PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLIA vs. ISHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLIA and ISHG is 0.30, 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.


-0.50.00.51.00.3

Performance

FLIA vs. ISHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty International Aggregate Bond ETF (FLIA) and iShares 1-3 Year International Treasury Bond ETF (ISHG). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.18%
-0.56%
FLIA
ISHG

Key characteristics

Sharpe Ratio

FLIA:

0.63

ISHG:

-0.49

Sortino Ratio

FLIA:

0.90

ISHG:

-0.63

Omega Ratio

FLIA:

1.11

ISHG:

0.92

Calmar Ratio

FLIA:

0.42

ISHG:

-0.10

Martin Ratio

FLIA:

2.47

ISHG:

-0.92

Ulcer Index

FLIA:

1.11%

ISHG:

3.34%

Daily Std Dev

FLIA:

4.37%

ISHG:

6.25%

Max Drawdown

FLIA:

-11.24%

ISHG:

-37.24%

Current Drawdown

FLIA:

-2.15%

ISHG:

-31.05%

Returns By Period

In the year-to-date period, FLIA achieves a 2.37% return, which is significantly higher than ISHG's -3.72% return.


FLIA

YTD

2.37%

1M

0.45%

6M

3.07%

1Y

2.61%

5Y*

0.30%

10Y*

N/A

ISHG

YTD

-3.72%

1M

-0.37%

6M

-0.52%

1Y

-3.43%

5Y*

-2.17%

10Y*

-1.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLIA vs. ISHG - Expense Ratio Comparison

FLIA has a 0.25% expense ratio, which is lower than ISHG's 0.35% expense ratio.


ISHG
iShares 1-3 Year International Treasury Bond ETF
Expense ratio chart for ISHG: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for FLIA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

FLIA vs. ISHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty International Aggregate Bond ETF (FLIA) and iShares 1-3 Year International Treasury Bond ETF (ISHG). 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.


Sharpe ratio
The chart of Sharpe ratio for FLIA, currently valued at 0.63, compared to the broader market0.002.004.000.63-0.49
The chart of Sortino ratio for FLIA, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.0010.000.90-0.63
The chart of Omega ratio for FLIA, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.110.92
The chart of Calmar ratio for FLIA, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.42-0.16
The chart of Martin ratio for FLIA, currently valued at 2.47, compared to the broader market0.0020.0040.0060.0080.00100.002.47-0.92
FLIA
ISHG

The current FLIA Sharpe Ratio is 0.63, which is higher than the ISHG Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of FLIA and ISHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.63
-0.49
FLIA
ISHG

Dividends

FLIA vs. ISHG - Dividend Comparison

FLIA's dividend yield for the trailing twelve months is around 2.97%, more than ISHG's 2.55% yield.


TTM20232022202120202019201820172016201520142013
FLIA
Franklin Liberty International Aggregate Bond ETF
2.97%0.94%18.13%2.26%0.43%2.93%1.23%0.00%0.00%0.00%0.00%0.00%
ISHG
iShares 1-3 Year International Treasury Bond ETF
2.55%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%0.42%0.20%

Drawdowns

FLIA vs. ISHG - Drawdown Comparison

The maximum FLIA drawdown since its inception was -11.24%, smaller than the maximum ISHG drawdown of -37.24%. Use the drawdown chart below to compare losses from any high point for FLIA and ISHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.15%
-17.86%
FLIA
ISHG

Volatility

FLIA vs. ISHG - Volatility Comparison

The current volatility for Franklin Liberty International Aggregate Bond ETF (FLIA) is 1.67%, while iShares 1-3 Year International Treasury Bond ETF (ISHG) has a volatility of 2.00%. This indicates that FLIA experiences smaller price fluctuations and is considered to be less risky than ISHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%JulyAugustSeptemberOctoberNovemberDecember
1.67%
2.00%
FLIA
ISHG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab