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FTSD vs. FLRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.1

Performance

FTSD vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty Short Duration U.S. Government ETF (FTSD) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
2.92%
4.13%
FTSD
FLRT

Key characteristics

Sharpe Ratio

FTSD:

4.32

FLRT:

7.32

Sortino Ratio

FTSD:

7.12

FLRT:

12.49

Omega Ratio

FTSD:

2.03

FLRT:

3.61

Calmar Ratio

FTSD:

12.54

FLRT:

19.55

Martin Ratio

FTSD:

35.19

FLRT:

97.12

Ulcer Index

FTSD:

0.15%

FLRT:

0.10%

Daily Std Dev

FTSD:

1.26%

FLRT:

1.39%

Max Drawdown

FTSD:

-5.32%

FLRT:

-20.96%

Current Drawdown

FTSD:

-0.18%

FLRT:

0.00%

Returns By Period

In the year-to-date period, FTSD achieves a 5.03% return, which is significantly lower than FLRT's 8.93% return.


FTSD

YTD

5.03%

1M

0.46%

6M

2.91%

1Y

5.36%

5Y (annualized)

1.75%

10Y (annualized)

1.62%

FLRT

YTD

8.93%

1M

0.75%

6M

4.12%

1Y

9.61%

5Y (annualized)

5.26%

10Y (annualized)

N/A

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTSD vs. FLRT - Expense Ratio Comparison

FTSD has a 0.25% expense ratio, which is lower than FLRT's 0.69% expense ratio.


FLRT
Pacific Global Senior Loan ETF
Expense ratio chart for FLRT: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for FTSD: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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.


Sharpe ratio
The chart of Sharpe ratio for FTSD, currently valued at 4.32, compared to the broader market0.002.004.004.327.32
The chart of Sortino ratio for FTSD, currently valued at 7.12, compared to the broader market-2.000.002.004.006.008.0010.007.1212.49
The chart of Omega ratio for FTSD, currently valued at 2.03, compared to the broader market0.501.001.502.002.503.002.033.61
The chart of Calmar ratio for FTSD, currently valued at 12.54, compared to the broader market0.005.0010.0015.0012.5419.55
The chart of Martin ratio for FTSD, currently valued at 35.19, compared to the broader market0.0020.0040.0060.0080.00100.0035.1997.12
FTSD
FLRT

The current FTSD Sharpe Ratio is 4.32, which is lower than the FLRT Sharpe Ratio of 7.32. The chart below compares the historical Sharpe Ratios of FTSD and FLRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio3.004.005.006.007.008.009.00JulyAugustSeptemberOctoberNovemberDecember
4.32
7.32
FTSD
FLRT

Dividends

FTSD vs. FLRT - Dividend Comparison

FTSD's dividend yield for the trailing twelve months is around 4.76%, less than FLRT's 8.10% yield.


TTM20232022202120202019201820172016201520142013
FTSD
Franklin Liberty Short Duration U.S. Government ETF
4.76%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
8.10%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.


-0.40%-0.30%-0.20%-0.10%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.18%
0
FTSD
FLRT

Volatility

FTSD vs. FLRT - Volatility Comparison

Franklin Liberty Short Duration U.S. Government ETF (FTSD) has a higher volatility of 0.39% 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.


0.20%0.30%0.40%0.50%0.60%JulyAugustSeptemberOctoberNovemberDecember
0.39%
0.23%
FTSD
FLRT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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