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FPAS vs. GGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPAS vs. GGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FPA Short Duration Government ETF (FPAS) and iShares Global Government Bond USD Hedged Active ETF (GGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FPAS achieves a -0.75% return, which is significantly lower than GGOV's 2.30% return.


FPAS

1D
-0.14%
1M
-0.21%
YTD
-0.75%
6M
-0.62%
1Y
3.02%
3Y*
5Y*
10Y*

GGOV

1D
-0.16%
1M
0.60%
YTD
2.30%
6M
-1.11%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPAS vs. GGOV - Yearly Performance Comparison


Correlation

The correlation between FPAS and GGOV is 0.52, 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 27, 2025

0.52

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Return for Risk

FPAS vs. GGOV — Risk / Return Rank

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

FPAS
FPAS Risk / Return Rank: 2626
Overall Rank
FPAS Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FPAS Sortino Ratio Rank: 2626
Sortino Ratio Rank
FPAS Omega Ratio Rank: 2525
Omega Ratio Rank
FPAS Calmar Ratio Rank: 2626
Calmar Ratio Rank
FPAS Martin Ratio Rank: 2727
Martin Ratio Rank

GGOV
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.

FPAS vs. GGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FPA Short Duration Government ETF (FPAS) and iShares Global Government Bond USD Hedged Active ETF (GGOV). 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.


FPASGGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.23

Martin ratioReturn relative to average drawdown

3.71

FPAS vs. GGOV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FPASGGOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

-0.11

+1.09

Drawdowns

FPAS vs. GGOV - Drawdown Comparison

The maximum FPAS drawdown since its inception was -2.47%, smaller than the maximum GGOV drawdown of -4.69%. Use the drawdown chart below to compare losses from any high point for FPAS and GGOV.


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Drawdown Indicators


FPASGGOVDifference

Max Drawdown

Largest peak-to-trough decline

-2.47%

-4.69%

+2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.47%

Current Drawdown

Current decline from peak

-1.85%

-1.50%

-0.35%

Average Drawdown

Average peak-to-trough decline

-0.67%

-1.59%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

FPAS vs. GGOV - Volatility Comparison


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Volatility by Period


FPASGGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.25%

5.38%

-2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.09%

5.38%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

5.38%

-1.29%

FPAS vs. GGOV - Expense Ratio Comparison

FPAS has a 0.09% expense ratio, which is lower than GGOV's 0.39% expense ratio.


Dividends

FPAS vs. GGOV - Dividend Comparison

FPAS's dividend yield for the trailing twelve months is around 4.78%, while GGOV has not paid dividends to shareholders.


PositionTTM20252024
FPAS
FPA Short Duration Government ETF
4.78%4.75%0.68%
GGOV
iShares Global Government Bond USD Hedged Active ETF
0.00%0.00%0.00%

Frequently Asked Questions


FPAS and GGOV have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FPAS is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FPAS is cheaper with a 0.09% expense ratio, compared with 0.39% for GGOV.

FPAS has the higher dividend yield at 4.78%, compared with 0.00% for GGOV.

FPAS is categorized as Government Bonds, while GGOV is Global Bonds. They also come from different issuers: FPA and iShares. Their fees differ too: 0.09% for FPAS and 0.39% for GGOV.

Portfolio Optimizer

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