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FLMI vs. VCRB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLMI and VCRB is 0.11, 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

FLMI vs. VCRB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI) and Vanguard Core Bond ETF (VCRB). The values are adjusted to include any dividend payments, if applicable.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2025FebruaryMarchAprilMay
6.11%
5.68%
FLMI
VCRB

Key characteristics

Sharpe Ratio

FLMI:

0.75

VCRB:

1.26

Sortino Ratio

FLMI:

1.02

VCRB:

1.83

Omega Ratio

FLMI:

1.15

VCRB:

1.22

Calmar Ratio

FLMI:

0.85

VCRB:

1.45

Martin Ratio

FLMI:

3.15

VCRB:

3.53

Ulcer Index

FLMI:

1.26%

VCRB:

1.88%

Daily Std Dev

FLMI:

5.32%

VCRB:

5.29%

Max Drawdown

FLMI:

-14.66%

VCRB:

-4.59%

Current Drawdown

FLMI:

-1.85%

VCRB:

-1.11%

Returns By Period

In the year-to-date period, FLMI achieves a 0.24% return, which is significantly lower than VCRB's 2.72% return.


FLMI

YTD

0.24%

1M

0.43%

6M

0.98%

1Y

3.45%

5Y*

2.84%

10Y*

N/A

VCRB

YTD

2.72%

1M

0.18%

6M

2.68%

1Y

6.27%

5Y*

N/A

10Y*

N/A

*Annualized

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FLMI vs. VCRB - Expense Ratio Comparison

FLMI has a 0.30% expense ratio, which is higher than VCRB's 0.10% expense ratio.


Risk-Adjusted Performance

FLMI vs. VCRB — Risk-Adjusted Performance Rank

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

FLMI
The Risk-Adjusted Performance Rank of FLMI is 7171
Overall Rank
The Sharpe Ratio Rank of FLMI is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FLMI is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FLMI is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FLMI is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FLMI is 7474
Martin Ratio Rank

VCRB
The Risk-Adjusted Performance Rank of VCRB is 8484
Overall Rank
The Sharpe Ratio Rank of VCRB is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VCRB is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VCRB is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VCRB is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VCRB 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.

FLMI vs. VCRB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI) and Vanguard Core Bond ETF (VCRB). 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 FLMI Sharpe Ratio is 0.75, which is lower than the VCRB Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FLMI and VCRB, 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 Ratio0.501.001.50Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 04
0.66
1.19
FLMI
VCRB

Dividends

FLMI vs. VCRB - Dividend Comparison

FLMI's dividend yield for the trailing twelve months is around 4.12%, less than VCRB's 4.31% yield.


TTM20242023202220212020201920182017
FLMI
Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF
4.12%4.08%3.71%3.09%2.22%2.09%2.71%2.41%0.00%
VCRB
Vanguard Core Bond ETF
4.31%4.22%0.16%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLMI vs. VCRB - Drawdown Comparison

The maximum FLMI drawdown since its inception was -14.66%, which is greater than VCRB's maximum drawdown of -4.59%. Use the drawdown chart below to compare losses from any high point for FLMI and VCRB. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-1.85%
-1.11%
FLMI
VCRB

Volatility

FLMI vs. VCRB - Volatility Comparison

Franklin Liberty Federal Intermediate Tax-Free Bond Opportunities ETF (FLMI) has a higher volatility of 2.77% compared to Vanguard Core Bond ETF (VCRB) at 2.01%. This indicates that FLMI's price experiences larger fluctuations and is considered to be riskier than VCRB 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%3.50%December2025FebruaryMarchAprilMay
2.77%
2.01%
FLMI
VCRB