FLXR vs. BLUI

Last updated Jun 4, 2026

FLXR (TCW Flexible Income ETF) and BLUI (Bluemonte Diversified Income ETF) are both Multisector Bonds funds. A 0.60 correlation means they provide meaningful diversification when combined. FLXR charges 0.40%/yr vs 0.75%/yr for BLUI.

Performance

FLXR vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Flexible Income ETF (FLXR) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLXR achieves a 1.09% return, which is significantly lower than BLUI's 3.27% return.

FLXR

• 1D: -0.18%
• 1M: 0.36%
• YTD: 1.09%
• 6M: 1.43%
• 1Y: 5.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLUI

• 1D: -0.19%
• 1M: 0.02%
• YTD: 3.27%
• 6M: 3.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLXR vs. BLUI - Yearly Performance Comparison

	2026 (YTD)	2025
FLXR TCW Flexible Income ETF	1.09%	4.02%
BLUI Bluemonte Diversified Income ETF	3.27%	3.80%

Correlation

The correlation between FLXR and BLUI is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.60

FLXR vs. BLUI - Sectors Allocation Comparison

Sectors	FLXR	BLUI
Healthcare	62.4%	-
Real Estate	37.6%	51.0%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	0.3%
Consumer Defensive	-	-
Energy	-	46.7%
Financial Services	-	-
Industrials	-	-
Technology	-	0.6%
Utilities	-	1.5%

Return for Risk

FLXR vs. BLUI — Risk / Return Rank

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

FLXR

FLXR Risk / Return Rank: 82
FLXR Sharpe Ratio Rank: 79
FLXR Sortino Ratio Rank: 86
FLXR Omega Ratio Rank: 83
FLXR Calmar Ratio Rank: 78
FLXR Martin Ratio Rank: 84

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.

FLXR vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Flexible Income ETF (FLXR) and Bluemonte Diversified Income ETF (BLUI). 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.

	FLXR	BLUI	Difference
Sharpe ratio Return per unit of total volatility	2.61	—	—
Sortino ratio Return per unit of downside risk	3.94	—	—
Omega ratio Gain probability vs. loss probability	1.51	—	—
Calmar ratio Return relative to maximum drawdown	4.04	—	—
Martin ratio Return relative to average drawdown	17.36	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FLXR	BLUI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.65	1.97	+0.68

Drawdowns

FLXR vs. BLUI - Drawdown Comparison

The maximum FLXR drawdown since its inception was -1.94%, smaller than the maximum BLUI drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for FLXR and BLUI.

Drawdown Indicators

	FLXR	BLUI	Difference
Max Drawdown Largest peak-to-trough decline	-1.94%	-2.43%	+0.49%
Max Drawdown (1Y) Largest decline over 1 year	-1.46%	—	—
Current Drawdown Current decline from peak	-0.23%	-0.43%	+0.20%
Average Drawdown Average peak-to-trough decline	-0.36%	-0.37%	+0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.34%	—	—

Volatility

Volatility by Period

	FLXR	BLUI	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.76%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.26%	3.89%	-1.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.79%	3.89%	-1.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.79%	3.89%	-1.10%

FLXR vs. BLUI - Expense Ratio Comparison

FLXR has a 0.40% expense ratio, which is lower than BLUI's 0.75% expense ratio.

Dividends

FLXR vs. BLUI - Dividend Comparison

FLXR's dividend yield for the trailing twelve months is around 5.82%, more than BLUI's 4.72% yield.

Position	TTM	2025	2024
BLUI Bluemonte Diversified Income ETF	4.72%	2.91%	0.00%
FLXR TCW Flexible Income ETF	5.82%	5.66%	3.44%

Frequently Asked Questions

Can I hold both FLXR and BLUI in my portfolio?

FLXR and BLUI have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FLXR or BLUI?

On fees, FLXR is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FLXR or BLUI?

FLXR is cheaper with a 0.40% expense ratio, compared with 0.75% for BLUI.

Which ETF pays a higher dividend yield, FLXR or BLUI?

FLXR has the higher dividend yield at 5.82%, compared with 4.72% for BLUI.

What is the main difference between FLXR and BLUI?

They also come from different issuers: TCW and Bluemonte. Their fees differ too: 0.40% for FLXR and 0.75% for BLUI.