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

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.


-0.50.00.51.00.5

Performance

FLBL vs. VTI - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
36.41%
134.38%
FLBL
VTI

Key characteristics

Sharpe Ratio

FLBL:

4.63

VTI:

2.13

Sortino Ratio

FLBL:

7.02

VTI:

2.83

Omega Ratio

FLBL:

2.16

VTI:

1.39

Calmar Ratio

FLBL:

9.85

VTI:

3.18

Martin Ratio

FLBL:

59.90

VTI:

13.57

Ulcer Index

FLBL:

0.14%

VTI:

2.01%

Daily Std Dev

FLBL:

1.84%

VTI:

12.80%

Max Drawdown

FLBL:

-19.52%

VTI:

-55.45%

Current Drawdown

FLBL:

-0.08%

VTI:

-1.45%

Returns By Period

In the year-to-date period, FLBL achieves a 8.11% return, which is significantly lower than VTI's 26.93% return.


FLBL

YTD

8.11%

1M

0.55%

6M

3.93%

1Y

8.49%

5Y*

5.23%

10Y*

N/A

VTI

YTD

26.93%

1M

0.53%

6M

11.65%

1Y

27.25%

5Y*

14.35%

10Y*

12.66%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLBL vs. VTI - Expense Ratio Comparison

FLBL has a 0.45% expense ratio, which is higher than VTI's 0.03% expense ratio.


FLBL
Franklin Liberty Senior Loan ETF
Expense ratio chart for FLBL: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for FLBL, currently valued at 4.63, compared to the broader market0.002.004.004.632.13
The chart of Sortino ratio for FLBL, currently valued at 7.02, compared to the broader market-2.000.002.004.006.008.0010.007.022.83
The chart of Omega ratio for FLBL, currently valued at 2.16, compared to the broader market0.501.001.502.002.503.002.161.39
The chart of Calmar ratio for FLBL, currently valued at 9.85, compared to the broader market0.005.0010.0015.009.853.18
The chart of Martin ratio for FLBL, currently valued at 59.90, compared to the broader market0.0020.0040.0060.0080.00100.0059.9013.57
FLBL
VTI

The current FLBL Sharpe Ratio is 4.63, which is higher than the VTI Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FLBL and VTI, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
4.63
2.13
FLBL
VTI

Dividends

FLBL vs. VTI - Dividend Comparison

FLBL's dividend yield for the trailing twelve months is around 8.06%, more than VTI's 1.24% yield.


TTM20232022202120202019201820172016201520142013
FLBL
Franklin Liberty Senior Loan ETF
8.06%8.37%5.53%3.57%3.22%3.97%2.20%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.24%1.44%1.67%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.08%
-1.45%
FLBL
VTI

Volatility

FLBL vs. VTI - Volatility Comparison

The current volatility for Franklin Liberty Senior Loan ETF (FLBL) is 0.39%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.09%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.39%
4.09%
FLBL
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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