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FLBL vs. JPST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLBL and JPST is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FLBL vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Senior Loan ETF (FLBL) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FLBL:

1.56

JPST:

8.77

Sortino Ratio

FLBL:

2.24

JPST:

17.56

Omega Ratio

FLBL:

1.50

JPST:

4.10

Calmar Ratio

FLBL:

1.60

JPST:

18.35

Martin Ratio

FLBL:

10.40

JPST:

130.80

Ulcer Index

FLBL:

0.60%

JPST:

0.04%

Daily Std Dev

FLBL:

3.95%

JPST:

0.62%

Max Drawdown

FLBL:

-19.52%

JPST:

-3.28%

Current Drawdown

FLBL:

-0.00%

JPST:

0.00%

Returns By Period

In the year-to-date period, FLBL achieves a 1.74% return, which is significantly lower than JPST's 1.97% return.


FLBL

YTD

1.74%

1M

1.50%

6M

2.30%

1Y

6.13%

3Y*

8.47%

5Y*

6.38%

10Y*

N/A

JPST

YTD

1.97%

1M

0.38%

6M

2.47%

1Y

5.36%

3Y*

4.73%

5Y*

3.02%

10Y*

N/A

*Annualized

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Franklin Liberty Senior Loan ETF

JPMorgan Ultra-Short Income ETF

FLBL vs. JPST - Expense Ratio Comparison

FLBL has a 0.45% expense ratio, which is higher than JPST's 0.18% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FLBL vs. JPST — Risk-Adjusted Performance Rank

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

FLBL
The Risk-Adjusted Performance Rank of FLBL is 9393
Overall Rank
The Sharpe Ratio Rank of FLBL is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FLBL is 9292
Sortino Ratio Rank
The Omega Ratio Rank of FLBL is 9696
Omega Ratio Rank
The Calmar Ratio Rank of FLBL is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FLBL is 9494
Martin Ratio Rank

JPST
The Risk-Adjusted Performance Rank of JPST is 9999
Overall Rank
The Sharpe Ratio Rank of JPST is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of JPST is 9999
Sortino Ratio Rank
The Omega Ratio Rank of JPST is 9999
Omega Ratio Rank
The Calmar Ratio Rank of JPST is 9999
Calmar Ratio Rank
The Martin Ratio Rank of JPST is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLBL vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Senior Loan ETF (FLBL) and JPMorgan Ultra-Short Income ETF (JPST). 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.


The current FLBL Sharpe Ratio is 1.56, which is lower than the JPST Sharpe Ratio of 8.77. The chart below compares the historical Sharpe Ratios of FLBL and JPST, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FLBL vs. JPST - Dividend Comparison

FLBL's dividend yield for the trailing twelve months is around 7.33%, more than JPST's 4.90% yield.


TTM20242023202220212020201920182017
FLBL
Franklin Liberty Senior Loan ETF
7.33%8.05%8.37%5.53%3.57%3.22%3.97%2.20%0.00%
JPST
JPMorgan Ultra-Short Income ETF
4.90%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%

Drawdowns

FLBL vs. JPST - Drawdown Comparison

The maximum FLBL drawdown since its inception was -19.52%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for FLBL and JPST.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FLBL vs. JPST - Volatility Comparison

Franklin Liberty Senior Loan ETF (FLBL) has a higher volatility of 0.71% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.21%. This indicates that FLBL's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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