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BLV vs. FLSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLV and FLSP is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

BLV vs. FLSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Bond ETF (BLV) and Franklin Liberty Systematic Style Premia ETF (FLSP). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-1.67%
0.78%
BLV
FLSP

Key characteristics

Sharpe Ratio

BLV:

-0.30

FLSP:

0.82

Sortino Ratio

BLV:

-0.34

FLSP:

1.29

Omega Ratio

BLV:

0.96

FLSP:

1.17

Calmar Ratio

BLV:

-0.11

FLSP:

1.90

Martin Ratio

BLV:

-0.72

FLSP:

4.78

Ulcer Index

BLV:

4.82%

FLSP:

2.31%

Daily Std Dev

BLV:

11.44%

FLSP:

13.50%

Max Drawdown

BLV:

-38.29%

FLSP:

-22.75%

Current Drawdown

BLV:

-29.03%

FLSP:

-1.59%

Returns By Period

In the year-to-date period, BLV achieves a -3.80% return, which is significantly lower than FLSP's 11.45% return.


BLV

YTD

-3.80%

1M

-2.06%

6M

-1.67%

1Y

-3.93%

5Y*

-3.30%

10Y*

0.98%

FLSP

YTD

11.45%

1M

0.12%

6M

0.77%

1Y

10.82%

5Y*

N/A

10Y*

N/A

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


BLV vs. FLSP - Expense Ratio Comparison

BLV has a 0.04% expense ratio, which is lower than FLSP's 0.65% expense ratio.


FLSP
Franklin Liberty Systematic Style Premia ETF
Expense ratio chart for FLSP: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for BLV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

BLV vs. FLSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Bond ETF (BLV) and Franklin Liberty Systematic Style Premia ETF (FLSP). 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 BLV, currently valued at -0.30, compared to the broader market0.002.004.00-0.300.82
The chart of Sortino ratio for BLV, currently valued at -0.34, compared to the broader market-2.000.002.004.006.008.0010.00-0.341.29
The chart of Omega ratio for BLV, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.17
The chart of Calmar ratio for BLV, currently valued at -0.11, compared to the broader market0.005.0010.0015.00-0.111.90
The chart of Martin ratio for BLV, currently valued at -0.72, compared to the broader market0.0020.0040.0060.0080.00100.00-0.724.78
BLV
FLSP

The current BLV Sharpe Ratio is -0.30, which is lower than the FLSP Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BLV and FLSP, 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.30
0.82
BLV
FLSP

Dividends

BLV vs. FLSP - Dividend Comparison

BLV's dividend yield for the trailing twelve months is around 4.63%, while FLSP has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BLV
Vanguard Long-Term Bond ETF
4.63%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%4.85%
FLSP
Franklin Liberty Systematic Style Premia ETF
0.00%1.19%2.18%1.20%8.08%0.02%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BLV vs. FLSP - Drawdown Comparison

The maximum BLV drawdown since its inception was -38.29%, which is greater than FLSP's maximum drawdown of -22.75%. Use the drawdown chart below to compare losses from any high point for BLV and FLSP. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.03%
-1.59%
BLV
FLSP

Volatility

BLV vs. FLSP - Volatility Comparison

Vanguard Long-Term Bond ETF (BLV) has a higher volatility of 3.56% compared to Franklin Liberty Systematic Style Premia ETF (FLSP) at 2.54%. This indicates that BLV's price experiences larger fluctuations and is considered to be riskier than FLSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.56%
2.54%
BLV
FLSP
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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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