FTSD vs. NSCI
FTSD (Franklin Short Duration U.S. Government ETF) and NSCI (Nuveen Securitized Income ETF) are both Mortgage Backed Securities funds. Both are actively managed. At a 0.27 correlation, their price movements are largely independent. FTSD charges 0.25%/yr vs 0.38%/yr for NSCI.
Performance
FTSD vs. NSCI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FTSD achieves a 0.92% return, which is significantly lower than NSCI's 1.96% return.
FTSD
- 1D
- 0.00%
- 1M
- 0.44%
- YTD
- 0.92%
- 6M
- 1.23%
- 1Y
- 4.10%
- 3Y*
- 4.98%
- 5Y*
- 2.57%
- 10Y*
- 2.06%
NSCI
- 1D
- 0.04%
- 1M
- 0.45%
- YTD
- 1.96%
- 6M
- 2.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FTSD vs. NSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FTSD Franklin Short Duration U.S. Government ETF | 0.92% | 1.52% |
NSCI Nuveen Securitized Income ETF | 1.96% | 1.66% |
Correlation
The correlation between FTSD and NSCI is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025 | 0.27 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FTSD vs. NSCI — Risk / Return Rank
FTSD
NSCI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FTSD vs. NSCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Short Duration U.S. Government ETF (FTSD) and Nuveen Securitized Income ETF (NSCI). 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.
| FTSD | NSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.63 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 9.13 | — | — |
| Martin ratioReturn relative to average drawdown | 35.35 | — | — |
Loading charts...
Drawdowns
FTSD vs. NSCI - Drawdown Comparison
The maximum FTSD drawdown since its inception was -5.32%, which is greater than NSCI's maximum drawdown of -1.10%. Use the drawdown chart below to compare losses from any high point for FTSD and NSCI.
Loading charts...
Drawdown Indicators
| FTSD | NSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.32% | -1.10% | -4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -0.45% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -0.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -4.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -5.32% | — | — |
Current DrawdownCurrent decline from peak | -0.21% | -0.12% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -0.60% | -0.18% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | — | — |
Volatility
FTSD vs. NSCI - Volatility Comparison
Loading charts...
Volatility by Period
| FTSD | NSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.57% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 1.08% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.35% | 1.30% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.86% | 1.30% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.76% | 1.30% | +0.46% |
FTSD vs. NSCI - Expense Ratio Comparison
FTSD has a 0.25% expense ratio, which is lower than NSCI's 0.38% expense ratio.
Dividends
FTSD vs. NSCI - Dividend Comparison
FTSD's dividend yield for the trailing twelve months is around 4.50%, more than NSCI's 3.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSD Franklin Short Duration U.S. Government ETF | 4.50% | 4.67% | 4.75% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% |
NSCI Nuveen Securitized Income ETF | 3.04% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTSD and NSCI have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FTSD is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FTSD is cheaper with a 0.25% expense ratio, compared with 0.38% for NSCI.
FTSD has the higher dividend yield at 4.50%, compared with 3.04% for NSCI.
They also come from different issuers: Franklin Templeton and Nuveen. Their fees differ too: 0.25% for FTSD and 0.38% for NSCI.
Find the right allocation for FTSD and NSCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer