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FLTR vs. TAXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLTR vs. TAXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Investment Grade Floating Rate ETF (FLTR) and Bondbloxx IR+M Tax-Aware Short Duration ETF (TAXX). 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 1.95% return, which is significantly higher than TAXX's 1.11% return.


FLTR

1D
0.04%
1M
0.50%
YTD
1.95%
6M
2.48%
1Y
5.30%
3Y*
6.10%
5Y*
4.50%
10Y*
3.50%

TAXX

1D
0.07%
1M
0.37%
YTD
1.11%
6M
1.41%
1Y
3.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLTR vs. TAXX - Yearly Performance Comparison


Correlation

The correlation between FLTR and TAXX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2024

0.02

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Return for Risk

FLTR vs. TAXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 9898
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
Martin Ratio Rank

TAXX
TAXX Risk / Return Rank: 8080
Overall Rank
TAXX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TAXX Sortino Ratio Rank: 7878
Sortino Ratio Rank
TAXX Omega Ratio Rank: 9191
Omega Ratio Rank
TAXX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TAXX Martin Ratio Rank: 7373
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.

FLTR vs. TAXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Investment Grade Floating Rate ETF (FLTR) and Bondbloxx IR+M Tax-Aware Short Duration ETF (TAXX). 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.


FLTRTAXXDifference
Sharpe ratioReturn per unit of total volatility

+4.44

Sortino ratioReturn per unit of downside risk

+9.34

Omega ratioGain probability vs. loss probability

3.15

1.59

+1.56

Calmar ratioReturn relative to maximum drawdown

16.96

4.45

+12.51

Martin ratioReturn relative to average drawdown

101.22

13.54

+87.68

FLTR vs. TAXX - Sharpe Ratio Comparison

The current FLTR Sharpe Ratio is 6.77, which is higher than the TAXX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FLTR and TAXX, 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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Sharpe Ratios by Period


FLTRTAXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.77

2.33

+4.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

2.60

-2.08

Drawdowns

FLTR vs. TAXX - Drawdown Comparison

The maximum FLTR drawdown since its inception was -17.84%, which is greater than TAXX's maximum drawdown of -0.91%. Use the drawdown chart below to compare losses from any high point for FLTR and TAXX.


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Drawdown Indicators


FLTRTAXXDifference

Max Drawdown

Largest peak-to-trough decline

-17.84%

-0.91%

-16.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

-0.88%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-1.93%

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%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.67%

-0.17%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

0.29%

-0.24%

Volatility

FLTR vs. TAXX - Volatility Comparison

The current volatility for VanEck Vectors Investment Grade Floating Rate ETF (FLTR) is 0.25%, while Bondbloxx IR+M Tax-Aware Short Duration ETF (TAXX) has a volatility of 0.34%. This indicates that FLTR experiences smaller price fluctuations and is considered to be less risky than TAXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLTRTAXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

0.34%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

0.84%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

0.79%

1.69%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.13%

1.59%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.00%

1.59%

+3.41%

FLTR vs. TAXX - Expense Ratio Comparison

FLTR has a 0.14% expense ratio, which is lower than TAXX's 0.35% expense ratio.


Dividends

FLTR vs. TAXX - Dividend Comparison

FLTR's dividend yield for the trailing twelve months is around 4.73%, more than TAXX's 3.50% yield.


PositionTTM20252024202320222021202020192018201720162015
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
4.73%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%
TAXX
Bondbloxx IR+M Tax-Aware Short Duration ETF
3.50%3.72%2.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FLTR and TAXX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAXX has higher volatility (0.34%) compared to FLTR (0.25%). In terms of maximum drawdown, FLTR dropped -17.84% vs TAXX's -0.91%.

On 1-year performance, FLTR leads with 5.30% vs 3.92% for TAXX. On fees, FLTR is cheaper at 0.14% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FLTR has performed better with a 5.30% return vs 3.92%. 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 0.35% for TAXX.

FLTR has the higher dividend yield at 4.73%, compared with 3.50% for TAXX.

FLTR is categorized as Corporate Bonds, while TAXX is Municipal Bonds. They also come from different issuers: VanEck and BondBloxx. Their fees differ too: 0.14% for FLTR and 0.35% for TAXX.

FLTR currently has the higher Sharpe Ratio (6.77 vs 2.33), 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.

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