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

Correlation

The correlation between FLBL and TGIGX 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.


-0.50.00.51.0
Correlation: 0.5

Performance

FLBL vs. TGIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Senior Loan ETF (FLBL) and TCW Relative Value Dividend Appreciation Fund (TGIGX). The values are adjusted to include any dividend payments, if applicable.

32.00%33.00%34.00%35.00%36.00%37.00%38.00%NovemberDecember2025FebruaryMarchApril
36.79%
36.17%
FLBL
TGIGX

Key characteristics

Sharpe Ratio

FLBL:

1.49

TGIGX:

0.63

Sortino Ratio

FLBL:

2.08

TGIGX:

0.97

Omega Ratio

FLBL:

1.47

TGIGX:

1.28

Calmar Ratio

FLBL:

1.48

TGIGX:

0.63

Martin Ratio

FLBL:

9.66

TGIGX:

1.15

Ulcer Index

FLBL:

0.60%

TGIGX:

2.38%

Daily Std Dev

FLBL:

3.90%

TGIGX:

4.23%

Max Drawdown

FLBL:

-19.52%

TGIGX:

-63.87%

Current Drawdown

FLBL:

-0.60%

TGIGX:

-2.49%

Returns By Period


FLBL

YTD

0.13%

1M

0.06%

6M

1.77%

1Y

5.62%

5Y*

6.69%

10Y*

N/A

TGIGX

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

1.50%

5Y*

13.39%

10Y*

4.78%

*Annualized

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FLBL vs. TGIGX - Expense Ratio Comparison

FLBL has a 0.45% expense ratio, which is lower than TGIGX's 0.90% expense ratio.


Expense ratio chart for TGIGX: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TGIGX: 0.90%
Expense ratio chart for FLBL: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLBL: 0.45%

Risk-Adjusted Performance

FLBL vs. TGIGX — 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 9292
Overall Rank
The Sharpe Ratio Rank of FLBL is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FLBL is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FLBL is 9696
Omega Ratio Rank
The Calmar Ratio Rank of FLBL is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FLBL is 9393
Martin Ratio Rank

TGIGX
The Risk-Adjusted Performance Rank of TGIGX is 6666
Overall Rank
The Sharpe Ratio Rank of TGIGX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of TGIGX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of TGIGX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of TGIGX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of TGIGX is 4444
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. TGIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Senior Loan ETF (FLBL) and TCW Relative Value Dividend Appreciation Fund (TGIGX). 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 chart of Sharpe ratio for FLBL, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.00
FLBL: 1.49
TGIGX: 0.63
The chart of Sortino ratio for FLBL, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.00
FLBL: 2.08
TGIGX: 0.97
The chart of Omega ratio for FLBL, currently valued at 1.47, compared to the broader market0.501.001.502.002.50
FLBL: 1.47
TGIGX: 1.28
The chart of Calmar ratio for FLBL, currently valued at 1.48, compared to the broader market0.002.004.006.008.0010.0012.00
FLBL: 1.48
TGIGX: 0.63
The chart of Martin ratio for FLBL, currently valued at 9.66, compared to the broader market0.0020.0040.0060.00
FLBL: 9.66
TGIGX: 1.15

The current FLBL Sharpe Ratio is 1.49, which is higher than the TGIGX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FLBL and TGIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.49
0.63
FLBL
TGIGX

Dividends

FLBL vs. TGIGX - Dividend Comparison

FLBL's dividend yield for the trailing twelve months is around 7.61%, more than TGIGX's 2.75% yield.


TTM20242023202220212020201920182017201620152014
FLBL
Franklin Liberty Senior Loan ETF
7.61%8.05%8.37%5.53%3.57%3.22%3.97%2.20%0.00%0.00%0.00%0.00%
TGIGX
TCW Relative Value Dividend Appreciation Fund
2.75%3.15%1.42%1.90%1.55%2.12%2.08%2.30%2.27%1.59%1.46%1.29%

Drawdowns

FLBL vs. TGIGX - Drawdown Comparison

The maximum FLBL drawdown since its inception was -19.52%, smaller than the maximum TGIGX drawdown of -63.87%. Use the drawdown chart below to compare losses from any high point for FLBL and TGIGX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.60%
-2.49%
FLBL
TGIGX

Volatility

FLBL vs. TGIGX - Volatility Comparison

Franklin Liberty Senior Loan ETF (FLBL) has a higher volatility of 3.55% compared to TCW Relative Value Dividend Appreciation Fund (TGIGX) at 0.00%. This indicates that FLBL's price experiences larger fluctuations and is considered to be riskier than TGIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
3.55%
0
FLBL
TGIGX