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FLUD vs. BILZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLUD vs. BILZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Ultra Short Bond ETF (FLUD) and PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ). The values are adjusted to include any dividend payments, if applicable.

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FLUD vs. BILZ - Yearly Performance Comparison


2026 (YTD)202520242023
FLUD
Franklin Ultra Short Bond ETF
0.68%5.36%5.44%3.30%
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund
0.83%4.21%5.25%2.33%

Returns By Period

In the year-to-date period, FLUD achieves a 0.68% return, which is significantly lower than BILZ's 0.83% return.


FLUD

1D
0.14%
1M
0.03%
YTD
0.68%
6M
1.74%
1Y
4.50%
3Y*
5.42%
5Y*
3.47%
10Y*

BILZ

1D
0.00%
1M
0.28%
YTD
0.83%
6M
1.85%
1Y
4.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLUD vs. BILZ - Expense Ratio Comparison

FLUD has a 0.15% expense ratio, which is higher than BILZ's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLUD vs. BILZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLUD
FLUD Risk / Return Rank: 9898
Overall Rank
FLUD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLUD Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLUD Omega Ratio Rank: 9797
Omega Ratio Rank
FLUD Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLUD Martin Ratio Rank: 9898
Martin Ratio Rank

BILZ
BILZ Risk / Return Rank: 100100
Overall Rank
BILZ Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BILZ Sortino Ratio Rank: 100100
Sortino Ratio Rank
BILZ Omega Ratio Rank: 100100
Omega Ratio Rank
BILZ Calmar Ratio Rank: 100100
Calmar Ratio Rank
BILZ Martin Ratio Rank: 100100
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.

FLUD vs. BILZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Ultra Short Bond ETF (FLUD) and PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ). 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.


FLUDBILZDifference

Sharpe ratio

Return per unit of total volatility

2.61

19.30

-16.69

Sortino ratio

Return per unit of downside risk

4.10

117.88

-113.78

Omega ratio

Gain probability vs. loss probability

1.54

44.85

-43.30

Calmar ratio

Return relative to maximum drawdown

10.63

203.30

-192.68

Martin ratio

Return relative to average drawdown

39.41

1,804.32

-1,764.91

FLUD vs. BILZ - Sharpe Ratio Comparison

The current FLUD Sharpe Ratio is 2.61, which is lower than the BILZ Sharpe Ratio of 19.30. The chart below compares the historical Sharpe Ratios of FLUD and BILZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLUDBILZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

19.30

-16.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.63

Sharpe Ratio (All Time)

Calculated using the full available price history

2.54

10.37

-7.84

Correlation

The correlation between FLUD and BILZ is 0.07, 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.


Dividends

FLUD vs. BILZ - Dividend Comparison

FLUD's dividend yield for the trailing twelve months is around 4.48%, more than BILZ's 4.18% yield.


TTM202520242023202220212020
FLUD
Franklin Ultra Short Bond ETF
4.48%4.51%4.97%4.72%1.39%0.92%0.93%
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund
4.18%4.19%4.95%2.23%0.00%0.00%0.00%

Drawdowns

FLUD vs. BILZ - Drawdown Comparison

The maximum FLUD drawdown since its inception was -1.66%, which is greater than BILZ's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for FLUD and BILZ.


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Drawdown Indicators


FLUDBILZDifference

Max Drawdown

Largest peak-to-trough decline

-1.66%

-0.52%

-1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-0.44%

-0.02%

-0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-1.66%

Current Drawdown

Current decline from peak

-0.08%

0.00%

-0.08%

Average Drawdown

Average peak-to-trough decline

-0.25%

-0.01%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

0.00%

+0.12%

Volatility

FLUD vs. BILZ - Volatility Comparison

Franklin Ultra Short Bond ETF (FLUD) has a higher volatility of 0.38% compared to PIMCO Ultra Short Government Active Exchange-Traded Fund (BILZ) at 0.05%. This indicates that FLUD's price experiences larger fluctuations and is considered to be riskier than BILZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLUDBILZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

0.05%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

1.12%

0.14%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

1.74%

0.21%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.32%

0.44%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.27%

0.44%

+0.83%