FLBL vs. VIGI
FLBL (Franklin Liberty Senior Loan ETF) and VIGI (Vanguard International Dividend Appreciation ETF) are both exchange-traded funds - FLBL is a High Yield Bonds fund actively managed by Franklin Templeton, while VIGI is a Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index. FLBL is actively managed, while VIGI is passively managed. Over the past 5 years, FLBL returned 5.11%/yr vs 4.27%/yr for VIGI. At a 0.40 correlation, their price movements are largely independent. FLBL charges 0.45%/yr vs 0.15%/yr for VIGI.
Performance
FLBL vs. VIGI - Performance Comparison
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Returns By Period
In the year-to-date period, FLBL achieves a 0.47% return, which is significantly lower than VIGI's 3.10% return.
FLBL
- 1D
- 0.00%
- 1M
- -0.50%
- YTD
- 0.47%
- 6M
- 0.11%
- 1Y
- 2.09%
- 3Y*
- 6.81%
- 5Y*
- 5.11%
- 10Y*
- —
VIGI
- 1D
- -0.22%
- 1M
- 0.88%
- YTD
- 3.10%
- 6M
- 3.92%
- 1Y
- 6.49%
- 3Y*
- 9.51%
- 5Y*
- 4.27%
- 10Y*
- 8.31%
FLBL vs. VIGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLBL Franklin Liberty Senior Loan ETF | 0.47% | 3.59% | 8.26% | 14.83% | -2.69% | 4.35% | 2.17% | 7.67% | -1.39% |
VIGI Vanguard International Dividend Appreciation ETF | 3.10% | 16.88% | 2.73% | 16.30% | -16.79% | 12.51% | 14.66% | 27.53% | -11.45% |
Correlation
The correlation between FLBL and VIGI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2018 | 0.40 |
The correlation between FLBL and VIGI shifts across timeframes, from 0.32 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FLBL vs. VIGI — Risk / Return Rank
FLBL
VIGI
FLBL vs. VIGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Senior Loan ETF (FLBL) and Vanguard International Dividend Appreciation ETF (VIGI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLBL | VIGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.08 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 0.48 | +0.15 |
| Martin ratioReturn relative to average drawdown | 2.11 | 1.70 | +0.41 |
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Drawdowns
FLBL vs. VIGI - Drawdown Comparison
The maximum FLBL drawdown since its inception was -19.52%, smaller than the maximum VIGI drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for FLBL and VIGI.
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Drawdown Indicators
| FLBL | VIGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.52% | -31.01% | +11.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -10.64% | +7.46% |
Max Drawdown (3Y)Largest decline over 3 years | -3.91% | -14.50% | +10.59% |
Max Drawdown (5Y)Largest decline over 5 years | -6.80% | -28.80% | +22.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.01% | — |
Current DrawdownCurrent decline from peak | -0.53% | -2.03% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -1.00% | -6.17% | +5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 3.04% | -2.10% |
Volatility
FLBL vs. VIGI - Volatility Comparison
The current volatility for Franklin Liberty Senior Loan ETF (FLBL) is 0.67%, while Vanguard International Dividend Appreciation ETF (VIGI) has a volatility of 3.35%. This indicates that FLBL experiences smaller price fluctuations and is considered to be less risky than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLBL | VIGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 3.35% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.25% | 10.40% | -8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.62% | 13.20% | -10.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.86% | 14.47% | -10.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.71% | 15.87% | -10.16% |
FLBL vs. VIGI - Expense Ratio Comparison
FLBL has a 0.45% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Dividends
FLBL vs. VIGI - Dividend Comparison
FLBL's dividend yield for the trailing twelve months is around 7.61%, more than VIGI's 2.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
FLBL Franklin Liberty Senior Loan ETF | 7.61% | 7.24% | 8.05% | 8.37% | 5.53% | 3.57% | 3.22% | 3.97% | 2.21% | 0.00% | 0.00% |
VIGI Vanguard International Dividend Appreciation ETF | 2.14% | 2.14% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 1.05% |
Frequently Asked Questions
FLBL and VIGI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VIGI has higher volatility (3.35%) compared to FLBL (0.67%). In terms of maximum drawdown, FLBL dropped -19.52% vs VIGI's -31.01%.
On 5-year performance, FLBL leads with 5.11% vs 4.27% for VIGI. On fees, VIGI is cheaper at 0.15% per year. On volatility, FLBL has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FLBL has performed better with a 5.11% return vs 4.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VIGI is cheaper with a 0.15% expense ratio, compared with 0.45% for FLBL.
FLBL has the higher dividend yield at 7.61%, compared with 2.14% for VIGI.
FLBL is categorized as High Yield Bonds, while VIGI is Dividend. They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.45% for FLBL and 0.15% for VIGI.
FLBL currently has the higher Sharpe Ratio (0.76 vs 0.39), 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.
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