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

Correlation

The correlation between FLRT and SEIX is 0.35, 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.


-0.50.00.51.00.3

Performance

FLRT vs. SEIX - Performance Comparison

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

0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
4.00%
4.44%
FLRT
SEIX

Key characteristics

Sharpe Ratio

FLRT:

6.82

SEIX:

3.77

Sortino Ratio

FLRT:

11.21

SEIX:

5.33

Omega Ratio

FLRT:

3.28

SEIX:

2.19

Calmar Ratio

FLRT:

17.66

SEIX:

6.81

Martin Ratio

FLRT:

87.27

SEIX:

23.89

Ulcer Index

FLRT:

0.11%

SEIX:

0.35%

Daily Std Dev

FLRT:

1.35%

SEIX:

2.23%

Max Drawdown

FLRT:

-20.96%

SEIX:

-17.51%

Current Drawdown

FLRT:

-0.05%

SEIX:

0.00%

Returns By Period

In the year-to-date period, FLRT achieves a 8.99% return, which is significantly higher than SEIX's 8.25% return.


FLRT

YTD

8.99%

1M

0.58%

6M

4.00%

1Y

9.21%

5Y*

5.25%

10Y*

N/A

SEIX

YTD

8.25%

1M

0.75%

6M

4.44%

1Y

8.12%

5Y*

5.46%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLRT vs. SEIX - Expense Ratio Comparison

FLRT has a 0.69% expense ratio, which is higher than SEIX's 0.57% expense ratio.


FLRT
Pacific Global Senior Loan ETF
Expense ratio chart for FLRT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for SEIX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

FLRT vs. SEIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Global Senior Loan ETF (FLRT) and Virtus Seix Senior Loan ETF (SEIX). 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.


Sharpe ratio
The chart of Sharpe ratio for FLRT, currently valued at 6.82, compared to the broader market0.002.004.006.823.65
The chart of Sortino ratio for FLRT, currently valued at 11.21, compared to the broader market-2.000.002.004.006.008.0010.0011.215.13
The chart of Omega ratio for FLRT, currently valued at 3.28, compared to the broader market0.501.001.502.002.503.003.282.15
The chart of Calmar ratio for FLRT, currently valued at 17.66, compared to the broader market0.005.0010.0015.0017.666.55
The chart of Martin ratio for FLRT, currently valued at 87.27, compared to the broader market0.0020.0040.0060.0080.00100.0087.2723.00
FLRT
SEIX

The current FLRT Sharpe Ratio is 6.82, which is higher than the SEIX Sharpe Ratio of 3.77. The chart below compares the historical Sharpe Ratios of FLRT and SEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio3.004.005.006.007.008.009.00JulyAugustSeptemberOctoberNovemberDecember
6.82
3.65
FLRT
SEIX

Dividends

FLRT vs. SEIX - Dividend Comparison

FLRT's dividend yield for the trailing twelve months is around 8.10%, which matches SEIX's 8.11% yield.


TTM202320222021202020192018201720162015
FLRT
Pacific Global Senior Loan ETF
8.10%8.42%5.81%3.16%3.51%4.31%3.95%3.20%3.38%3.21%
SEIX
Virtus Seix Senior Loan ETF
8.11%8.75%5.75%4.16%3.76%3.82%0.00%0.00%0.00%0.00%

Drawdowns

FLRT vs. SEIX - Drawdown Comparison

The maximum FLRT drawdown since its inception was -20.96%, which is greater than SEIX's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for FLRT and SEIX. For additional features, visit the drawdowns tool.


-0.50%-0.40%-0.30%-0.20%-0.10%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.05%
0
FLRT
SEIX

Volatility

FLRT vs. SEIX - Volatility Comparison

Pacific Global Senior Loan ETF (FLRT) has a higher volatility of 0.30% compared to Virtus Seix Senior Loan ETF (SEIX) at 0.18%. This indicates that FLRT's price experiences larger fluctuations and is considered to be riskier than SEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.20%0.30%0.40%0.50%0.60%JulyAugustSeptemberOctoberNovemberDecember
0.30%
0.18%
FLRT
SEIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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