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IBHM vs. FLRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBHM vs. FLRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 2033 Term High Yield and Income ETF (IBHM) and Pacer Aristotle Pacific Floating Rate High Income ETF (FLRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBHM

1D
-0.08%
1M
-0.73%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

FLRT

1D
0.06%
1M
0.38%
6M
2.08%
YTD
2.39%
1Y
5.09%
3Y*
7.87%
5Y*
6.08%
10Y*
4.83%
ALL TIME*
4.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.88M$4.59M$4.78M
$89.93K$107.48K$111.05K

IBHM vs. FLRT - Yearly Performance Comparison


Correlation

The correlation between IBHM and FLRT is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.56

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Return for Risk

IBHM vs. FLRT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IBHM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FLRT
FLRT Risk / Return Rank: 9191
Overall Rank
FLRT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLRT Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLRT Omega Ratio Rank: 9797
Omega Ratio Rank
FLRT Calmar Ratio Rank: 8181
Calmar Ratio Rank
FLRT Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IBHM vs. FLRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 2033 Term High Yield and Income ETF (IBHM) and Pacer Aristotle Pacific Floating Rate High Income 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.

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.


IBHMFLRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.76

Calmar ratioReturn relative to maximum drawdown

2.89

Martin ratioReturn relative to average drawdown

10.59

IBHM vs. FLRT - Sharpe Ratio Comparison


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Drawdowns

IBHM vs. FLRT - Drawdown Comparison

The maximum IBHM drawdown since its inception was -1.67%, smaller than the maximum FLRT drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for IBHM and FLRT.


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Drawdown Indicators


IBHMFLRTDifference

Max Drawdown

Largest peak-to-trough decline

-1.67%

-20.96%

+19.29%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-2.87%

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

-0.81%

0.00%

-0.81%

Average Drawdown

Average peak-to-trough decline

-0.41%

-1.39%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

Volatility

IBHM vs. FLRT - Volatility Comparison


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Volatility by Period


IBHMFLRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

1.49%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

2.30%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

6.09%

-1.36%

IBHM vs. FLRT - Expense Ratio Comparison

IBHM has a 0.35% expense ratio, which is lower than FLRT's 0.60% expense ratio.


Dividends

IBHM vs. FLRT - Dividend Comparison

IBHM's dividend yield for the trailing twelve months is around 1.58%, less than FLRT's 6.72% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRT
Pacer Aristotle Pacific Floating Rate High Income ETF
6.72%6.93%7.93%8.40%5.81%3.16%3.52%4.30%3.95%3.20%3.38%3.21%
IBHM
iShares iBonds 2033 Term High Yield and Income ETF
1.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBHM and FLRT have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBHM is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBHM is cheaper with a 0.35% expense ratio, compared with 0.60% for FLRT.

FLRT has the higher dividend yield at 6.72%, compared with 1.58% for IBHM.

IBHM is categorized as High Yield Bonds, while FLRT is Bank Loan. They also come from different issuers: iShares and Pacer. Their fees differ too: 0.35% for IBHM and 0.60% for FLRT.

Portfolio Optimizer

Find the right allocation for IBHM and FLRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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