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FLRT vs. FTSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLRT vs. FTSD - Performance Comparison

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

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FLRT vs. FTSD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLRT
Pacific Global Senior Loan ETF
-0.20%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%1.72%
FTSD
Franklin Short Duration U.S. Government ETF
0.47%5.66%5.20%4.84%-3.13%-0.90%3.13%2.40%1.64%0.63%

Returns By Period

In the year-to-date period, FLRT achieves a -0.20% return, which is significantly lower than FTSD's 0.47% return. Over the past 10 years, FLRT has outperformed FTSD with an annualized return of 4.94%, while FTSD has yielded a comparatively lower 2.06% annualized return.


FLRT

1D
0.04%
1M
0.58%
YTD
-0.20%
6M
1.29%
1Y
5.44%
3Y*
8.83%
5Y*
5.70%
10Y*
4.94%

FTSD

1D
0.07%
1M
0.02%
YTD
0.47%
6M
1.93%
1Y
4.67%
3Y*
4.85%
5Y*
2.41%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLRT vs. FTSD - Expense Ratio Comparison

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


Return for Risk

FLRT vs. FTSD — 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: 8686
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 8484
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 7777
Calmar Ratio Rank
FLRT Martin Ratio Rank: 7777
Martin Ratio Rank

FTSD
FTSD Risk / Return Rank: 9696
Overall Rank
FTSD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9696
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9797
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9797
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9898
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. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Global Senior Loan ETF (FLRT) and Franklin Short Duration U.S. Government ETF (FTSD). 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.


FLRTFTSDDifference

Sharpe ratio

Return per unit of total volatility

1.80

2.39

-0.59

Sortino ratio

Return per unit of downside risk

2.31

3.40

-1.09

Omega ratio

Gain probability vs. loss probability

1.56

1.60

-0.04

Calmar ratio

Return relative to maximum drawdown

2.15

5.07

-2.92

Martin ratio

Return relative to average drawdown

8.63

23.06

-14.44

FLRT vs. FTSD - Sharpe Ratio Comparison

The current FLRT Sharpe Ratio is 1.80, which is comparable to the FTSD Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of FLRT and FTSD, 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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Sharpe Ratios by Period


FLRTFTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.39

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.47

1.32

+1.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

1.16

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.04

-0.32

Correlation

The correlation between FLRT and FTSD is 0.07, 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.


Dividends

FLRT vs. FTSD - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 6.92%, more than FTSD's 4.54% yield.


TTM20252024202320222021202020192018201720162015
FLRT
Pacific Global Senior Loan ETF
6.92%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
FTSD
Franklin Short Duration U.S. Government ETF
4.54%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%

Drawdowns

FLRT vs. FTSD - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for FLRT and FTSD.


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Drawdown Indicators


FLRTFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-20.96%

-5.32%

-15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

-0.93%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

-5.08%

-2.52%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

-5.32%

-15.64%

Current Drawdown

Current decline from peak

-0.88%

-0.07%

-0.81%

Average Drawdown

Average peak-to-trough decline

-1.43%

-0.61%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.20%

+0.42%

Volatility

FLRT vs. FTSD - Volatility Comparison

The current volatility for Pacific Global Senior Loan ETF (FLRT) is 0.46%, while Franklin Short Duration U.S. Government ETF (FTSD) has a volatility of 0.53%. This indicates that FLRT experiences smaller price fluctuations and is considered to be less risky than FTSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLRTFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

0.53%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.22%

0.87%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

1.96%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.32%

1.83%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.24%

1.79%

+4.45%