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FLXI vs. MUSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLXI vs. MUSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Flexible Income ETF (FLXI) and TCW Multisector Credit Income ETF (MUSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FLXI

1D
-0.08%
1M
0.21%
6M
YTD
1Y
3Y*
5Y*
10Y*

MUSE

1D
-0.02%
1M
0.10%
6M
2.16%
YTD
2.90%
1Y
7.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXI vs. MUSE - Yearly Performance Comparison


Correlation

The correlation between FLXI and MUSE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 6, 2026

0.49

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Return for Risk

FLXI vs. MUSE — Risk / Return Rank

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

FLXI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MUSE
MUSE Risk / Return Rank: 8686
Overall Rank
MUSE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MUSE Sortino Ratio Rank: 9494
Sortino Ratio Rank
MUSE Omega Ratio Rank: 9595
Omega Ratio Rank
MUSE Calmar Ratio Rank: 7373
Calmar Ratio Rank
MUSE Martin Ratio Rank: 7575
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.

FLXI vs. MUSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Flexible Income ETF (FLXI) and TCW Multisector Credit Income ETF (MUSE). 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.


FLXIMUSEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.57

Calmar ratioReturn relative to maximum drawdown

2.81

Martin ratioReturn relative to average drawdown

10.42

FLXI vs. MUSE - Sharpe Ratio Comparison


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Drawdowns

FLXI vs. MUSE - Drawdown Comparison

The maximum FLXI drawdown since its inception was -3.52%, roughly equal to the maximum MUSE drawdown of -3.63%. Use the drawdown chart below to compare losses from any high point for FLXI and MUSE.


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Drawdown Indicators


FLXIMUSEDifference

Max Drawdown

Largest peak-to-trough decline

-3.52%

-3.63%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

Current Drawdown

Current decline from peak

-1.04%

-0.02%

-1.02%

Average Drawdown

Average peak-to-trough decline

-1.21%

-0.40%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

Volatility

FLXI vs. MUSE - Volatility Comparison


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Volatility by Period


FLXIMUSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13,130.79%

2.84%

+13,127.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13,130.79%

3.77%

+13,127.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13,130.79%

3.77%

+13,127.02%

FLXI vs. MUSE - Expense Ratio Comparison

FLXI has a 0.39% expense ratio, which is lower than MUSE's 0.56% expense ratio.


Dividends

FLXI vs. MUSE - Dividend Comparison

FLXI's dividend yield for the trailing twelve months is around 1.70%, less than MUSE's 7.70% yield.


PositionTTM20252024
FLXI
Invesco Flexible Income ETF
1.70%0.00%0.00%
MUSE
TCW Multisector Credit Income ETF
7.70%7.35%0.75%

Frequently Asked Questions


FLXI and MUSE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXI is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXI is cheaper with a 0.39% expense ratio, compared with 0.56% for MUSE.

MUSE has the higher dividend yield at 7.70%, compared with 1.70% for FLXI.

They also come from different issuers: Invesco and TCW. Their fees differ too: 0.39% for FLXI and 0.56% for MUSE.

Portfolio Optimizer

Find the right allocation for FLXI and MUSE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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