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HYDB vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYDB vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Bond Factor ETF (HYDB) and Pacific Global Senior Loan 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, HYDB achieves a 1.32% return, which is significantly lower than FLRT's 1.83% return.


HYDB

1D
-0.21%
1M
0.39%
YTD
1.32%
6M
1.87%
1Y
7.20%
3Y*
9.11%
5Y*
4.67%
10Y*

FLRT

1D
-0.15%
1M
0.90%
YTD
1.83%
6M
2.55%
1Y
6.08%
3Y*
8.90%
5Y*
5.98%
10Y*
5.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYDB vs. FLRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYDB
iShares High Yield Bond Factor ETF
1.32%8.10%9.11%14.02%-9.99%5.14%7.39%16.13%-3.18%3.38%
FLRT
Pacific Global Senior Loan ETF
1.83%6.24%9.18%14.59%-2.72%3.18%2.78%9.44%-1.14%0.80%

Correlation

The correlation between HYDB and FLRT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2017

0.25

The correlation between HYDB and FLRT shifts across timeframes, from 0.25 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HYDB vs. FLRT — Risk / Return Rank

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

HYDB
HYDB Risk / Return Rank: 5757
Overall Rank
HYDB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
HYDB Sortino Ratio Rank: 6060
Sortino Ratio Rank
HYDB Omega Ratio Rank: 5959
Omega Ratio Rank
HYDB Calmar Ratio Rank: 5151
Calmar Ratio Rank
HYDB Martin Ratio Rank: 6262
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8585
Overall Rank
FLRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 6868
Calmar Ratio Rank
FLRT Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HYDB vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Bond Factor ETF (HYDB) and Pacific Global Senior Loan 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.


HYDBFLRTDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

1.37

1.95

-0.58

Calmar ratioReturn relative to maximum drawdown

2.55

3.43

-0.88

Martin ratioReturn relative to average drawdown

11.30

12.62

-1.32

HYDB vs. FLRT - Sharpe Ratio Comparison

The current HYDB Sharpe Ratio is 1.91, which is lower than the FLRT Sharpe Ratio of 3.89. The chart below compares the historical Sharpe Ratios of HYDB 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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Sharpe Ratios by Period


HYDBFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

3.89

-1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

2.61

-1.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.75

-0.04

Drawdowns

HYDB vs. FLRT - Drawdown Comparison

The maximum HYDB drawdown since its inception was -21.58%, roughly equal to the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for HYDB and FLRT.


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Drawdown Indicators


HYDBFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-21.58%

-20.96%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-1.78%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-5.58%

-2.87%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-14.28%

-7.60%

-6.68%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-0.21%

-0.15%

-0.06%

Average Drawdown

Average peak-to-trough decline

-2.39%

-1.41%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.48%

+0.16%

Volatility

HYDB vs. FLRT - Volatility Comparison

iShares High Yield Bond Factor ETF (HYDB) has a higher volatility of 1.13% compared to Pacific Global Senior Loan ETF (FLRT) at 0.40%. This indicates that HYDB'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


HYDBFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

0.40%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

1.19%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

1.57%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.04%

2.30%

+4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.76%

6.17%

+1.59%

HYDB vs. FLRT - Expense Ratio Comparison

HYDB has a 0.35% expense ratio, which is lower than FLRT's 0.69% expense ratio.


Dividends

HYDB vs. FLRT - Dividend Comparison

HYDB's dividend yield for the trailing twelve months is around 7.00%, more than FLRT's 6.81% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRT
Pacific Global Senior Loan ETF
6.81%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
HYDB
iShares High Yield Bond Factor ETF
7.00%7.04%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%0.00%0.00%

Frequently Asked Questions


HYDB and FLRT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYDB has higher volatility (1.13%) compared to FLRT (0.40%). In terms of maximum drawdown, HYDB dropped -21.58% vs FLRT's -20.96%.

On 5-year performance, FLRT leads with 5.98% vs 4.67% for HYDB. On fees, HYDB is cheaper at 0.35% per year. On volatility, FLRT has been the lower-risk option at 0.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLRT has performed better with a 5.98% return vs 4.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYDB is cheaper with a 0.35% expense ratio, compared with 0.69% for FLRT.

HYDB has the higher dividend yield at 7.00%, compared with 6.81% for FLRT.

They also come from different issuers: iShares and Pacific Life. Their fees differ too: 0.35% for HYDB and 0.69% for FLRT.

FLRT currently has the higher Sharpe Ratio (3.89 vs 1.91), 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

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