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FLUD vs. VGUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLUD vs. VGUS - Performance Comparison

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

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FLUD vs. VGUS - Yearly Performance Comparison


2026 (YTD)2025
FLUD
Franklin Ultra Short Bond ETF
0.68%4.72%
VGUS
Vanguard Ultra-Short Treasury ETF
0.81%3.77%

Returns By Period

In the year-to-date period, FLUD achieves a 0.68% return, which is significantly lower than VGUS's 0.81% return.


FLUD

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

VGUS

1D
0.01%
1M
0.25%
YTD
0.81%
6M
1.82%
1Y
4.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLUD vs. VGUS - Expense Ratio Comparison

FLUD has a 0.15% expense ratio, which is higher than VGUS's 0.07% 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. VGUS — 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

VGUS
VGUS Risk / Return Rank: 100100
Overall Rank
VGUS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VGUS Sortino Ratio Rank: 100100
Sortino Ratio Rank
VGUS Omega Ratio Rank: 100100
Omega Ratio Rank
VGUS Calmar Ratio Rank: 100100
Calmar Ratio Rank
VGUS 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. VGUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Ultra Short Bond ETF (FLUD) and Vanguard Ultra-Short Treasury ETF (VGUS). 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.


FLUDVGUSDifference

Sharpe ratio

Return per unit of total volatility

2.61

11.39

-8.78

Sortino ratio

Return per unit of downside risk

4.10

31.34

-27.24

Omega ratio

Gain probability vs. loss probability

1.54

8.64

-7.10

Calmar ratio

Return relative to maximum drawdown

10.63

55.20

-44.57

Martin ratio

Return relative to average drawdown

39.41

367.74

-328.33

FLUD vs. VGUS - Sharpe Ratio Comparison

The current FLUD Sharpe Ratio is 2.61, which is lower than the VGUS Sharpe Ratio of 11.39. The chart below compares the historical Sharpe Ratios of FLUD and VGUS, 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


FLUDVGUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.61

11.39

-8.78

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

11.78

-9.24

Correlation

The correlation between FLUD and VGUS is 0.12, 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. VGUS - Dividend Comparison

FLUD's dividend yield for the trailing twelve months is around 4.48%, more than VGUS's 3.66% yield.


TTM202520242023202220212020
FLUD
Franklin Ultra Short Bond ETF
4.48%4.51%4.97%4.72%1.39%0.92%0.93%
VGUS
Vanguard Ultra-Short Treasury ETF
3.66%3.12%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLUD vs. VGUS - Drawdown Comparison

The maximum FLUD drawdown since its inception was -1.66%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for FLUD and VGUS.


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Drawdown Indicators


FLUDVGUSDifference

Max Drawdown

Largest peak-to-trough decline

-1.66%

-0.07%

-1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-0.44%

-0.07%

-0.37%

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%

0.00%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

0.01%

+0.11%

Volatility

FLUD vs. VGUS - Volatility Comparison

Franklin Ultra Short Bond ETF (FLUD) has a higher volatility of 0.38% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.07%. This indicates that FLUD's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLUDVGUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

0.07%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.12%

0.16%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

1.74%

0.35%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.32%

0.35%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.27%

0.35%

+0.92%