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FLCB vs. FLGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCB vs. FLGV - Performance Comparison

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

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FLCB vs. FLGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FLCB
Franklin U.S. Core Bond ETF
0.05%6.95%1.59%5.72%-13.54%-1.73%1.96%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
0.19%6.22%0.62%4.18%-11.53%-2.39%-0.27%

Returns By Period

In the year-to-date period, FLCB achieves a 0.05% return, which is significantly lower than FLGV's 0.19% return.


FLCB

1D
0.14%
1M
-1.84%
YTD
0.05%
6M
1.01%
1Y
4.25%
3Y*
3.66%
5Y*
0.10%
10Y*

FLGV

1D
0.12%
1M
-1.62%
YTD
0.19%
6M
0.98%
1Y
3.43%
3Y*
2.67%
5Y*
0.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLCB vs. FLGV - Expense Ratio Comparison

FLCB has a 0.15% expense ratio, which is higher than FLGV's 0.09% 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%.


Return for Risk

FLCB vs. FLGV — Risk / Return Rank

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

FLCB
FLCB Risk / Return Rank: 5555
Overall Rank
FLCB Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FLCB Sortino Ratio Rank: 5353
Sortino Ratio Rank
FLCB Omega Ratio Rank: 4646
Omega Ratio Rank
FLCB Calmar Ratio Rank: 6868
Calmar Ratio Rank
FLCB Martin Ratio Rank: 5050
Martin Ratio Rank

FLGV
FLGV Risk / Return Rank: 4646
Overall Rank
FLGV Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FLGV Sortino Ratio Rank: 4646
Sortino Ratio Rank
FLGV Omega Ratio Rank: 3737
Omega Ratio Rank
FLGV Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLGV Martin Ratio Rank: 4242
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. FLGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Bond ETF (FLCB) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). 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.


FLCBFLGVDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.84

+0.16

Sortino ratio

Return per unit of downside risk

1.40

1.25

+0.15

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

1.72

1.51

+0.21

Martin ratio

Return relative to average drawdown

4.82

3.95

+0.87

FLCB vs. FLGV - Sharpe Ratio Comparison

The current FLCB Sharpe Ratio is 0.99, which is comparable to the FLGV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FLCB and FLGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLCBFLGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.84

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.00

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

-0.13

+0.29

Correlation

The correlation between FLCB and FLGV is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLCB vs. FLGV - Dividend Comparison

FLCB's dividend yield for the trailing twelve months is around 4.21%, more than FLGV's 4.06% yield.


TTM2025202420232022202120202019
FLCB
Franklin U.S. Core Bond ETF
4.21%4.19%4.10%3.40%2.73%2.28%3.24%0.73%
FLGV
Franklin Liberty U.S. Treasury Bond ETF
4.06%4.07%4.13%3.46%2.21%1.92%0.97%0.00%

Drawdowns

FLCB vs. FLGV - Drawdown Comparison

The maximum FLCB drawdown since its inception was -18.82%, which is greater than FLGV's maximum drawdown of -17.63%. Use the drawdown chart below to compare losses from any high point for FLCB and FLGV.


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Drawdown Indicators


FLCBFLGVDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-17.63%

-1.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-2.45%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-18.48%

-15.26%

-3.22%

Current Drawdown

Current decline from peak

-2.57%

-5.41%

+2.84%

Average Drawdown

Average peak-to-trough decline

-6.74%

-8.83%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.94%

-0.02%

Volatility

FLCB vs. FLGV - Volatility Comparison

Franklin U.S. Core Bond ETF (FLCB) has a higher volatility of 1.71% compared to Franklin Liberty U.S. Treasury Bond ETF (FLGV) at 1.45%. This indicates that FLCB's price experiences larger fluctuations and is considered to be riskier than FLGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCBFLGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.45%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

2.53%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.13%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

5.41%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.54%

5.19%

+0.35%