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FLRT vs. FLBL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLRT and FLBL is 0.20, 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

FLRT vs. FLBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Global Senior Loan ETF (FLRT) and Franklin Liberty Senior Loan ETF (FLBL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FLRT:

2.07

FLBL:

1.53

Sortino Ratio

FLRT:

2.29

FLBL:

2.18

Omega Ratio

FLRT:

1.63

FLBL:

1.49

Calmar Ratio

FLRT:

1.85

FLBL:

1.55

Martin Ratio

FLRT:

9.98

FLBL:

10.10

Ulcer Index

FLRT:

0.53%

FLBL:

0.60%

Daily Std Dev

FLRT:

2.84%

FLBL:

3.95%

Max Drawdown

FLRT:

-20.96%

FLBL:

-19.52%

Current Drawdown

FLRT:

-0.23%

FLBL:

0.00%

Returns By Period

In the year-to-date period, FLRT achieves a 0.78% return, which is significantly lower than FLBL's 1.19% return.


FLRT

YTD

0.78%

1M

2.72%

6M

1.83%

1Y

5.83%

5Y*

6.76%

10Y*

5.23%

FLBL

YTD

1.19%

1M

2.89%

6M

2.16%

1Y

6.01%

5Y*

6.81%

10Y*

N/A

*Annualized

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FLRT vs. FLBL - Expense Ratio Comparison

FLRT has a 0.69% expense ratio, which is higher than FLBL's 0.45% expense ratio.


Risk-Adjusted Performance

FLRT vs. FLBL — Risk-Adjusted Performance Rank

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

FLRT
The Risk-Adjusted Performance Rank of FLRT is 9494
Overall Rank
The Sharpe Ratio Rank of FLRT is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FLRT is 9292
Sortino Ratio Rank
The Omega Ratio Rank of FLRT is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FLRT is 9393
Calmar Ratio Rank
The Martin Ratio Rank of FLRT is 9494
Martin Ratio Rank

FLBL
The Risk-Adjusted Performance Rank of FLBL is 9393
Overall Rank
The Sharpe Ratio Rank of FLBL is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FLBL is 9191
Sortino Ratio Rank
The Omega Ratio Rank of FLBL is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FLBL is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FLBL is 9494
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.

FLRT vs. FLBL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Global Senior Loan ETF (FLRT) and Franklin Liberty Senior Loan ETF (FLBL). 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 FLRT Sharpe Ratio is 2.07, which is higher than the FLBL Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FLRT and FLBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FLRT vs. FLBL - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 7.54%, more than FLBL's 0.50% yield.


TTM2024202320222021202020192018201720162015
FLRT
Pacific Global Senior Loan ETF
7.54%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
FLBL
Franklin Liberty Senior Loan ETF
0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLRT vs. FLBL - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, which is greater than FLBL's maximum drawdown of -19.52%. Use the drawdown chart below to compare losses from any high point for FLRT and FLBL. For additional features, visit the drawdowns tool.


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Volatility

FLRT vs. FLBL - Volatility Comparison

The current volatility for Pacific Global Senior Loan ETF (FLRT) is 1.05%, while Franklin Liberty Senior Loan ETF (FLBL) has a volatility of 1.14%. This indicates that FLRT experiences smaller price fluctuations and is considered to be less risky than FLBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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