PortfoliosLab logoPortfoliosLab logo
FLCB vs. BIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLCB vs. BIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Core Bond ETF (FLCB) and Vanguard Intermediate-Term Bond Index ETF (BIV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FLCB achieves a 0.32% return, which is significantly higher than BIV's -0.24% return.


FLCB

1D
-0.09%
1M
0.30%
YTD
0.32%
6M
0.24%
1Y
5.28%
3Y*
3.99%
5Y*
-0.00%
10Y*

BIV

1D
-0.22%
1M
0.04%
YTD
-0.24%
6M
-0.48%
1Y
4.80%
3Y*
4.27%
5Y*
0.25%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCB vs. BIV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLCB
Franklin U.S. Core Bond ETF
0.32%6.95%1.59%5.72%-13.54%-1.73%7.66%0.75%
BIV
Vanguard Intermediate-Term Bond Index ETF
-0.24%8.52%1.57%6.07%-13.21%-2.40%9.67%0.80%

Correlation

The correlation between FLCB and BIV is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2019

0.91

The correlation between FLCB and BIV has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

FLCB vs. BIV — Risk / Return Rank

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

FLCB
FLCB Risk / Return Rank: 3838
Overall Rank
FLCB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FLCB Sortino Ratio Rank: 3939
Sortino Ratio Rank
FLCB Omega Ratio Rank: 3737
Omega Ratio Rank
FLCB Calmar Ratio Rank: 3838
Calmar Ratio Rank
FLCB Martin Ratio Rank: 3737
Martin Ratio Rank

BIV
BIV Risk / Return Rank: 3131
Overall Rank
BIV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
BIV Sortino Ratio Rank: 3232
Sortino Ratio Rank
BIV Omega Ratio Rank: 3030
Omega Ratio Rank
BIV Calmar Ratio Rank: 3030
Calmar Ratio Rank
BIV Martin Ratio Rank: 3131
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.

FLCB vs. BIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Bond ETF (FLCB) and Vanguard Intermediate-Term Bond Index ETF (BIV). 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.


FLCBBIVDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.19

+0.19

Sortino ratio

Return per unit of downside risk

2.02

1.77

+0.25

Omega ratio

Gain probability vs. loss probability

1.24

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.86

1.52

+0.34

Martin ratio

Return relative to average drawdown

5.68

4.60

+1.09

FLCB vs. BIV - Sharpe Ratio Comparison

The current FLCB Sharpe Ratio is 1.37, which is comparable to the BIV Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FLCB and BIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FLCBBIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.19

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.04

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.65

-0.48

Drawdowns

FLCB vs. BIV - Drawdown Comparison

The maximum FLCB drawdown since its inception was -18.82%, roughly equal to the maximum BIV drawdown of -18.95%. Use the drawdown chart below to compare losses from any high point for FLCB and BIV.


Loading charts...

Drawdown Indicators


FLCBBIVDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-18.95%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-3.18%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-6.16%

-6.07%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.48%

-18.74%

+0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-18.95%

Current Drawdown

Current decline from peak

-2.32%

-2.04%

-0.28%

Average Drawdown

Average peak-to-trough decline

-6.63%

-3.39%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.05%

-0.12%

Volatility

FLCB vs. BIV - Volatility Comparison

The current volatility for Franklin U.S. Core Bond ETF (FLCB) is 1.24%, while Vanguard Intermediate-Term Bond Index ETF (BIV) has a volatility of 1.36%. This indicates that FLCB experiences smaller price fluctuations and is considered to be less risky than BIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLCBBIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.36%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.90%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

4.06%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.75%

6.40%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

5.50%

+0.01%

FLCB vs. BIV - Expense Ratio Comparison

FLCB has a 0.15% expense ratio, which is higher than BIV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLCB vs. BIV - Dividend Comparison

FLCB's dividend yield for the trailing twelve months is around 4.30%, more than BIV's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BIV
Vanguard Intermediate-Term Bond Index ETF
4.22%4.01%3.79%3.09%2.41%3.42%2.95%2.75%2.88%2.69%3.01%3.02%
FLCB
Franklin U.S. Core Bond ETF
4.30%4.19%4.10%3.40%2.73%2.28%3.24%0.73%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, FLCB and BIV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BIV has higher volatility (1.36%) compared to FLCB (1.24%). In terms of maximum drawdown, FLCB dropped -18.82% vs BIV's -18.95%.

On 5-year performance, BIV leads with 0.25% vs -0.00% for FLCB. On fees, BIV is cheaper at 0.03% per year. On volatility, FLCB has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BIV has performed better with a 0.25% return vs -0.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIV is cheaper with a 0.03% expense ratio, compared with 0.15% for FLCB.

FLCB has the higher dividend yield at 4.30%, compared with 4.22% for BIV.

They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.15% for FLCB and 0.03% for BIV.

FLCB currently has the higher Sharpe Ratio (1.37 vs 1.19), 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.

Portfolio Optimizer

Find the right allocation for FLCB and BIV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer