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FTMS vs. PBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTMS vs. PBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Short-Term Municipal Income ETF (FTMS) and Putnam BDC Income ETF (PBDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTMS achieves a 1.41% return, which is significantly higher than PBDC's -10.38% return.


FTMS

1D
-0.20%
1M
0.39%
YTD
1.41%
6M
1.41%
1Y
3Y*
5Y*
10Y*

PBDC

1D
1.60%
1M
-1.76%
YTD
-10.38%
6M
-9.85%
1Y
-11.99%
3Y*
7.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTMS vs. PBDC - Yearly Performance Comparison


2026 (YTD)2025
FTMS
Franklin Short-Term Municipal Income ETF
1.41%0.47%
PBDC
Putnam BDC Income ETF
-10.38%2.51%

Correlation

The correlation between FTMS and PBDC is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

-0.04

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Return for Risk

FTMS vs. PBDC — Risk / Return Rank

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

FTMS

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


PBDC
PBDC Risk / Return Rank: 55
Overall Rank
PBDC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PBDC Sortino Ratio Rank: 44
Sortino Ratio Rank
PBDC Omega Ratio Rank: 44
Omega Ratio Rank
PBDC Calmar Ratio Rank: 55
Calmar Ratio Rank
PBDC Martin Ratio Rank: 55
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.

FTMS vs. PBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Short-Term Municipal Income ETF (FTMS) and Putnam BDC Income ETF (PBDC). 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.


FTMSPBDCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.60

Martin ratioReturn relative to average drawdown

-1.02

FTMS vs. PBDC - Sharpe Ratio Comparison


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Drawdowns

FTMS vs. PBDC - Drawdown Comparison

The maximum FTMS drawdown since its inception was -1.24%, smaller than the maximum PBDC drawdown of -20.47%. Use the drawdown chart below to compare losses from any high point for FTMS and PBDC.


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Drawdown Indicators


FTMSPBDCDifference

Max Drawdown

Largest peak-to-trough decline

-1.24%

-20.47%

+19.23%

Max Drawdown (1Y)

Largest decline over 1 year

-20.15%

Max Drawdown (3Y)

Largest decline over 3 years

-20.47%

Current Drawdown

Current decline from peak

-0.20%

-17.79%

+17.59%

Average Drawdown

Average peak-to-trough decline

-0.28%

-4.87%

+4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.75%

Volatility

FTMS vs. PBDC - Volatility Comparison


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Volatility by Period


FTMSPBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.51%

Volatility (1Y)

Calculated over the trailing 1-year period

1.73%

18.70%

-16.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.73%

17.05%

-15.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.73%

17.05%

-15.32%

FTMS vs. PBDC - Expense Ratio Comparison

FTMS has a 0.21% expense ratio, which is lower than PBDC's 13.49% expense ratio.


Dividends

FTMS vs. PBDC - Dividend Comparison

FTMS's dividend yield for the trailing twelve months is around 1.97%, less than PBDC's 11.77% yield.


PositionTTM2025202420232022
FTMS
Franklin Short-Term Municipal Income ETF
1.97%0.57%0.00%0.00%0.00%
PBDC
Putnam BDC Income ETF
11.77%10.53%9.29%9.86%3.40%

Frequently Asked Questions


FTMS and PBDC have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTMS is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTMS is cheaper with a 0.21% expense ratio, compared with 13.49% for PBDC.

PBDC has the higher dividend yield at 11.77%, compared with 1.97% for FTMS.

FTMS is categorized as Municipal Bonds, while PBDC is Financials Equities. Their fees differ too: 0.21% for FTMS and 13.49% for PBDC.

Portfolio Optimizer

Find the right allocation for FTMS and PBDC

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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