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IBHL vs. FLRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBHL vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2032 Term High Yield and Income ETF (IBHL) and Pacific Global Senior Loan ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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IBHL vs. FLRT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, IBHL achieves a -0.88% return, which is significantly lower than FLRT's -0.24% return.


IBHL

1D
1.09%
1M
-1.60%
YTD
-0.88%
6M
0.91%
1Y
7.64%
3Y*
5Y*
10Y*

FLRT

1D
0.22%
1M
0.50%
YTD
-0.24%
6M
1.25%
1Y
5.26%
3Y*
8.81%
5Y*
5.70%
10Y*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBHL vs. FLRT - Expense Ratio Comparison

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


Return for Risk

IBHL vs. FLRT — Risk / Return Rank

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

IBHL
IBHL Risk / Return Rank: 7777
Overall Rank
IBHL Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IBHL Sortino Ratio Rank: 7777
Sortino Ratio Rank
IBHL Omega Ratio Rank: 7777
Omega Ratio Rank
IBHL Calmar Ratio Rank: 7676
Calmar Ratio Rank
IBHL Martin Ratio Rank: 8080
Martin Ratio Rank

FLRT
FLRT Risk / Return Rank: 8686
Overall Rank
FLRT Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 8585
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLRT Martin Ratio Rank: 8181
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.

IBHL vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2032 Term High Yield and Income ETF (IBHL) 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.


IBHLFLRTDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.74

-0.36

Sortino ratio

Return per unit of downside risk

2.02

2.23

-0.21

Omega ratio

Gain probability vs. loss probability

1.30

1.53

-0.23

Calmar ratio

Return relative to maximum drawdown

2.10

2.10

0.00

Martin ratio

Return relative to average drawdown

9.10

8.51

+0.59

IBHL vs. FLRT - Sharpe Ratio Comparison

The current IBHL Sharpe Ratio is 1.38, which is comparable to the FLRT Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IBHL and FLRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IBHLFLRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.74

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.73

+0.62

Correlation

The correlation between IBHL and FLRT 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.


Dividends

IBHL vs. FLRT - Dividend Comparison

IBHL's dividend yield for the trailing twelve months is around 6.00%, less than FLRT's 6.92% yield.


TTM20252024202320222021202020192018201720162015
IBHL
iShares iBonds 2032 Term High Yield and Income ETF
6.00%4.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLRT
Pacific Global Senior Loan ETF
6.92%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%

Drawdowns

IBHL vs. FLRT - Drawdown Comparison

The maximum IBHL drawdown since its inception was -3.70%, smaller than the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for IBHL and FLRT.


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Drawdown Indicators


IBHLFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-3.70%

-20.96%

+17.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

-2.47%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-7.60%

Max Drawdown (10Y)

Largest decline over 10 years

-20.96%

Current Drawdown

Current decline from peak

-1.83%

-0.93%

-0.90%

Average Drawdown

Average peak-to-trough decline

-0.45%

-1.43%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.63%

+0.22%

Volatility

IBHL vs. FLRT - Volatility Comparison

iShares iBonds 2032 Term High Yield and Income ETF (IBHL) has a higher volatility of 2.41% compared to Pacific Global Senior Loan ETF (FLRT) at 0.47%. This indicates that IBHL'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


IBHLFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

0.47%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

1.22%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

3.04%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.56%

2.32%

+3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.56%

6.24%

-0.68%