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FLCB vs. HTAB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCB vs. HTAB - Performance Comparison

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

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FLCB vs. HTAB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FLCB
Franklin U.S. Core Bond ETF
0.08%6.95%1.59%5.72%-13.54%-1.73%7.66%0.75%
HTAB
Hartford Schroders Tax-Aware Bond ETF
0.51%2.86%1.52%7.16%-8.33%-0.12%5.41%1.00%

Returns By Period

In the year-to-date period, FLCB achieves a 0.08% return, which is significantly lower than HTAB's 0.51% return.


FLCB

1D
0.03%
1M
-1.39%
YTD
0.08%
6M
0.76%
1Y
4.00%
3Y*
3.67%
5Y*
0.11%
10Y*

HTAB

1D
0.37%
1M
-1.58%
YTD
0.51%
6M
1.51%
1Y
3.32%
3Y*
2.76%
5Y*
0.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLCB vs. HTAB - Expense Ratio Comparison

FLCB has a 0.15% expense ratio, which is lower than HTAB's 0.39% expense ratio.


Return for Risk

FLCB vs. HTAB — Risk / Return Rank

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

FLCB
FLCB Risk / Return Rank: 4848
Overall Rank
FLCB Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FLCB Sortino Ratio Rank: 4545
Sortino Ratio Rank
FLCB Omega Ratio Rank: 3939
Omega Ratio Rank
FLCB Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLCB Martin Ratio Rank: 4545
Martin Ratio Rank

HTAB
HTAB Risk / Return Rank: 2828
Overall Rank
HTAB Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HTAB Sortino Ratio Rank: 2626
Sortino Ratio Rank
HTAB Omega Ratio Rank: 2929
Omega Ratio Rank
HTAB Calmar Ratio Rank: 2929
Calmar Ratio Rank
HTAB Martin Ratio Rank: 2424
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. HTAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Bond ETF (FLCB) and Hartford Schroders Tax-Aware Bond ETF (HTAB). 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.


FLCBHTABDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.59

+0.35

Sortino ratio

Return per unit of downside risk

1.32

0.81

+0.51

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

1.66

0.77

+0.89

Martin ratio

Return relative to average drawdown

4.63

1.92

+2.71

FLCB vs. HTAB - Sharpe Ratio Comparison

The current FLCB Sharpe Ratio is 0.93, which is higher than the HTAB Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FLCB and HTAB, 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


FLCBHTABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.59

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.12

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.42

-0.26

Correlation

The correlation between FLCB and HTAB is 0.64, 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.


Dividends

FLCB vs. HTAB - Dividend Comparison

FLCB's dividend yield for the trailing twelve months is around 4.23%, more than HTAB's 3.92% yield.


TTM20252024202320222021202020192018
FLCB
Franklin U.S. Core Bond ETF
4.23%4.19%4.10%3.40%2.73%2.28%3.24%0.73%0.00%
HTAB
Hartford Schroders Tax-Aware Bond ETF
3.92%3.88%3.57%3.21%2.26%2.18%1.64%2.77%1.61%

Drawdowns

FLCB vs. HTAB - Drawdown Comparison

The maximum FLCB drawdown since its inception was -18.82%, which is greater than HTAB's maximum drawdown of -14.76%. Use the drawdown chart below to compare losses from any high point for FLCB and HTAB.


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Drawdown Indicators


FLCBHTABDifference

Max Drawdown

Largest peak-to-trough decline

-18.82%

-14.76%

-4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-4.51%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-18.48%

-14.76%

-3.72%

Current Drawdown

Current decline from peak

-2.54%

-1.81%

-0.73%

Average Drawdown

Average peak-to-trough decline

-6.74%

-2.93%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

1.81%

-0.88%

Volatility

FLCB vs. HTAB - Volatility Comparison

Franklin U.S. Core Bond ETF (FLCB) and Hartford Schroders Tax-Aware Bond ETF (HTAB) have volatilities of 1.71% and 1.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCBHTABDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.69%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

2.57%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

5.66%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.72%

5.70%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.54%

5.19%

+0.35%