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FLRT vs. BBHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRT vs. BBHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Global Senior Loan ETF (FLRT) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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 FLRT having a 1.81% return and BBHY slightly lower at 1.73%.


FLRT

1D
-0.06%
1M
0.17%
YTD
1.81%
6M
1.89%
1Y
5.54%
3Y*
8.54%
5Y*
5.95%
10Y*
4.90%

BBHY

1D
-0.15%
1M
0.49%
YTD
1.73%
6M
1.91%
1Y
6.31%
3Y*
8.84%
5Y*
3.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLRT vs. BBHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLRT
Pacific Global Senior Loan ETF
1.81%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%1.72%
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
1.73%8.51%7.81%11.98%-10.37%3.88%5.36%14.35%-2.50%6.57%

Correlation

The correlation between FLRT and BBHY is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.36

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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2016

0.24

The correlation between FLRT and BBHY shifts across timeframes, from 0.24 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLRT vs. BBHY — Risk / Return Rank

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

FLRT
FLRT Risk / Return Rank: 8484
Overall Rank
FLRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9696
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 6666
Calmar Ratio Rank
FLRT Martin Ratio Rank: 6666
Martin Ratio Rank

BBHY
BBHY Risk / Return Rank: 5959
Overall Rank
BBHY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BBHY Sortino Ratio Rank: 5858
Sortino Ratio Rank
BBHY Omega Ratio Rank: 5757
Omega Ratio Rank
BBHY Calmar Ratio Rank: 5858
Calmar Ratio Rank
BBHY Martin Ratio Rank: 6969
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.

FLRT vs. BBHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Global Senior Loan ETF (FLRT) and JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FLRTBBHYDifference
Sharpe ratioReturn per unit of total volatility

+1.77

Sortino ratioReturn per unit of downside risk

+2.78

Omega ratioGain probability vs. loss probability

1.82

1.33

+0.49

Calmar ratioReturn relative to maximum drawdown

3.13

2.67

+0.46

Martin ratioReturn relative to average drawdown

11.44

11.90

-0.47

FLRT vs. BBHY - Sharpe Ratio Comparison

The current FLRT Sharpe Ratio is 3.49, which is higher than the BBHY Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FLRT and BBHY, 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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Drawdowns

FLRT vs. BBHY - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, smaller than the maximum BBHY drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for FLRT and BBHY.


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Drawdown Indicators


FLRTBBHYDifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-24.98%

+4.02%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

-2.37%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-2.87%

-5.00%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

-15.32%

+7.72%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-0.17%

-0.29%

+0.12%

Average Drawdown

Average peak-to-trough decline

-1.41%

-2.36%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.53%

-0.04%

Volatility

FLRT vs. BBHY - Volatility Comparison

The current volatility for Pacific Global Senior Loan ETF (FLRT) is 0.42%, while JPMorgan BetaBuilders USD High Yield Corporate Bond ETF (BBHY) has a volatility of 1.05%. This indicates that FLRT experiences smaller price fluctuations and is considered to be less risky than BBHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLRTBBHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

1.05%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

2.94%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

1.59%

3.68%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.30%

7.28%

-4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

7.52%

-1.40%

FLRT vs. BBHY - Expense Ratio Comparison

FLRT has a 0.69% expense ratio, which is higher than BBHY's 0.15% expense ratio.


Dividends

FLRT vs. BBHY - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 6.81%, less than BBHY's 6.94% yield.


PositionTTM20252024202320222021202020192018201720162015
BBHY
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
6.94%7.24%7.18%6.49%5.92%4.06%4.73%4.99%5.02%4.81%1.42%0.00%
FLRT
Pacific Global Senior Loan ETF
6.81%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

Frequently Asked Questions


FLRT and BBHY have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBHY has higher volatility (1.05%) compared to FLRT (0.42%). In terms of maximum drawdown, FLRT dropped -20.96% vs BBHY's -24.98%.

On 5-year performance, FLRT leads with 5.95% vs 3.97% for BBHY. On fees, BBHY is cheaper at 0.15% per year. On volatility, FLRT has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLRT has performed better with a 5.95% return vs 3.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBHY is cheaper with a 0.15% expense ratio, compared with 0.69% for FLRT.

BBHY has the higher dividend yield at 6.94%, compared with 6.81% for FLRT.

They also come from different issuers: Pacific Life and JPMorgan. Their fees differ too: 0.69% for FLRT and 0.15% for BBHY.

FLRT currently has the higher Sharpe Ratio (3.49 vs 1.73), 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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