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FLTR vs. HGER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLTR vs. HGER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck IG Floating Rate ETF (FLTR) and Harbor Commodity All-Weather Strategy ETF (HGER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLTR achieves a 2.70% return, which is significantly lower than HGER's 29.53% return.


FLTR

1D
0.08%
1M
0.31%
6M
2.30%
YTD
2.70%
1Y
5.04%
3Y*
5.95%
5Y*
4.63%
10Y*
3.52%
ALL TIME*
2.56%

HGER

1D
0.00%
1M
8.95%
6M
20.19%
YTD
29.53%
1Y
40.17%
3Y*
18.61%
5Y*
10Y*
ALL TIME*
15.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.76M$33.35M$28.52M
$46.51M$66.72M$45.77M

FLTR vs. HGER - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLTR
VanEck IG Floating Rate ETF
2.70%5.22%7.38%7.41%0.50%
HGER
Harbor Commodity All-Weather Strategy ETF
29.53%20.08%9.25%1.93%9.66%

Correlation

The correlation between FLTR and HGER is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.02

Correlation (3Y)
Balances recent behavior with more history.

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.05

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Return for Risk

FLTR vs. HGER — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
Martin Ratio Rank

HGER
HGER Risk / Return Rank: 8686
Overall Rank
HGER Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 8989
Sortino Ratio Rank
HGER Omega Ratio Rank: 8989
Omega Ratio Rank
HGER Calmar Ratio Rank: 8080
Calmar Ratio Rank
HGER Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FLTR vs. HGER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck IG Floating Rate ETF (FLTR) and Harbor Commodity All-Weather Strategy ETF (HGER). 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.


FLTRHGERDifference
Sharpe ratioReturn per unit of total volatility

+4.13

Sortino ratioReturn per unit of downside risk

+8.89

Omega ratioGain probability vs. loss probability

2.96

1.41

+1.55

Calmar ratioReturn relative to maximum drawdown

16.15

2.87

+13.27

Martin ratioReturn relative to average drawdown

95.31

10.23

+85.07

FLTR vs. HGER - Sharpe Ratio Comparison

The current FLTR Sharpe Ratio is 6.40, which is higher than the HGER Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of FLTR and HGER, 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

FLTR vs. HGER - Drawdown Comparison

The maximum FLTR drawdown since its inception was -17.84%, smaller than the maximum HGER drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for FLTR and HGER.


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Drawdown Indicators


FLTRHGERDifference

Max Drawdown

Largest peak-to-trough decline

-17.84%

-23.31%

+5.47%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

-14.04%

+13.73%

Max Drawdown (3Y)

Largest decline over 3 years

-1.93%

-14.04%

+12.11%

Max Drawdown (5Y)

Largest decline over 5 years

-3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-17.84%

Current Drawdown

Current decline from peak

0.00%

-3.94%

+3.94%

Average Drawdown

Average peak-to-trough decline

-0.67%

-7.66%

+6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

3.94%

-3.89%

Volatility

FLTR vs. HGER - Volatility Comparison

The current volatility for VanEck IG Floating Rate ETF (FLTR) is 0.17%, while Harbor Commodity All-Weather Strategy ETF (HGER) has a volatility of 5.64%. This indicates that FLTR experiences smaller price fluctuations and is considered to be less risky than HGER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLTRHGERDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.17%

5.64%

-5.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.65%

15.43%

-14.78%

Volatility (1Y)

Calculated over the trailing 1-year period

0.80%

17.71%

-16.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.13%

17.67%

-15.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

17.67%

-12.67%

FLTR vs. HGER - Expense Ratio Comparison

FLTR has a 0.14% expense ratio, which is lower than HGER's 0.68% expense ratio.


Dividends

FLTR vs. HGER - Dividend Comparison

FLTR's dividend yield for the trailing twelve months is around 4.63%, less than HGER's 5.47% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck IG Floating Rate ETF
4.63%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
HGER
Harbor Commodity All-Weather Strategy ETF
5.47%7.09%3.28%7.24%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLTR and HGER have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HGER has higher volatility (5.64%) compared to FLTR (0.17%). In terms of maximum drawdown, FLTR dropped -17.84% vs HGER's -23.31%.

On 3-year performance, HGER leads with 18.61% vs 5.95% for FLTR. On fees, FLTR is cheaper at 0.14% per year. On volatility, FLTR has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HGER has performed better with a 18.61% return vs 5.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTR is cheaper with a 0.14% expense ratio, compared with 0.68% for HGER.

HGER has the higher dividend yield at 5.47%, compared with 4.63% for FLTR.

FLTR is categorized as Corporate Bonds, while HGER is Commodities. FLTR tracks MVIS US Investment Grade Floating Rate Index, while HGER tracks Quantix Commodity Index - Benchmark TR Net. They also come from different issuers: VanEck and Harbor. Their fees differ too: 0.14% for FLTR and 0.68% for HGER.

FLTR currently has the higher Sharpe Ratio (6.40 vs 2.28), 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 FLTR and HGER

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