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FLOT vs. MNA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLOT vs. MNA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Floating Rate Bond ETF (FLOT) and IQ Merger Arbitrage ETF (MNA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FLOT having a 1.87% return and MNA slightly lower at 1.79%. Over the past 10 years, FLOT has outperformed MNA with an annualized return of 3.03%, while MNA has yielded a comparatively lower 2.74% annualized return.


FLOT

1D
0.00%
1M
0.41%
YTD
1.87%
6M
2.15%
1Y
4.85%
3Y*
5.60%
5Y*
4.20%
10Y*
3.03%

MNA

1D
-0.08%
1M
-0.14%
YTD
1.79%
6M
1.97%
1Y
4.47%
3Y*
5.95%
5Y*
1.83%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLOT vs. MNA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLOT
iShares Floating Rate Bond ETF
1.87%4.91%6.53%6.43%1.28%0.45%0.87%3.97%1.48%1.65%
MNA
IQ Merger Arbitrage ETF
1.79%8.59%4.93%0.18%-1.61%-3.24%2.72%4.70%2.13%5.97%

Correlation

The correlation between FLOT and MNA is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2011

0.06

The correlation between FLOT and MNA shifts across timeframes, from 0.06 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLOT vs. MNA — Risk / Return Rank

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

FLOT
FLOT Risk / Return Rank: 9999
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
Martin Ratio Rank

MNA
MNA Risk / Return Rank: 4141
Overall Rank
MNA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MNA Sortino Ratio Rank: 2828
Sortino Ratio Rank
MNA Omega Ratio Rank: 2828
Omega Ratio Rank
MNA Calmar Ratio Rank: 7171
Calmar Ratio Rank
MNA Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLOT vs. MNA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Floating Rate Bond ETF (FLOT) and IQ Merger Arbitrage ETF (MNA). 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.


FLOTMNADifference
Sharpe ratioReturn per unit of total volatility

+5.59

Sortino ratioReturn per unit of downside risk

+10.38

Omega ratioGain probability vs. loss probability

3.22

1.17

+2.05

Calmar ratioReturn relative to maximum drawdown

11.27

3.22

+8.06

Martin ratioReturn relative to average drawdown

104.83

7.99

+96.83

FLOT vs. MNA - Sharpe Ratio Comparison

The current FLOT Sharpe Ratio is 6.54, which is higher than the MNA Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of FLOT and MNA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FLOTMNADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.54

0.95

+5.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.38

0.37

+2.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.42

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.36

+0.30

Drawdowns

FLOT vs. MNA - Drawdown Comparison

The maximum FLOT drawdown since its inception was -13.54%, smaller than the maximum MNA drawdown of -16.68%. Use the drawdown chart below to compare losses from any high point for FLOT and MNA.


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Drawdown Indicators


FLOTMNADifference

Max Drawdown

Largest peak-to-trough decline

-13.54%

-16.68%

+3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

-1.40%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-1.57%

-3.01%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-2.36%

-10.45%

+8.09%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

-16.68%

+3.14%

Current Drawdown

Current decline from peak

-0.02%

-0.55%

+0.53%

Average Drawdown

Average peak-to-trough decline

-0.21%

-2.83%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.56%

-0.51%

Volatility

FLOT vs. MNA - Volatility Comparison

The current volatility for iShares Floating Rate Bond ETF (FLOT) is 0.20%, while IQ Merger Arbitrage ETF (MNA) has a volatility of 1.66%. This indicates that FLOT experiences smaller price fluctuations and is considered to be less risky than MNA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLOTMNADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

1.66%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

3.59%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

0.75%

4.75%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.77%

4.98%

-3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

6.55%

-2.40%

FLOT vs. MNA - Expense Ratio Comparison

FLOT has a 0.15% expense ratio, which is lower than MNA's 0.77% expense ratio.


Dividends

FLOT vs. MNA - Dividend Comparison

FLOT's dividend yield for the trailing twelve months is around 4.54%, while MNA has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.54%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
MNA
IQ Merger Arbitrage ETF
0.00%0.00%0.00%1.20%0.00%0.00%2.30%0.00%0.00%0.00%0.21%0.87%

Frequently Asked Questions


FLOT and MNA have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MNA has higher volatility (1.66%) compared to FLOT (0.20%). In terms of maximum drawdown, FLOT dropped -13.54% vs MNA's -16.68%.

On 10-year performance, FLOT leads with 3.03% vs 2.74% for MNA. On fees, FLOT is cheaper at 0.15% per year. On volatility, FLOT has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLOT has performed better with a 3.03% return vs 2.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLOT is cheaper with a 0.15% expense ratio, compared with 0.77% for MNA.

FLOT has the higher dividend yield at 4.54%, compared with 0.00% for MNA.

FLOT is categorized as Ultrashort Bond, while MNA is Hedge Fund. FLOT tracks Bloomberg US Floating Rate Note < 5 Years Index, while MNA tracks IQ Merger Arbitrage Index. They also come from different issuers: iShares and New York Life. Their fees differ too: 0.15% for FLOT and 0.77% for MNA.

FLOT currently has the higher Sharpe Ratio (6.54 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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