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FLIA vs. GNMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLIA vs. GNMA - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLIA achieves a 1.23% return, which is significantly higher than GNMA's 0.75% return.


FLIA

1D
0.02%
1M
0.71%
YTD
1.23%
6M
0.98%
1Y
2.47%
3Y*
3.45%
5Y*
0.94%
10Y*

GNMA

1D
0.07%
1M
-0.07%
YTD
0.75%
6M
1.24%
1Y
6.63%
3Y*
4.27%
5Y*
0.61%
10Y*
1.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLIA vs. GNMA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLIA
Franklin Liberty International Aggregate Bond ETF
1.23%2.12%2.42%7.17%-7.68%-1.98%1.37%7.58%-2.59%
GNMA
iShares GNMA Bond ETF
0.75%8.25%1.07%5.34%-10.83%-1.86%3.51%5.85%2.29%

Correlation

The correlation between FLIA and GNMA is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.60

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2018

0.48

The correlation between FLIA and GNMA shifts across timeframes, from 0.48 (all time) to 0.61 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FLIA vs. GNMA — Risk / Return Rank

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

FLIA
FLIA Risk / Return Rank: 2222
Overall Rank
FLIA Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FLIA Sortino Ratio Rank: 2020
Sortino Ratio Rank
FLIA Omega Ratio Rank: 2020
Omega Ratio Rank
FLIA Calmar Ratio Rank: 2525
Calmar Ratio Rank
FLIA Martin Ratio Rank: 2424
Martin Ratio Rank

GNMA
GNMA Risk / Return Rank: 4646
Overall Rank
GNMA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GNMA Sortino Ratio Rank: 4848
Sortino Ratio Rank
GNMA Omega Ratio Rank: 4343
Omega Ratio Rank
GNMA Calmar Ratio Rank: 4949
Calmar Ratio Rank
GNMA 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.

FLIA vs. GNMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty International Aggregate Bond ETF (FLIA) and iShares GNMA Bond ETF (GNMA). 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.


FLIAGNMADifference

Sharpe ratio

Return per unit of total volatility

0.74

1.55

-0.81

Sortino ratio

Return per unit of downside risk

1.08

2.38

-1.30

Omega ratio

Gain probability vs. loss probability

1.13

1.28

-0.14

Calmar ratio

Return relative to maximum drawdown

1.23

2.46

-1.22

Martin ratio

Return relative to average drawdown

3.29

7.90

-4.61

FLIA vs. GNMA - Sharpe Ratio Comparison

The current FLIA Sharpe Ratio is 0.74, which is lower than the GNMA Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of FLIA and GNMA, 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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Sharpe Ratios by Period


FLIAGNMADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.55

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.09

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.25

-0.02

Drawdowns

FLIA vs. GNMA - Drawdown Comparison

The maximum FLIA drawdown since its inception was -11.24%, smaller than the maximum GNMA drawdown of -17.09%. Use the drawdown chart below to compare losses from any high point for FLIA and GNMA.


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Drawdown Indicators


FLIAGNMADifference

Max Drawdown

Largest peak-to-trough decline

-11.24%

-17.09%

+5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-2.61%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-2.77%

-7.13%

+4.36%

Max Drawdown (5Y)

Largest decline over 5 years

-9.42%

-15.83%

+6.41%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

Current Drawdown

Current decline from peak

-0.59%

-1.22%

+0.63%

Average Drawdown

Average peak-to-trough decline

-3.80%

-3.66%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.81%

-0.04%

Volatility

FLIA vs. GNMA - Volatility Comparison

The current volatility for Franklin Liberty International Aggregate Bond ETF (FLIA) is 1.19%, while iShares GNMA Bond ETF (GNMA) has a volatility of 1.54%. This indicates that FLIA experiences smaller price fluctuations and is considered to be less risky than GNMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLIAGNMADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

1.54%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

3.15%

-0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

4.30%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

6.61%

-2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

5.13%

-0.42%

FLIA vs. GNMA - Expense Ratio Comparison

FLIA has a 0.25% expense ratio, which is higher than GNMA's 0.15% 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%.


Dividends

FLIA vs. GNMA - Dividend Comparison

FLIA's dividend yield for the trailing twelve months is around 2.69%, less than GNMA's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
FLIA
Franklin Liberty International Aggregate Bond ETF
2.69%2.62%2.97%0.93%18.12%2.26%0.43%2.93%1.23%0.00%0.00%0.00%
GNMA
iShares GNMA Bond ETF
4.23%4.19%4.15%3.43%2.01%0.64%1.89%2.61%2.41%2.15%1.89%1.50%

Frequently Asked Questions


FLIA and GNMA have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNMA has higher volatility (1.54%) compared to FLIA (1.19%). In terms of maximum drawdown, FLIA dropped -11.24% vs GNMA's -17.09%.

On 5-year performance, FLIA leads with 0.94% vs 0.61% for GNMA. On fees, GNMA is cheaper at 0.15% per year. On volatility, FLIA has been the lower-risk option at 1.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLIA has performed better with a 0.94% return vs 0.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GNMA is cheaper with a 0.15% expense ratio, compared with 0.25% for FLIA.

GNMA has the higher dividend yield at 4.23%, compared with 2.69% for FLIA.

FLIA is categorized as International Government Bonds, while GNMA is Mortgage Backed Securities. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.25% for FLIA and 0.15% for GNMA.

GNMA currently has the higher Sharpe Ratio (1.55 vs 0.74), 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.

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