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FEIG vs. OVT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEIG vs. OVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and Overlay Shares Short Term Bond ETF (OVT). The values are adjusted to include any dividend payments, if applicable.

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FEIG vs. OVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
-0.26%7.31%1.75%8.57%-15.91%-1.46%
OVT
Overlay Shares Short Term Bond ETF
1.21%7.61%7.44%7.73%-9.68%-0.34%

Returns By Period

In the year-to-date period, FEIG achieves a -0.26% return, which is significantly lower than OVT's 1.21% return.


FEIG

1D
0.63%
1M
-1.70%
YTD
-0.26%
6M
0.40%
1Y
4.83%
3Y*
4.39%
5Y*
10Y*

OVT

1D
0.59%
1M
-0.82%
YTD
1.21%
6M
3.29%
1Y
8.33%
3Y*
7.22%
5Y*
3.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEIG vs. OVT - Expense Ratio Comparison

FEIG has a 0.12% expense ratio, which is lower than OVT's 0.80% expense ratio.


Return for Risk

FEIG vs. OVT — Risk / Return Rank

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

FEIG
FEIG Risk / Return Rank: 5050
Overall Rank
FEIG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FEIG Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEIG Omega Ratio Rank: 4141
Omega Ratio Rank
FEIG Calmar Ratio Rank: 6666
Calmar Ratio Rank
FEIG Martin Ratio Rank: 5252
Martin Ratio Rank

OVT
OVT Risk / Return Rank: 9494
Overall Rank
OVT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
OVT Sortino Ratio Rank: 9595
Sortino Ratio Rank
OVT Omega Ratio Rank: 9393
Omega Ratio Rank
OVT Calmar Ratio Rank: 9696
Calmar Ratio Rank
OVT Martin Ratio Rank: 9595
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.

FEIG vs. OVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and Overlay Shares Short Term Bond ETF (OVT). 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.


FEIGOVTDifference

Sharpe ratio

Return per unit of total volatility

0.90

2.10

-1.19

Sortino ratio

Return per unit of downside risk

1.26

3.00

-1.73

Omega ratio

Gain probability vs. loss probability

1.17

1.42

-0.24

Calmar ratio

Return relative to maximum drawdown

1.74

4.46

-2.72

Martin ratio

Return relative to average drawdown

5.18

16.27

-11.09

FEIG vs. OVT - Sharpe Ratio Comparison

The current FEIG Sharpe Ratio is 0.90, which is lower than the OVT Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FEIG and OVT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEIGOVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

2.10

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.64

-0.70

Correlation

The correlation between FEIG and OVT is 0.65, 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.


Dividends

FEIG vs. OVT - Dividend Comparison

FEIG's dividend yield for the trailing twelve months is around 4.80%, less than OVT's 8.80% yield.


TTM20252024202320222021
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
4.80%4.84%4.65%4.21%2.99%0.55%
OVT
Overlay Shares Short Term Bond ETF
8.80%7.21%6.15%5.11%4.12%4.41%

Drawdowns

FEIG vs. OVT - Drawdown Comparison

The maximum FEIG drawdown since its inception was -22.26%, which is greater than OVT's maximum drawdown of -13.59%. Use the drawdown chart below to compare losses from any high point for FEIG and OVT.


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Drawdown Indicators


FEIGOVTDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-13.59%

-8.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-1.94%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-13.59%

Current Drawdown

Current decline from peak

-2.28%

-0.82%

-1.46%

Average Drawdown

Average peak-to-trough decline

-9.81%

-3.50%

-6.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.53%

+0.44%

Volatility

FEIG vs. OVT - Volatility Comparison

FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) has a higher volatility of 2.22% compared to Overlay Shares Short Term Bond ETF (OVT) at 1.46%. This indicates that FEIG's price experiences larger fluctuations and is considered to be riskier than OVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEIGOVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

1.46%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

2.83%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

3.99%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.49%

4.63%

+2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

4.59%

+2.90%