FLIA vs. IGOV
Compare and contrast key facts about Franklin Liberty International Aggregate Bond ETF (FLIA) and iShares International Treasury Bond ETF (IGOV).
FLIA and IGOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLIA is an actively managed fund by Franklin Templeton. It was launched on May 30, 2018. IGOV is a passively managed fund by iShares that tracks the performance of the S&P/Citigroup International Treasury Bond Index Ex-US. It was launched on Jan 21, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLIA or IGOV.
Key characteristics
| FLIA | IGOV | |
|---|---|---|
| YTD Return | -1.95% | -7.40% |
| 1Y Return | 2.88% | -4.04% |
| 3Y Return (Ann) | -1.02% | -10.06% |
| 5Y Return (Ann) | 0.39% | -4.50% |
| Sharpe Ratio | 0.38 | -0.56 |
| Daily Std Dev | 5.68% | 9.53% |
| Max Drawdown | -11.24% | -35.88% |
| Current Drawdown | -6.28% | -31.21% |
Correlation
The correlation between FLIA and IGOV is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FLIA vs. IGOV - Performance Comparison
In the year-to-date period, FLIA achieves a -1.95% return, which is significantly higher than IGOV's -7.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLIA vs. IGOV - Expense Ratio Comparison
FLIA has a 0.25% expense ratio, which is lower than IGOV's 0.35% expense ratio.
Risk-Adjusted Performance
FLIA vs. IGOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty International Aggregate Bond ETF (FLIA) and iShares International Treasury Bond ETF (IGOV). 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.
Dividends
FLIA vs. IGOV - Dividend Comparison
FLIA's dividend yield for the trailing twelve months is around 0.95%, while IGOV has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLIA Franklin Liberty International Aggregate Bond ETF | 0.95% | 0.93% | 18.12% | 2.26% | 0.43% | 2.93% | 1.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGOV iShares International Treasury Bond ETF | 0.00% | 0.00% | 0.11% | 0.39% | 0.00% | 0.24% | 0.31% | 0.19% | 0.69% | 0.22% | 1.28% | 1.32% |
Drawdowns
FLIA vs. IGOV - Drawdown Comparison
The maximum FLIA drawdown since its inception was -11.24%, smaller than the maximum IGOV drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for FLIA and IGOV. For additional features, visit the drawdowns tool.
Volatility
FLIA vs. IGOV - Volatility Comparison
The current volatility for Franklin Liberty International Aggregate Bond ETF (FLIA) is 1.31%, while iShares International Treasury Bond ETF (IGOV) has a volatility of 2.62%. This indicates that FLIA experiences smaller price fluctuations and is considered to be less risky than IGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.