FTSD vs. LMBS
Compare and contrast key facts about Franklin Short Duration U.S. Government ETF (FTSD) and First Trust Low Duration Mortgage Opportunities ETF (LMBS).
FTSD and LMBS 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. LMBS is an actively managed fund by First Trust. It was launched on Nov 4, 2014.
Performance
FTSD vs. LMBS - Performance Comparison
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FTSD vs. LMBS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTSD Franklin Short Duration U.S. Government ETF | 0.40% | 5.66% | 5.20% | 4.84% | -3.13% | -0.90% | 3.13% | 2.40% | 1.64% | 0.63% |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 0.66% | 7.05% | 5.15% | 6.10% | -3.07% | -0.91% | 1.64% | 4.10% | 1.62% | 1.68% |
Returns By Period
In the year-to-date period, FTSD achieves a 0.40% return, which is significantly lower than LMBS's 0.66% return. Over the past 10 years, FTSD has underperformed LMBS with an annualized return of 2.06%, while LMBS has yielded a comparatively higher 2.84% annualized return.
FTSD
- 1D
- 0.06%
- 1M
- -0.13%
- YTD
- 0.40%
- 6M
- 1.94%
- 1Y
- 4.66%
- 3Y*
- 4.83%
- 5Y*
- 2.40%
- 10Y*
- 2.06%
LMBS
- 1D
- 0.22%
- 1M
- -0.91%
- YTD
- 0.66%
- 6M
- 2.10%
- 1Y
- 5.57%
- 3Y*
- 5.69%
- 5Y*
- 2.95%
- 10Y*
- 2.84%
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FTSD vs. LMBS - Expense Ratio Comparison
FTSD has a 0.25% expense ratio, which is lower than LMBS's 0.68% expense ratio.
Return for Risk
FTSD vs. LMBS — Risk / Return Rank
FTSD
LMBS
FTSD vs. LMBS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Short Duration U.S. Government ETF (FTSD) and First Trust Low Duration Mortgage Opportunities ETF (LMBS). 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.
| FTSD | LMBS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.38 | 2.18 | +0.20 |
Sortino ratioReturn per unit of downside risk | 3.39 | 2.91 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.47 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 4.85 | 3.25 | +1.60 |
Martin ratioReturn relative to average drawdown | 22.05 | 13.96 | +8.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTSD | LMBS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.18 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.31 | 1.16 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.15 | 1.20 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 1.13 | -0.09 |
Correlation
The correlation between FTSD and LMBS is 0.34, 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.
Dividends
FTSD vs. LMBS - Dividend Comparison
FTSD's dividend yield for the trailing twelve months is around 4.55%, more than LMBS's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSD Franklin Short Duration U.S. Government ETF | 4.55% | 4.67% | 4.75% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% |
LMBS First Trust Low Duration Mortgage Opportunities ETF | 4.10% | 4.08% | 4.28% | 3.96% | 2.22% | 2.04% | 2.27% | 2.55% | 2.76% | 2.73% | 2.84% | 3.03% |
Drawdowns
FTSD vs. LMBS - Drawdown Comparison
The maximum FTSD drawdown since its inception was -5.32%, smaller than the maximum LMBS drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for FTSD and LMBS.
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Drawdown Indicators
| FTSD | LMBS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.32% | -6.49% | +1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -0.93% | -1.72% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -5.08% | -6.16% | +1.08% |
Max Drawdown (10Y)Largest decline over 10 years | -5.32% | -6.49% | +1.17% |
Current DrawdownCurrent decline from peak | -0.14% | -0.91% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -0.61% | -0.81% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.20% | 0.40% | -0.20% |
Volatility
FTSD vs. LMBS - Volatility Comparison
The current volatility for Franklin Short Duration U.S. Government ETF (FTSD) is 0.53%, while First Trust Low Duration Mortgage Opportunities ETF (LMBS) has a volatility of 0.88%. This indicates that FTSD experiences smaller price fluctuations and is considered to be less risky than LMBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTSD | LMBS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.53% | 0.88% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 0.87% | 1.37% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.97% | 2.57% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.83% | 2.55% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.79% | 2.38% | -0.59% |