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FLBL vs. SEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLBL vs. SEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Senior Loan ETF (FLBL) and Virtus Seix Senior Loan ETF (SEIX). The values are adjusted to include any dividend payments, if applicable.

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FLBL vs. SEIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLBL
Franklin Liberty Senior Loan ETF
-0.76%3.59%8.26%14.83%-2.69%4.35%2.17%2.89%
SEIX
Virtus Seix Senior Loan ETF
0.20%5.10%8.42%12.51%-1.77%5.49%3.17%3.46%

Returns By Period

In the year-to-date period, FLBL achieves a -0.76% return, which is significantly lower than SEIX's 0.20% return.


FLBL

1D
0.35%
1M
1.58%
YTD
-0.76%
6M
-0.68%
1Y
2.56%
3Y*
6.82%
5Y*
5.19%
10Y*

SEIX

1D
0.22%
1M
0.80%
YTD
0.20%
6M
1.30%
1Y
5.15%
3Y*
7.64%
5Y*
5.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLBL vs. SEIX - Expense Ratio Comparison

FLBL has a 0.45% expense ratio, which is lower than SEIX's 0.57% expense ratio.


Return for Risk

FLBL vs. SEIX — Risk / Return Rank

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

FLBL
FLBL Risk / Return Rank: 3434
Overall Rank
FLBL Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FLBL Sortino Ratio Rank: 3131
Sortino Ratio Rank
FLBL Omega Ratio Rank: 4040
Omega Ratio Rank
FLBL Calmar Ratio Rank: 3333
Calmar Ratio Rank
FLBL Martin Ratio Rank: 3131
Martin Ratio Rank

SEIX
SEIX Risk / Return Rank: 8989
Overall Rank
SEIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SEIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
SEIX Omega Ratio Rank: 9696
Omega Ratio Rank
SEIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
SEIX Martin Ratio Rank: 8888
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.

FLBL vs. SEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Senior Loan ETF (FLBL) and Virtus Seix Senior Loan ETF (SEIX). 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.


FLBLSEIXDifference

Sharpe ratio

Return per unit of total volatility

0.60

1.98

-1.38

Sortino ratio

Return per unit of downside risk

0.87

2.78

-1.91

Omega ratio

Gain probability vs. loss probability

1.15

1.51

-0.35

Calmar ratio

Return relative to maximum drawdown

0.76

2.05

-1.29

Martin ratio

Return relative to average drawdown

2.59

10.51

-7.93

FLBL vs. SEIX - Sharpe Ratio Comparison

The current FLBL Sharpe Ratio is 0.60, which is lower than the SEIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FLBL and SEIX, 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


FLBLSEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

1.98

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.34

1.92

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

1.19

-0.42

Correlation

The correlation between FLBL and SEIX is 0.29, 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.


Dividends

FLBL vs. SEIX - Dividend Comparison

FLBL's dividend yield for the trailing twelve months is around 7.32%, less than SEIX's 7.49% yield.


TTM20252024202320222021202020192018
FLBL
Franklin Liberty Senior Loan ETF
7.32%7.24%8.05%8.37%5.53%3.57%3.22%3.97%2.21%
SEIX
Virtus Seix Senior Loan ETF
7.49%7.52%8.09%8.74%5.76%4.16%3.75%3.82%0.00%

Drawdowns

FLBL vs. SEIX - Drawdown Comparison

The maximum FLBL drawdown since its inception was -19.52%, which is greater than SEIX's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for FLBL and SEIX.


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Drawdown Indicators


FLBLSEIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.52%

-17.51%

-2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-2.37%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-6.80%

-6.69%

-0.11%

Current Drawdown

Current decline from peak

-1.56%

-0.25%

-1.31%

Average Drawdown

Average peak-to-trough decline

-1.01%

-0.89%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.48%

+0.53%

Volatility

FLBL vs. SEIX - Volatility Comparison

Franklin Liberty Senior Loan ETF (FLBL) has a higher volatility of 1.16% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.72%. This indicates that FLBL's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLBLSEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.72%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

1.34%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.29%

2.62%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

2.92%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.77%

4.39%

+1.38%