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

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.


-0.50.00.51.00.4

Performance

FTSD vs. VTIP - 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 Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%2.50%AugustSeptemberOctoberNovemberDecember2025
2.52%
2.62%
FTSD
VTIP

Key characteristics

Sharpe Ratio

FTSD:

3.76

VTIP:

3.05

Sortino Ratio

FTSD:

5.97

VTIP:

4.68

Omega Ratio

FTSD:

1.89

VTIP:

1.65

Calmar Ratio

FTSD:

11.75

VTIP:

7.06

Martin Ratio

FTSD:

31.98

VTIP:

18.68

Ulcer Index

FTSD:

0.16%

VTIP:

0.28%

Daily Std Dev

FTSD:

1.36%

VTIP:

1.74%

Max Drawdown

FTSD:

-5.32%

VTIP:

-6.27%

Current Drawdown

FTSD:

-0.15%

VTIP:

0.00%

Returns By Period

In the year-to-date period, FTSD achieves a 0.11% return, which is significantly lower than VTIP's 0.58% return. Over the past 10 years, FTSD has underperformed VTIP with an annualized return of 1.62%, while VTIP has yielded a comparatively higher 2.63% annualized return.


FTSD

YTD

0.11%

1M

0.23%

6M

2.53%

1Y

5.02%

5Y*

1.74%

10Y*

1.62%

VTIP

YTD

0.58%

1M

0.83%

6M

2.62%

1Y

5.21%

5Y*

3.52%

10Y*

2.63%

*Annualized

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%.


FTSD
Franklin Liberty Short Duration U.S. Government ETF
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%
Expense ratio chart for VTIP: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FTSD vs. VTIP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTSD
The Risk-Adjusted Performance Rank of FTSD is 9898
Overall Rank
The Sharpe Ratio Rank of FTSD is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of FTSD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of FTSD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FTSD is 9999
Calmar Ratio Rank
The Martin Ratio Rank of FTSD is 9898
Martin Ratio Rank

VTIP
The Risk-Adjusted Performance Rank of VTIP is 9696
Overall Rank
The Sharpe Ratio Rank of VTIP is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIP is 9797
Sortino Ratio Rank
The Omega Ratio Rank of VTIP is 9696
Omega Ratio Rank
The Calmar Ratio Rank of VTIP is 9797
Calmar Ratio Rank
The Martin Ratio Rank of VTIP is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for FTSD, currently valued at 3.76, compared to the broader market0.002.004.003.763.05
The chart of Sortino ratio for FTSD, currently valued at 5.97, compared to the broader market0.005.0010.005.974.68
The chart of Omega ratio for FTSD, currently valued at 1.89, compared to the broader market1.002.003.001.891.65
The chart of Calmar ratio for FTSD, currently valued at 11.75, compared to the broader market0.005.0010.0015.0011.757.06
The chart of Martin ratio for FTSD, currently valued at 31.98, compared to the broader market0.0020.0040.0060.0080.00100.0031.9818.68
FTSD
VTIP

The current FTSD Sharpe Ratio is 3.76, which is comparable to the VTIP Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of FTSD and VTIP, 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 Ratio2.503.003.504.004.505.00AugustSeptemberOctoberNovemberDecember2025
3.76
3.05
FTSD
VTIP

Dividends

FTSD vs. VTIP - Dividend Comparison

FTSD's dividend yield for the trailing twelve months is around 4.74%, more than VTIP's 2.69% yield.


TTM20242023202220212020201920182017201620152014
FTSD
Franklin Liberty Short Duration U.S. Government ETF
4.74%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%1.91%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
2.69%2.70%3.36%6.84%4.68%1.20%2.29%2.45%1.52%0.76%0.00%0.82%

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.


-0.80%-0.60%-0.40%-0.20%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.15%
0
FTSD
VTIP

Volatility

FTSD vs. VTIP - Volatility Comparison

Franklin Liberty Short Duration U.S. Government ETF (FTSD) has a higher volatility of 0.63% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.47%. 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.


0.20%0.30%0.40%0.50%0.60%0.70%AugustSeptemberOctoberNovemberDecember2025
0.63%
0.47%
FTSD
VTIP
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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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