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FLIA vs. BNDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLIA and BNDX is 0.06, 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.


Performance

FLIA vs. BNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty International Aggregate Bond ETF (FLIA) and Vanguard Total International Bond ETF (BNDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FLIA:

0.90

BNDX:

1.40

Sortino Ratio

FLIA:

1.37

BNDX:

1.97

Omega Ratio

FLIA:

1.16

BNDX:

1.24

Calmar Ratio

FLIA:

0.62

BNDX:

0.57

Martin Ratio

FLIA:

5.91

BNDX:

6.11

Ulcer Index

FLIA:

0.68%

BNDX:

0.83%

Daily Std Dev

FLIA:

4.40%

BNDX:

3.73%

Max Drawdown

FLIA:

-11.24%

BNDX:

-16.23%

Current Drawdown

FLIA:

-1.81%

BNDX:

-3.01%

Returns By Period

In the year-to-date period, FLIA achieves a 0.30% return, which is significantly lower than BNDX's 1.10% return.


FLIA

YTD

0.30%

1M

0.65%

6M

1.04%

1Y

4.00%

5Y*

0.37%

10Y*

N/A

BNDX

YTD

1.10%

1M

0.72%

6M

1.65%

1Y

5.47%

5Y*

0.11%

10Y*

2.09%

*Annualized

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FLIA vs. BNDX - Expense Ratio Comparison

FLIA has a 0.25% expense ratio, which is higher than BNDX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FLIA vs. BNDX — Risk-Adjusted Performance Rank

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

FLIA
The Risk-Adjusted Performance Rank of FLIA is 7878
Overall Rank
The Sharpe Ratio Rank of FLIA is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FLIA is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FLIA is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FLIA is 8888
Martin Ratio Rank

BNDX
The Risk-Adjusted Performance Rank of BNDX is 8484
Overall Rank
The Sharpe Ratio Rank of BNDX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BNDX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BNDX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of BNDX is 8888
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.

FLIA vs. BNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty International Aggregate Bond ETF (FLIA) and Vanguard Total International Bond ETF (BNDX). 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 current FLIA Sharpe Ratio is 0.90, which is lower than the BNDX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FLIA and BNDX, 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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Dividends

FLIA vs. BNDX - Dividend Comparison

FLIA's dividend yield for the trailing twelve months is around 2.96%, less than BNDX's 4.29% yield.


TTM20242023202220212020201920182017201620152014
FLIA
Franklin Liberty International Aggregate Bond ETF
2.96%2.97%0.94%18.13%2.26%0.43%2.93%1.23%0.00%0.00%0.00%0.00%
BNDX
Vanguard Total International Bond ETF
4.29%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

FLIA vs. BNDX - Drawdown Comparison

The maximum FLIA drawdown since its inception was -11.24%, smaller than the maximum BNDX drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for FLIA and BNDX. For additional features, visit the drawdowns tool.


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Volatility

FLIA vs. BNDX - Volatility Comparison

Franklin Liberty International Aggregate Bond ETF (FLIA) has a higher volatility of 1.58% compared to Vanguard Total International Bond ETF (BNDX) at 1.08%. This indicates that FLIA's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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