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FLRT vs. ESHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRT vs. ESHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Global Senior Loan ETF (FLRT) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

ESHY

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLRT vs. ESHY - Yearly Performance Comparison


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Return for Risk

FLRT vs. ESHY — 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

ESHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. ESHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Global Senior Loan ETF (FLRT) and Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF (ESHY). 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.


FLRTESHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.82

Calmar ratioReturn relative to maximum drawdown

3.13

Martin ratioReturn relative to average drawdown

11.44

FLRT vs. ESHY - Sharpe Ratio Comparison


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Drawdowns

FLRT vs. ESHY - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, which is greater than ESHY's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for FLRT and ESHY.


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Drawdown Indicators


FLRTESHYDifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

0.00%

-20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-0.17%

0.00%

-0.17%

Average Drawdown

Average peak-to-trough decline

-1.41%

0.00%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

Volatility

FLRT vs. ESHY - Volatility Comparison


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Volatility by Period


FLRTESHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

1.59%

0.00%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.30%

0.00%

+2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

0.00%

+6.12%

FLRT vs. ESHY - Expense Ratio Comparison

FLRT has a 0.69% expense ratio, which is higher than ESHY's 0.20% expense ratio.


Dividends

FLRT vs. ESHY - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 6.81%, while ESHY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ESHY
Xtrackers J.P. Morgan ESG USD High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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


On fees, ESHY is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESHY is cheaper with a 0.20% expense ratio, compared with 0.69% for FLRT.

FLRT has the higher dividend yield at 6.81%, compared with 0.00% for ESHY.

They also come from different issuers: Pacific Life and Deutsche Bank. Their fees differ too: 0.69% for FLRT and 0.20% for ESHY.

Portfolio Optimizer

Find the right allocation for FLRT and ESHY

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