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

Correlation

The correlation between FLIA and MBB is 0.09, 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. MBB - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FLIA:

0.90

MBB:

1.00

Sortino Ratio

FLIA:

1.37

MBB:

1.52

Omega Ratio

FLIA:

1.16

MBB:

1.18

Calmar Ratio

FLIA:

0.62

MBB:

0.53

Martin Ratio

FLIA:

5.91

MBB:

2.70

Ulcer Index

FLIA:

0.68%

MBB:

2.24%

Daily Std Dev

FLIA:

4.40%

MBB:

5.89%

Max Drawdown

FLIA:

-11.24%

MBB:

-17.64%

Current Drawdown

FLIA:

-1.81%

MBB:

-5.34%

Returns By Period

In the year-to-date period, FLIA achieves a 0.30% return, which is significantly lower than MBB's 2.53% return.


FLIA

YTD

0.30%

1M

0.35%

6M

1.04%

1Y

3.95%

5Y*

0.30%

10Y*

N/A

MBB

YTD

2.53%

1M

0.41%

6M

1.63%

1Y

5.86%

5Y*

-0.99%

10Y*

1.00%

*Annualized

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FLIA vs. MBB - Expense Ratio Comparison

FLIA has a 0.25% expense ratio, which is higher than MBB's 0.06% 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. MBB — 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 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FLIA is 7373
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

MBB
The Risk-Adjusted Performance Rank of MBB is 7676
Overall Rank
The Sharpe Ratio Rank of MBB is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of MBB is 8383
Sortino Ratio Rank
The Omega Ratio Rank of MBB is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MBB is 6464
Calmar Ratio Rank
The Martin Ratio Rank of MBB is 7272
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. MBB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty International Aggregate Bond ETF (FLIA) and iShares MBS Bond ETF (MBB). 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 comparable to the MBB Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FLIA and MBB, 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. MBB - Dividend Comparison

FLIA's dividend yield for the trailing twelve months is around 2.96%, less than MBB's 4.07% 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%
MBB
iShares MBS Bond ETF
4.07%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%1.72%

Drawdowns

FLIA vs. MBB - Drawdown Comparison

The maximum FLIA drawdown since its inception was -11.24%, smaller than the maximum MBB drawdown of -17.64%. Use the drawdown chart below to compare losses from any high point for FLIA and MBB. For additional features, visit the drawdowns tool.


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Volatility

FLIA vs. MBB - Volatility Comparison


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