PortfoliosLab logo
FLIA vs. ISHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLIA and ISHG is 0.28, 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.


-0.50.00.51.0
Correlation: 0.3

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.

-15.00%-10.00%-5.00%0.00%5.00%NovemberDecember2025FebruaryMarchApril
6.05%
-5.31%
FLIA
ISHG

Key characteristics

Sharpe Ratio

FLIA:

1.05

ISHG:

1.27

Sortino Ratio

FLIA:

1.58

ISHG:

2.12

Omega Ratio

FLIA:

1.18

ISHG:

1.24

Calmar Ratio

FLIA:

0.71

ISHG:

0.28

Martin Ratio

FLIA:

6.62

ISHG:

2.56

Ulcer Index

FLIA:

0.69%

ISHG:

3.59%

Daily Std Dev

FLIA:

4.36%

ISHG:

7.21%

Max Drawdown

FLIA:

-11.24%

ISHG:

-37.24%

Current Drawdown

FLIA:

-1.62%

ISHG:

-24.77%

Returns By Period

In the year-to-date period, FLIA achieves a 0.49% return, which is significantly lower than ISHG's 9.60% return.


FLIA

YTD

0.49%

1M

1.95%

6M

1.48%

1Y

4.20%

5Y*

0.57%

10Y*

N/A

ISHG

YTD

9.60%

1M

4.34%

6M

4.76%

1Y

9.87%

5Y*

-0.09%

10Y*

-0.04%

*Annualized

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.


Expense ratio chart for ISHG: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISHG: 0.35%
Expense ratio chart for FLIA: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLIA: 0.25%

Risk-Adjusted Performance

FLIA vs. ISHG — 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 8787
Overall Rank
The Sharpe Ratio Rank of FLIA is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIA is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FLIA is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FLIA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FLIA is 9090
Martin Ratio Rank

ISHG
The Risk-Adjusted Performance Rank of ISHG is 8383
Overall Rank
The Sharpe Ratio Rank of ISHG is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ISHG is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ISHG is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ISHG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ISHG is 7777
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. 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.


The chart of Sharpe ratio for FLIA, currently valued at 1.05, compared to the broader market-1.000.001.002.003.004.00
FLIA: 1.05
ISHG: 1.27
The chart of Sortino ratio for FLIA, currently valued at 1.58, compared to the broader market-2.000.002.004.006.008.0010.00
FLIA: 1.58
ISHG: 2.12
The chart of Omega ratio for FLIA, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
FLIA: 1.18
ISHG: 1.24
The chart of Calmar ratio for FLIA, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.0012.00
FLIA: 0.71
ISHG: 0.47
The chart of Martin ratio for FLIA, currently valued at 6.62, compared to the broader market0.0020.0040.0060.00
FLIA: 6.62
ISHG: 2.56

The current FLIA Sharpe Ratio is 1.05, which is comparable to the ISHG Sharpe Ratio of 1.27. 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.05
1.27
FLIA
ISHG

Dividends

FLIA vs. ISHG - Dividend Comparison

FLIA's dividend yield for the trailing twelve months is around 2.95%, more than ISHG's 2.33% yield.


TTM20242023202220212020201920182017201620152014
FLIA
Franklin Liberty International Aggregate Bond ETF
2.95%2.97%0.94%18.13%2.26%0.43%2.93%1.23%0.00%0.00%0.00%0.00%
ISHG
iShares 1-3 Year International Treasury Bond ETF
2.33%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%0.42%

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%NovemberDecember2025FebruaryMarchApril
-1.62%
-10.38%
FLIA
ISHG

Volatility

FLIA vs. ISHG - Volatility Comparison

The current volatility for Franklin Liberty International Aggregate Bond ETF (FLIA) is 1.75%, while iShares 1-3 Year International Treasury Bond ETF (ISHG) has a volatility of 3.35%. 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%3.00%NovemberDecember2025FebruaryMarchApril
1.75%
3.35%
FLIA
ISHG