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FLHY vs. NHYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLHY vs. NHYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty High Yield Corporate ETF (FLHY) and Nuveen High Yield Corporate Bond ETF (NHYB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FLHY having a 1.94% return and NHYB slightly lower at 1.93%.


FLHY

1D
-0.02%
1M
0.42%
YTD
1.94%
6M
2.00%
1Y
6.80%
3Y*
9.52%
5Y*
4.57%
10Y*

NHYB

1D
0.02%
1M
0.54%
YTD
1.93%
6M
1.85%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLHY vs. NHYB - Yearly Performance Comparison


Correlation

The correlation between FLHY and NHYB is 0.88, 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 Sep 24, 2025

0.88

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Return for Risk

FLHY vs. NHYB — Risk / Return Rank

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

FLHY
FLHY Risk / Return Rank: 6767
Overall Rank
FLHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FLHY Sortino Ratio Rank: 6868
Sortino Ratio Rank
FLHY Omega Ratio Rank: 6565
Omega Ratio Rank
FLHY Calmar Ratio Rank: 6464
Calmar Ratio Rank
FLHY Martin Ratio Rank: 7777
Martin Ratio Rank

NHYB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FLHY vs. NHYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty High Yield Corporate ETF (FLHY) and Nuveen High Yield Corporate Bond ETF (NHYB). 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.


FLHYNHYBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.81

Martin ratioReturn relative to average drawdown

13.14

FLHY vs. NHYB - Sharpe Ratio Comparison


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Drawdowns

FLHY vs. NHYB - Drawdown Comparison

The maximum FLHY drawdown since its inception was -22.58%, which is greater than NHYB's maximum drawdown of -2.40%. Use the drawdown chart below to compare losses from any high point for FLHY and NHYB.


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Drawdown Indicators


FLHYNHYBDifference

Max Drawdown

Largest peak-to-trough decline

-22.58%

-2.40%

-20.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-15.19%

Current Drawdown

Current decline from peak

-0.21%

-0.18%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.53%

-0.36%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

Volatility

FLHY vs. NHYB - Volatility Comparison


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Volatility by Period


FLHYNHYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

3.63%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.95%

3.63%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.09%

3.63%

+4.46%

FLHY vs. NHYB - Expense Ratio Comparison

FLHY has a 0.40% expense ratio, which is higher than NHYB's 0.08% expense ratio.


Dividends

FLHY vs. NHYB - Dividend Comparison

FLHY's dividend yield for the trailing twelve months is around 6.46%, more than NHYB's 4.24% yield.


PositionTTM20252024202320222021202020192018
FLHY
Franklin Liberty High Yield Corporate ETF
6.46%6.53%6.51%6.26%6.54%5.76%5.47%5.61%4.27%
NHYB
Nuveen High Yield Corporate Bond ETF
4.24%1.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLHY and NHYB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NHYB is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NHYB is cheaper with a 0.08% expense ratio, compared with 0.40% for FLHY.

FLHY has the higher dividend yield at 6.46%, compared with 4.24% for NHYB.

They also come from different issuers: Franklin Templeton and Nuveen. Their fees differ too: 0.40% for FLHY and 0.08% for NHYB.

Portfolio Optimizer

Find the right allocation for FLHY and NHYB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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