PortfoliosLab logoPortfoliosLab logo
FLRN vs. EINC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRN vs. EINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) and VanEck Energy Income ETF (EINC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FLRN achieves a 1.87% return, which is significantly lower than EINC's 24.74% return. Over the past 10 years, FLRN has underperformed EINC with an annualized return of 3.03%, while EINC has yielded a comparatively higher 11.62% annualized return.


FLRN

1D
0.03%
1M
0.45%
YTD
1.87%
6M
2.19%
1Y
4.88%
3Y*
5.67%
5Y*
4.19%
10Y*
3.03%

EINC

1D
-0.39%
1M
-1.60%
YTD
24.74%
6M
24.40%
1Y
26.00%
3Y*
29.18%
5Y*
20.73%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLRN vs. EINC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
1.87%5.01%6.32%6.54%1.31%0.39%0.77%4.02%1.39%1.81%
EINC
VanEck Energy Income ETF
24.74%7.11%42.79%15.55%19.18%38.05%-19.89%16.98%-19.85%-3.45%

Correlation

The correlation between FLRN and EINC is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

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

0.05

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

0.09

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

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2012

0.08

The correlation between FLRN and EINC shifts across timeframes, from -0.13 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

FLRN vs. EINC — Risk / Return Rank

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

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

EINC
EINC Risk / Return Rank: 5353
Overall Rank
EINC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EINC Sortino Ratio Rank: 4949
Sortino Ratio Rank
EINC Omega Ratio Rank: 4949
Omega Ratio Rank
EINC Calmar Ratio Rank: 6666
Calmar Ratio Rank
EINC Martin Ratio Rank: 5353
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.

FLRN vs. EINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) and VanEck Energy Income ETF (EINC). 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.


FLRNEINCDifference
Sharpe ratioReturn per unit of total volatility

+5.41

Sortino ratioReturn per unit of downside risk

+10.76

Omega ratioGain probability vs. loss probability

3.44

1.31

+2.13

Calmar ratioReturn relative to maximum drawdown

21.54

3.31

+18.23

Martin ratioReturn relative to average drawdown

130.06

9.18

+120.89

FLRN vs. EINC - Sharpe Ratio Comparison

The current FLRN Sharpe Ratio is 7.18, which is higher than the EINC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of FLRN and EINC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


FLRNEINCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.18

1.78

+5.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.50

1.07

+1.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.46

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.04

+0.46

Drawdowns

FLRN vs. EINC - Drawdown Comparison

The maximum FLRN drawdown since its inception was -14.64%, smaller than the maximum EINC drawdown of -87.55%. Use the drawdown chart below to compare losses from any high point for FLRN and EINC.


Loading charts...

Drawdown Indicators


FLRNEINCDifference

Max Drawdown

Largest peak-to-trough decline

-14.64%

-87.55%

+72.91%

Max Drawdown (1Y)

Largest decline over 1 year

-0.23%

-7.89%

+7.66%

Max Drawdown (3Y)

Largest decline over 3 years

-1.43%

-16.01%

+14.58%

Max Drawdown (5Y)

Largest decline over 5 years

-2.16%

-19.87%

+17.71%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

-68.85%

+54.21%

Current Drawdown

Current decline from peak

0.00%

-5.44%

+5.44%

Average Drawdown

Average peak-to-trough decline

-1.83%

-44.29%

+42.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

2.85%

-2.81%

Volatility

FLRN vs. EINC - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) is 0.15%, while VanEck Energy Income ETF (EINC) has a volatility of 6.39%. This indicates that FLRN experiences smaller price fluctuations and is considered to be less risky than EINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLRNEINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

6.39%

-6.24%

Volatility (6M)

Calculated over the trailing 6-month period

0.52%

11.57%

-11.05%

Volatility (1Y)

Calculated over the trailing 1-year period

0.68%

14.72%

-14.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.69%

19.58%

-17.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.20%

25.43%

-21.23%

FLRN vs. EINC - Expense Ratio Comparison

FLRN has a 0.15% expense ratio, which is lower than EINC's 0.45% expense ratio.


Dividends

FLRN vs. EINC - Dividend Comparison

FLRN's dividend yield for the trailing twelve months is around 4.51%, more than EINC's 3.55% yield.


PositionTTM20252024202320222021202020192018201720162015
EINC
VanEck Energy Income ETF
3.55%4.51%3.33%3.77%2.89%6.03%6.69%9.66%11.31%8.53%9.71%28.53%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
4.51%4.89%5.67%5.68%1.95%0.39%1.22%2.76%2.39%1.64%1.06%0.63%

Frequently Asked Questions


FLRN and EINC have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EINC has higher volatility (6.39%) compared to FLRN (0.15%). In terms of maximum drawdown, FLRN dropped -14.64% vs EINC's -87.55%.

On 10-year performance, EINC leads with 11.62% vs 3.03% for FLRN. On fees, FLRN is cheaper at 0.15% per year. On volatility, FLRN has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EINC has performed better with a 11.62% return vs 3.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLRN is cheaper with a 0.15% expense ratio, compared with 0.45% for EINC.

FLRN has the higher dividend yield at 4.51%, compared with 3.55% for EINC.

FLRN is categorized as Corporate Bonds, while EINC is Energy Equities. FLRN tracks Bloomberg US Floating Rate Notes (<5 Y), while EINC tracks MVIS North America Energy Infrastructure Index. They also come from different issuers: State Street and VanEck. Their fees differ too: 0.15% for FLRN and 0.45% for EINC.

FLRN currently has the higher Sharpe Ratio (7.18 vs 1.78), 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.

Portfolio Optimizer

Find the right allocation for FLRN and EINC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer