FTSD vs. FLRT
Compare and contrast key facts about Franklin Liberty Short Duration U.S. Government ETF (FTSD) and Pacific Global Senior Loan ETF (FLRT).
FTSD and FLRT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTSD is an actively managed fund by Franklin Templeton. It was launched on Nov 4, 2013. FLRT is an actively managed fund by Pacific Life. It was launched on Feb 19, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTSD or FLRT.
Performance
FTSD vs. FLRT - Performance Comparison
Returns By Period
In the year-to-date period, FTSD achieves a 4.55% return, which is significantly lower than FLRT's 8.12% return.
FTSD
4.55%
-0.04%
3.02%
5.91%
1.66%
1.57%
FLRT
8.12%
0.61%
3.76%
11.10%
5.35%
N/A
Key characteristics
| FTSD | FLRT | |
|---|---|---|
| Sharpe Ratio | 4.60 | 7.90 |
| Sortino Ratio | 7.66 | 13.69 |
| Omega Ratio | 2.15 | 3.90 |
| Calmar Ratio | 7.06 | 21.42 |
| Martin Ratio | 39.63 | 106.49 |
| Ulcer Index | 0.15% | 0.10% |
| Daily Std Dev | 1.32% | 1.41% |
| Max Drawdown | -5.32% | -20.96% |
| Current Drawdown | -0.23% | -0.04% |
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FTSD vs. FLRT - Expense Ratio Comparison
FTSD has a 0.25% expense ratio, which is lower than FLRT's 0.69% expense ratio.
Correlation
The correlation between FTSD and FLRT is 0.07, 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.
Risk-Adjusted Performance
FTSD vs. FLRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty Short Duration U.S. Government ETF (FTSD) and Pacific Global Senior Loan ETF (FLRT). 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.
Dividends
FTSD vs. FLRT - Dividend Comparison
FTSD's dividend yield for the trailing twelve months is around 4.79%, less than FLRT's 8.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSD Franklin Liberty Short Duration U.S. Government ETF | 4.79% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% | 1.91% | 0.27% |
FLRT Pacific Global Senior Loan ETF | 8.25% | 8.42% | 5.81% | 3.16% | 3.51% | 4.31% | 3.95% | 3.20% | 3.38% | 3.21% | 0.00% | 0.00% |
Drawdowns
FTSD vs. FLRT - Drawdown Comparison
The maximum FTSD drawdown since its inception was -5.32%, smaller than the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for FTSD and FLRT. For additional features, visit the drawdowns tool.
Volatility
FTSD vs. FLRT - Volatility Comparison
Franklin Liberty Short Duration U.S. Government ETF (FTSD) has a higher volatility of 0.29% compared to Pacific Global Senior Loan ETF (FLRT) at 0.23%. This indicates that FTSD's price experiences larger fluctuations and is considered to be riskier than FLRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.