk-adjusted returns?

FLRT currently has the higher Sharpe Ratio (3.89 vs 0.61), 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.