BND vs. FLSP
Compare and contrast key facts about Vanguard Total Bond Market ETF (BND) and Franklin Liberty Systematic Style Premia ETF (FLSP).
BND and FLSP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BND is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Aggregate Bond Index. It was launched on Apr 3, 2007. FLSP is an actively managed fund by Franklin Templeton. It was launched on Dec 18, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BND or FLSP.
Key characteristics
| BND | FLSP | |
|---|---|---|
| YTD Return | 2.21% | 11.00% |
| 1Y Return | 7.89% | 8.90% |
| 3Y Return (Ann) | -2.35% | 6.37% |
| Sharpe Ratio | 1.41 | 0.61 |
| Sortino Ratio | 2.07 | 0.98 |
| Omega Ratio | 1.25 | 1.13 |
| Calmar Ratio | 0.52 | 1.40 |
| Martin Ratio | 5.09 | 3.41 |
| Ulcer Index | 1.62% | 2.50% |
| Daily Std Dev | 5.85% | 13.95% |
| Max Drawdown | -18.84% | -22.75% |
| Current Drawdown | -8.62% | -1.99% |
Correlation
The correlation between BND and FLSP is -0.04. 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.
Performance
BND vs. FLSP - Performance Comparison
In the year-to-date period, BND achieves a 2.21% return, which is significantly lower than FLSP's 11.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BND vs. FLSP - Expense Ratio Comparison
BND has a 0.03% expense ratio, which is lower than FLSP's 0.65% expense ratio.
Risk-Adjusted Performance
BND vs. FLSP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) 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.
Dividends
BND vs. FLSP - Dividend Comparison
BND's dividend yield for the trailing twelve months is around 3.55%, more than FLSP's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 3.55% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
FLSP Franklin Liberty Systematic Style Premia ETF | 1.07% | 1.19% | 2.18% | 1.20% | 8.08% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BND vs. FLSP - Drawdown Comparison
The maximum BND drawdown since its inception was -18.84%, smaller than the maximum FLSP drawdown of -22.75%. Use the drawdown chart below to compare losses from any high point for BND and FLSP. For additional features, visit the drawdowns tool.
Volatility
BND vs. FLSP - Volatility Comparison
The current volatility for Vanguard Total Bond Market ETF (BND) is 1.65%, while Franklin Liberty Systematic Style Premia ETF (FLSP) has a volatility of 2.82%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than FLSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.