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FLRT vs. FLTB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLRT vs. FLTB - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLRT achieves a 1.81% return, which is significantly higher than FLTB's 0.84% return. Over the past 10 years, FLRT has outperformed FLTB with an annualized return of 4.90%, while FLTB has yielded a comparatively lower 2.44% annualized return.


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%

FLTB

1D
0.02%
1M
0.34%
YTD
0.84%
6M
0.86%
1Y
4.05%
3Y*
5.59%
5Y*
2.30%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLRT vs. FLTB - 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%
FLTB
Fidelity Limited Term Bond ETF
0.84%6.60%5.14%5.94%-5.88%-1.20%5.57%5.87%1.06%2.10%

Correlation

The correlation between FLRT and FLTB is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.19

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

0.20

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

0.13

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2015

0.12

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Return for Risk

FLRT vs. FLTB — 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

FLTB
FLTB Risk / Return Rank: 6464
Overall Rank
FLTB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FLTB Sortino Ratio Rank: 7070
Sortino Ratio Rank
FLTB Omega Ratio Rank: 6666
Omega Ratio Rank
FLTB Calmar Ratio Rank: 5858
Calmar Ratio Rank
FLTB Martin Ratio Rank: 6565
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. FLTB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Global Senior Loan ETF (FLRT) and Fidelity Limited Term Bond ETF (FLTB). 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.


FLRTFLTBDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.82

1.37

+0.45

Calmar ratioReturn relative to maximum drawdown

3.13

2.67

+0.46

Martin ratioReturn relative to average drawdown

11.44

11.14

+0.30

FLRT vs. FLTB - Sharpe Ratio Comparison

The current FLRT Sharpe Ratio is 3.49, which is higher than the FLTB Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of FLRT and FLTB, 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. FLTB - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, which is greater than FLTB's maximum drawdown of -9.37%. Use the drawdown chart below to compare losses from any high point for FLRT and FLTB.


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Drawdown Indicators


FLRTFLTBDifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-9.37%

-11.59%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

-1.52%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-2.87%

-1.52%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

-9.26%

+1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

-9.37%

-11.59%

Current Drawdown

Current decline from peak

-0.17%

-0.26%

+0.09%

Average Drawdown

Average peak-to-trough decline

-1.41%

-1.39%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.36%

+0.13%

Volatility

FLRT vs. FLTB - Volatility Comparison

The current volatility for Pacific Global Senior Loan ETF (FLRT) is 0.42%, while Fidelity Limited Term Bond ETF (FLTB) has a volatility of 0.57%. This indicates that FLRT experiences smaller price fluctuations and is considered to be less risky than FLTB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLRTFLTBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

0.57%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.23%

1.66%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

1.59%

2.10%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.30%

2.81%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

2.94%

+3.18%

FLRT vs. FLTB - Expense Ratio Comparison

FLRT has a 0.69% expense ratio, which is higher than FLTB's 0.25% expense ratio.


Dividends

FLRT vs. FLTB - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 6.81%, more than FLTB's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
FLTB
Fidelity Limited Term Bond ETF
4.36%4.31%4.11%3.20%1.63%0.89%1.56%2.67%2.50%1.78%1.59%1.63%

Frequently Asked Questions


FLRT and FLTB have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTB has higher volatility (0.57%) compared to FLRT (0.42%). In terms of maximum drawdown, FLRT dropped -20.96% vs FLTB's -9.37%.

On 10-year performance, FLRT leads with 4.90% vs 2.44% for FLTB. On fees, FLTB is cheaper at 0.25% 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 10-year period, FLRT has performed better with a 4.90% return vs 2.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTB is cheaper with a 0.25% expense ratio, compared with 0.69% for FLRT.

FLRT has the higher dividend yield at 6.81%, compared with 4.36% for FLTB.

FLRT is categorized as High Yield Bonds, while FLTB is Short-Term Bond. They also come from different issuers: Pacific Life and Fidelity. Their fees differ too: 0.69% for FLRT and 0.25% for FLTB.

FLRT currently has the higher Sharpe Ratio (3.49 vs 1.95), 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.

Portfolio Optimizer

Find the right allocation for FLRT and FLTB

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

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