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FLCO vs. PDBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLCO vs. PDBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Investment Grade Corporate ETF (FLCO) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLCO achieves a 0.05% return, which is significantly lower than PDBC's 24.08% return.


FLCO

1D
-0.26%
1M
-0.63%
6M
-0.18%
YTD
0.05%
1Y
3.94%
3Y*
5.01%
5Y*
-0.26%
10Y*

PDBC

1D
0.12%
1M
-3.63%
6M
21.24%
YTD
24.08%
1Y
27.16%
3Y*
9.96%
5Y*
10.22%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCO vs. PDBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLCO
Franklin Liberty Investment Grade Corporate ETF
0.05%7.53%1.93%7.94%-16.08%-2.06%10.01%14.82%-3.06%5.98%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
24.08%5.96%2.09%-6.25%19.23%41.72%-7.84%11.44%-12.78%5.06%

Correlation

The correlation between FLCO and PDBC is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.34

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

-0.14

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2016

-0.04

Over the past year, the inverse relationship between FLCO and PDBC has strengthened: their correlation has moved from -0.04 to -0.34, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

FLCO vs. PDBC — Risk / Return Rank

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

FLCO
FLCO Risk / Return Rank: 2828
Overall Rank
FLCO Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FLCO Sortino Ratio Rank: 2525
Sortino Ratio Rank
FLCO Omega Ratio Rank: 2424
Omega Ratio Rank
FLCO Calmar Ratio Rank: 3131
Calmar Ratio Rank
FLCO Martin Ratio Rank: 3232
Martin Ratio Rank

PDBC
PDBC Risk / Return Rank: 5151
Overall Rank
PDBC Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 5454
Sortino Ratio Rank
PDBC Omega Ratio Rank: 5353
Omega Ratio Rank
PDBC Calmar Ratio Rank: 4343
Calmar Ratio Rank
PDBC Martin Ratio Rank: 4747
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.

FLCO vs. PDBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Investment Grade Corporate ETF (FLCO) and Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLCOPDBCDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.14

1.27

-0.13

Calmar ratioReturn relative to maximum drawdown

1.27

1.75

-0.48

Martin ratioReturn relative to average drawdown

3.75

6.25

-2.50

FLCO vs. PDBC - Sharpe Ratio Comparison

The current FLCO Sharpe Ratio is 0.81, which is lower than the PDBC Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FLCO and PDBC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLCO vs. PDBC - Drawdown Comparison

The maximum FLCO drawdown since its inception was -22.71%, smaller than the maximum PDBC drawdown of -49.52%. Use the drawdown chart below to compare losses from any high point for FLCO and PDBC.


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Drawdown Indicators


FLCOPDBCDifference

Max Drawdown

Largest peak-to-trough decline

-22.71%

-49.52%

+26.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-16.55%

+13.79%

Max Drawdown (3Y)

Largest decline over 3 years

-6.59%

-16.55%

+9.96%

Max Drawdown (5Y)

Largest decline over 5 years

-22.48%

-27.63%

+5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

Current Drawdown

Current decline from peak

-2.71%

-13.06%

+10.35%

Average Drawdown

Average peak-to-trough decline

-5.84%

-23.11%

+17.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

4.64%

-3.70%

Volatility

FLCO vs. PDBC - Volatility Comparison

The current volatility for Franklin Liberty Investment Grade Corporate ETF (FLCO) is 1.27%, while Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a volatility of 5.48%. This indicates that FLCO experiences smaller price fluctuations and is considered to be less risky than PDBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCOPDBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

5.48%

-4.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

16.59%

-13.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

18.72%

-14.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

19.19%

-12.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.81%

17.75%

-10.94%

FLCO vs. PDBC - Expense Ratio Comparison

FLCO has a 0.35% expense ratio, which is lower than PDBC's 0.58% expense ratio.


Dividends

FLCO vs. PDBC - Dividend Comparison

FLCO's dividend yield for the trailing twelve months is around 4.71%, more than PDBC's 3.09% yield.


PositionTTM2025202420232022202120202019201820172016
FLCO
Franklin Liberty Investment Grade Corporate ETF
4.71%4.60%4.63%3.83%3.85%2.85%3.99%3.39%3.86%3.33%0.51%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
3.09%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


FLCO and PDBC have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (5.48%) compared to FLCO (1.27%). In terms of maximum drawdown, FLCO dropped -22.71% vs PDBC's -49.52%.

On 5-year performance, PDBC leads with 10.22% vs -0.26% for FLCO. On fees, FLCO is cheaper at 0.35% per year. On volatility, FLCO has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PDBC has performed better with a 10.22% return vs -0.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLCO is cheaper with a 0.35% expense ratio, compared with 0.58% for PDBC.

FLCO has the higher dividend yield at 4.71%, compared with 3.09% for PDBC.

FLCO is categorized as Corporate Bonds, while PDBC is Commodities. They also come from different issuers: Franklin Templeton and Invesco. Their fees differ too: 0.35% for FLCO and 0.58% for PDBC.

PDBC currently has the higher Sharpe Ratio (1.55 vs 0.81), 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 FLCO and PDBC

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