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FLGV vs. VGVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLGV vs. VGVT - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLGV achieves a 0.06% return, which is significantly lower than VGVT's 0.11% return.


FLGV

1D
-0.17%
1M
0.12%
YTD
0.06%
6M
-0.23%
1Y
3.99%
3Y*
2.91%
5Y*
-0.17%
10Y*

VGVT

1D
-0.15%
1M
0.17%
YTD
0.11%
6M
0.10%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLGV vs. VGVT - Yearly Performance Comparison


Correlation

The correlation between FLGV and VGVT is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2025

0.89

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Return for Risk

FLGV vs. VGVT — Risk / Return Rank

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

FLGV
FLGV Risk / Return Rank: 2929
Overall Rank
FLGV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FLGV Sortino Ratio Rank: 2929
Sortino Ratio Rank
FLGV Omega Ratio Rank: 2828
Omega Ratio Rank
FLGV Calmar Ratio Rank: 2929
Calmar Ratio Rank
FLGV Martin Ratio Rank: 2929
Martin Ratio Rank

VGVT
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.

FLGV vs. VGVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty U.S. Treasury Bond ETF (FLGV) and Vanguard Government Securities Active ETF (VGVT). 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.


FLGVVGVTDifference

Sharpe ratio

Return per unit of total volatility

1.07

Sortino ratio

Return per unit of downside risk

1.63

Omega ratio

Gain probability vs. loss probability

1.19

Calmar ratio

Return relative to maximum drawdown

1.42

Martin ratio

Return relative to average drawdown

4.20

FLGV vs. VGVT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLGVVGVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

1.17

-1.31

Drawdowns

FLGV vs. VGVT - Drawdown Comparison

The maximum FLGV drawdown since its inception was -17.63%, which is greater than VGVT's maximum drawdown of -2.77%. Use the drawdown chart below to compare losses from any high point for FLGV and VGVT.


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Drawdown Indicators


FLGVVGVTDifference

Max Drawdown

Largest peak-to-trough decline

-17.63%

-2.77%

-14.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-15.26%

Current Drawdown

Current decline from peak

-5.54%

-1.76%

-3.78%

Average Drawdown

Average peak-to-trough decline

-8.73%

-0.67%

-8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

Volatility

FLGV vs. VGVT - Volatility Comparison


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Volatility by Period


FLGVVGVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

3.22%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.43%

3.22%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

3.22%

+1.93%

FLGV vs. VGVT - Expense Ratio Comparison

FLGV has a 0.09% expense ratio, which is lower than VGVT's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

FLGV vs. VGVT - Dividend Comparison

FLGV's dividend yield for the trailing twelve months is around 4.15%, more than VGVT's 3.99% yield.


PositionTTM202520242023202220212020
FLGV
Franklin Liberty U.S. Treasury Bond ETF
4.15%4.07%4.13%3.46%2.21%1.92%0.97%
VGVT
Vanguard Government Securities Active ETF
3.99%2.29%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLGV and VGVT have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLGV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLGV is cheaper with a 0.09% expense ratio, compared with 0.10% for VGVT.

FLGV has the higher dividend yield at 4.15%, compared with 3.99% for VGVT.

FLGV is categorized as Government Bonds, while VGVT is Intermediate Core Bond. They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.09% for FLGV and 0.10% for VGVT.

Portfolio Optimizer

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