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FLCB vs. FLRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCB and FLRT is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

FLCB vs. FLRT - Performance Comparison

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

0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
1.18%
31.26%
FLCB
FLRT

Key characteristics

Sharpe Ratio

FLCB:

1.29

FLRT:

1.84

Sortino Ratio

FLCB:

1.93

FLRT:

2.31

Omega Ratio

FLCB:

1.23

FLRT:

1.63

Calmar Ratio

FLCB:

0.52

FLRT:

1.87

Martin Ratio

FLCB:

3.46

FLRT:

10.34

Ulcer Index

FLCB:

2.05%

FLRT:

0.52%

Daily Std Dev

FLCB:

5.50%

FLRT:

2.91%

Max Drawdown

FLCB:

-19.06%

FLRT:

-20.96%

Current Drawdown

FLCB:

-6.92%

FLRT:

-1.09%

Returns By Period

In the year-to-date period, FLCB achieves a 2.53% return, which is significantly higher than FLRT's -0.08% return.


FLCB

YTD

2.53%

1M

0.67%

6M

1.88%

1Y

7.51%

5Y*

-0.66%

10Y*

N/A

FLRT

YTD

-0.08%

1M

-0.63%

6M

1.28%

1Y

5.58%

5Y*

7.23%

10Y*

5.50%

*Annualized

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FLCB vs. FLRT - Expense Ratio Comparison

FLCB has a 0.15% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Expense ratio chart for FLRT: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLRT: 0.69%
Expense ratio chart for FLCB: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLCB: 0.15%

Risk-Adjusted Performance

FLCB vs. FLRT — Risk-Adjusted Performance Rank

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

FLCB
The Risk-Adjusted Performance Rank of FLCB is 8080
Overall Rank
The Sharpe Ratio Rank of FLCB is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCB is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FLCB is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FLCB is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FLCB is 7777
Martin Ratio Rank

FLRT
The Risk-Adjusted Performance Rank of FLRT is 9494
Overall Rank
The Sharpe Ratio Rank of FLRT is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of FLRT is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FLRT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FLRT is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FLRT is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLCB vs. FLRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty U.S. Core Bond ETF (FLCB) and Pacific Global Senior Loan ETF (FLRT). 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.


The chart of Sharpe ratio for FLCB, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.00
FLCB: 1.29
FLRT: 1.84
The chart of Sortino ratio for FLCB, currently valued at 1.93, compared to the broader market-2.000.002.004.006.008.00
FLCB: 1.93
FLRT: 2.31
The chart of Omega ratio for FLCB, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
FLCB: 1.23
FLRT: 1.63
The chart of Calmar ratio for FLCB, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
FLCB: 0.52
FLRT: 1.87
The chart of Martin ratio for FLCB, currently valued at 3.46, compared to the broader market0.0020.0040.0060.00
FLCB: 3.46
FLRT: 10.34

The current FLCB Sharpe Ratio is 1.29, which is lower than the FLRT Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FLCB and FLRT, 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 Ratio0.002.004.006.008.00NovemberDecember2025FebruaryMarchApril
1.29
1.84
FLCB
FLRT

Dividends

FLCB vs. FLRT - Dividend Comparison

FLCB's dividend yield for the trailing twelve months is around 4.19%, less than FLRT's 7.60% yield.


TTM2024202320222021202020192018201720162015
FLCB
Franklin Liberty U.S. Core Bond ETF
4.19%4.10%3.40%2.73%2.28%2.94%0.72%0.00%0.00%0.00%0.00%
FLRT
Pacific Global Senior Loan ETF
7.60%7.93%8.40%5.81%3.16%3.52%4.30%3.97%3.20%3.38%3.21%

Drawdowns

FLCB vs. FLRT - Drawdown Comparison

The maximum FLCB drawdown since its inception was -19.06%, smaller than the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for FLCB and FLRT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.92%
-1.09%
FLCB
FLRT

Volatility

FLCB vs. FLRT - Volatility Comparison

The current volatility for Franklin Liberty U.S. Core Bond ETF (FLCB) is 2.13%, while Pacific Global Senior Loan ETF (FLRT) has a volatility of 2.64%. This indicates that FLCB experiences smaller price fluctuations and is considered to be less risky than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.13%
2.64%
FLCB
FLRT