FLBL vs. VTI
Compare and contrast key facts about Franklin Liberty Senior Loan ETF (FLBL) and Vanguard Total Stock Market ETF (VTI).
FLBL and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLBL is an actively managed fund by Franklin Templeton. It was launched on May 30, 2018. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLBL or VTI.
Key characteristics
| FLBL | VTI | |
|---|---|---|
| YTD Return | 2.00% | 6.93% |
| 1Y Return | 11.58% | 24.41% |
| 3Y Return (Ann) | 5.34% | 6.83% |
| 5Y Return (Ann) | 4.57% | 12.93% |
| Sharpe Ratio | 4.06 | 2.13 |
| Daily Std Dev | 2.87% | 11.95% |
| Max Drawdown | -19.52% | -55.45% |
| Current Drawdown | -0.31% | -2.74% |
Correlation
The correlation between FLBL and VTI 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.
Performance
FLBL vs. VTI - Performance Comparison
In the year-to-date period, FLBL achieves a 2.00% return, which is significantly lower than VTI's 6.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLBL vs. VTI - Expense Ratio Comparison
FLBL has a 0.45% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
FLBL vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Senior Loan ETF (FLBL) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
FLBL vs. VTI - Dividend Comparison
FLBL's dividend yield for the trailing twelve months is around 8.40%, more than VTI's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLBL Franklin Liberty Senior Loan ETF | 7.65% | 8.37% | 5.53% | 3.57% | 3.22% | 3.97% | 2.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.40% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FLBL vs. VTI - Drawdown Comparison
The maximum FLBL drawdown since its inception was -19.52%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FLBL and VTI. For additional features, visit the drawdowns tool.
Volatility
FLBL vs. VTI - Volatility Comparison
The current volatility for Franklin Liberty Senior Loan ETF (FLBL) is 0.79%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.71%. This indicates that FLBL experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.