FTSD vs. VTIP
Compare and contrast key facts about Franklin Liberty Short Duration U.S. Government ETF (FTSD) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
FTSD and VTIP 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. VTIP is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Oct 12, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTSD or VTIP.
Correlation
The correlation between FTSD and VTIP is 0.35, 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.
Performance
FTSD vs. VTIP - Performance Comparison
Key characteristics
FTSD:
4.18
VTIP:
2.72
FTSD:
6.81
VTIP:
4.20
FTSD:
1.99
VTIP:
1.56
FTSD:
12.29
VTIP:
6.48
FTSD:
34.45
VTIP:
17.49
FTSD:
0.15%
VTIP:
0.28%
FTSD:
1.28%
VTIP:
1.79%
FTSD:
-5.32%
VTIP:
-6.27%
FTSD:
-0.20%
VTIP:
-0.29%
Returns By Period
In the year-to-date period, FTSD achieves a 5.00% return, which is significantly higher than VTIP's 4.74% return. Over the past 10 years, FTSD has underperformed VTIP with an annualized return of 1.61%, while VTIP has yielded a comparatively higher 2.58% annualized return.
FTSD
5.00%
0.44%
2.84%
5.44%
1.75%
1.61%
VTIP
4.74%
0.31%
2.61%
4.93%
3.46%
2.58%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTSD vs. VTIP - Expense Ratio Comparison
FTSD has a 0.25% expense ratio, which is higher than VTIP's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FTSD vs. VTIP - 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 Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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. VTIP - Dividend Comparison
FTSD's dividend yield for the trailing twelve months is around 4.76%, more than VTIP's 2.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.89% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
FTSD vs. VTIP - Drawdown Comparison
The maximum FTSD drawdown since its inception was -5.32%, smaller than the maximum VTIP drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for FTSD and VTIP. For additional features, visit the drawdowns tool.
Volatility
FTSD vs. VTIP - Volatility Comparison
Franklin Liberty Short Duration U.S. Government ETF (FTSD) has a higher volatility of 0.46% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.29%. This indicates that FTSD's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.