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FTSD vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTSD vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Short Duration U.S. Government ETF (FTSD) and Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FTSD achieves a 1.24% return, which is significantly lower than FLRT's 2.39% return. Over the past 10 years, FTSD has underperformed FLRT with an annualized return of 2.10%, while FLRT has yielded a comparatively higher 4.83% annualized return.


FTSD

1D
0.00%
1M
0.05%
6M
0.99%
YTD
1.24%
1Y
3.75%
3Y*
5.00%
5Y*
2.57%
10Y*
2.10%
ALL TIME*
1.80%

FLRT

1D
0.06%
1M
0.38%
6M
2.08%
YTD
2.39%
1Y
5.09%
3Y*
7.87%
5Y*
6.08%
10Y*
4.83%
ALL TIME*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.88M$4.59M$4.78M
$2.17M$2.80M$2.13M

FTSD vs. FLRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTSD
Franklin Short Duration U.S. Government ETF
1.24%5.66%5.20%4.84%-3.13%-0.90%3.13%2.40%1.64%0.63%
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
2.39%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%1.72%

Correlation

The correlation between FTSD and FLRT is 0.13, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.13

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.15

Correlation (10Y)
Provides a long-term view across more market conditions.

0.09

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2015

0.08

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Return for Risk

FTSD vs. FLRT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FTSD
FTSD Risk / Return Rank: 9696
Overall Rank
FTSD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9696
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9595
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9797
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9797
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 9191
Overall Rank
FLRT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 8181
Calmar Ratio Rank
FLRT Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FTSD vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Short Duration U.S. Government ETF (FTSD) and Pacer Aristotle Pacific Floating Rate High Income 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.

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.


FTSDFLRTDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.58

1.76

-0.18

Calmar ratioReturn relative to maximum drawdown

8.64

2.89

+5.75

Martin ratioReturn relative to average drawdown

32.41

10.59

+21.82

FTSD vs. FLRT - Sharpe Ratio Comparison

The current FTSD Sharpe Ratio is 2.86, which is comparable to the FLRT Sharpe Ratio of 3.45. The chart below compares the historical Sharpe Ratios of FTSD and FLRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


FTSDFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-5.32%

-20.96%

+15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

-1.78%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-0.93%

-2.87%

+1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-4.96%

-7.60%

+2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

-20.96%

+15.64%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.60%

-1.39%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

0.48%

-0.36%

Volatility

FTSD vs. FLRT - Volatility Comparison

Franklin Short Duration U.S. Government ETF (FTSD) has a higher volatility of 0.32% compared to Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT) at 0.29%. 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.


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Volatility by Period


FTSDFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.32%

0.29%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.09%

1.19%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

1.36%

1.49%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.87%

2.30%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.76%

6.09%

-4.33%

FTSD vs. FLRT - Expense Ratio Comparison

FTSD has a 0.25% expense ratio, which is lower than FLRT's 0.60% expense ratio.


Dividends

FTSD vs. FLRT - Dividend Comparison

FTSD's dividend yield for the trailing twelve months is around 4.48%, less than FLRT's 6.72% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
6.72%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
FTSD
Franklin Short Duration U.S. Government ETF
4.05%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%

Frequently Asked Questions


FTSD and FLRT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTSD has higher volatility (0.32%) compared to FLRT (0.29%). In terms of maximum drawdown, FTSD dropped -5.32% vs FLRT's -20.96%.

On 10-year performance, FLRT leads with 4.83% vs 2.10% for FTSD. On fees, FTSD is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLRT has performed better with a 4.83% return vs 2.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FTSD is cheaper with a 0.25% expense ratio, compared with 0.60% for FLRT.

FLRT has the higher dividend yield at 6.72%, compared with 4.05% for FTSD.

FTSD is categorized as Mortgage Backed Securities, while FLRT is Bank Loan. They also come from different issuers: Franklin Templeton and Pacer. Their fees differ too: 0.25% for FTSD and 0.60% for FLRT.

FLRT currently has the higher Sharpe Ratio (3.45 vs 2.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FTSD and FLRT

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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