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FLUD vs. CMCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLUD vs. CMCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Ultra Short Bond ETF (FLUD) and VanEck CMCI Commodity Strategy ETF (CMCI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLUD achieves a 1.53% return, which is significantly lower than CMCI's 23.01% return.


FLUD

1D
0.09%
1M
0.41%
YTD
1.53%
6M
1.88%
1Y
4.60%
3Y*
5.33%
5Y*
3.63%
10Y*

CMCI

1D
-0.31%
1M
-0.41%
YTD
23.01%
6M
23.83%
1Y
30.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLUD vs. CMCI - Yearly Performance Comparison


2026 (YTD)202520242023
FLUD
Franklin Ultra Short Bond ETF
1.53%5.36%5.44%2.50%
CMCI
VanEck CMCI Commodity Strategy ETF
23.01%7.90%5.68%-2.87%

Correlation

The correlation between FLUD and CMCI is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2023

-0.05

The correlation between FLUD and CMCI shifts across timeframes, from -0.15 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FLUD vs. CMCI — Risk / Return Rank

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

FLUD
FLUD Risk / Return Rank: 9292
Overall Rank
FLUD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FLUD Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLUD Omega Ratio Rank: 9191
Omega Ratio Rank
FLUD Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLUD Martin Ratio Rank: 9797
Martin Ratio Rank

CMCI
CMCI Risk / Return Rank: 8181
Overall Rank
CMCI Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CMCI Sortino Ratio Rank: 7676
Sortino Ratio Rank
CMCI Omega Ratio Rank: 7777
Omega Ratio Rank
CMCI Calmar Ratio Rank: 9292
Calmar Ratio Rank
CMCI Martin Ratio Rank: 8181
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. CMCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Ultra Short Bond ETF (FLUD) and VanEck CMCI Commodity Strategy ETF (CMCI). 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.


FLUDCMCIDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.60

1.46

+0.14

Calmar ratioReturn relative to maximum drawdown

10.55

6.16

+4.39

Martin ratioReturn relative to average drawdown

41.82

16.15

+25.67

FLUD vs. CMCI - Sharpe Ratio Comparison

The current FLUD Sharpe Ratio is 2.76, which is comparable to the CMCI Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of FLUD and CMCI, 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


FLUDCMCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

2.54

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.73

Sharpe Ratio (All Time)

Calculated using the full available price history

2.59

0.94

+1.65

Drawdowns

FLUD vs. CMCI - Drawdown Comparison

The maximum FLUD drawdown since its inception was -1.66%, smaller than the maximum CMCI drawdown of -11.54%. Use the drawdown chart below to compare losses from any high point for FLUD and CMCI.


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Drawdown Indicators


FLUDCMCIDifference

Max Drawdown

Largest peak-to-trough decline

-1.66%

-11.54%

+9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.44%

-5.03%

+4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-1.66%

Current Drawdown

Current decline from peak

0.00%

-3.12%

+3.12%

Average Drawdown

Average peak-to-trough decline

-0.24%

-3.54%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.11%

1.92%

-1.81%

Volatility

FLUD vs. CMCI - Volatility Comparison

The current volatility for Franklin Ultra Short Bond ETF (FLUD) is 0.33%, while VanEck CMCI Commodity Strategy ETF (CMCI) has a volatility of 4.25%. This indicates that FLUD experiences smaller price fluctuations and is considered to be less risky than CMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLUDCMCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

4.25%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

0.74%

10.14%

-9.40%

Volatility (1Y)

Calculated over the trailing 1-year period

1.68%

12.19%

-10.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.34%

12.63%

-11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.26%

12.63%

-11.37%

FLUD vs. CMCI - Expense Ratio Comparison

FLUD has a 0.15% expense ratio, which is lower than CMCI's 0.65% expense ratio.


Dividends

FLUD vs. CMCI - Dividend Comparison

FLUD's dividend yield for the trailing twelve months is around 4.27%, less than CMCI's 8.04% yield.


PositionTTM202520242023202220212020
CMCI
VanEck CMCI Commodity Strategy ETF
8.04%9.89%3.93%1.64%0.00%0.00%0.00%
FLUD
Franklin Ultra Short Bond ETF
4.27%4.51%4.97%4.72%1.39%0.92%0.93%

Frequently Asked Questions


FLUD and CMCI have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMCI has higher volatility (4.25%) compared to FLUD (0.33%). In terms of maximum drawdown, FLUD dropped -1.66% vs CMCI's -11.54%.

On 1-year performance, CMCI leads with 30.85% vs 4.60% for FLUD. On fees, FLUD is cheaper at 0.15% per year. On volatility, FLUD has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CMCI has performed better with a 30.85% return vs 4.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLUD is cheaper with a 0.15% expense ratio, compared with 0.65% for CMCI.

CMCI has the higher dividend yield at 8.04%, compared with 4.27% for FLUD.

FLUD is categorized as Ultrashort Bond, while CMCI is Commodities. They also come from different issuers: Franklin Templeton and VanEck. Their fees differ too: 0.15% for FLUD and 0.65% for CMCI.

FLUD currently has the higher Sharpe Ratio (2.76 vs 2.54), 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

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