IBID vs. FLJH
IBID (iShares iBonds Oct 2027 Term TIPS ETF) and FLJH (Franklin FTSE Japan Hedged ETF) are both exchange-traded funds - IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index, while FLJH is a Japan Equities fund tracking the FTSE Japan RIC Capped Hedged to USD Net Tax Index. Both are passively managed. Over the past year, IBID returned 4.68% vs 48.16% for FLJH. At a correlation of -0.14, they often move in opposite directions. IBID charges 0.10%/yr vs 0.09%/yr for FLJH.
Performance
IBID vs. FLJH - Performance Comparison
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Returns By Period
In the year-to-date period, IBID achieves a 2.40% return, which is significantly lower than FLJH's 20.41% return.
IBID
- 1D
- -0.05%
- 1M
- 0.42%
- YTD
- 2.40%
- 6M
- 2.47%
- 1Y
- 4.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FLJH
- 1D
- 0.09%
- 1M
- 7.06%
- YTD
- 20.41%
- 6M
- 17.72%
- 1Y
- 48.16%
- 3Y*
- 28.28%
- 5Y*
- 20.83%
- 10Y*
- —
IBID vs. FLJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 2.40% | 5.66% | 4.71% | 2.61% |
FLJH Franklin FTSE Japan Hedged ETF | 20.41% | 25.26% | 25.89% | 0.40% |
Correlation
The correlation between IBID and FLJH is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.23 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2023 | -0.14 |
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Return for Risk
IBID vs. FLJH — Risk / Return Rank
IBID
FLJH
IBID vs. FLJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2027 Term TIPS ETF (IBID) and Franklin FTSE Japan Hedged ETF (FLJH). 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.
| IBID | FLJH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.90 | 1.50 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 12.89 | 4.48 | +8.41 |
| Martin ratioReturn relative to average drawdown | 39.18 | 17.57 | +21.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBID | FLJH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.78 | 2.70 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.55 | 0.75 | +1.80 |
Drawdowns
IBID vs. FLJH - Drawdown Comparison
The maximum IBID drawdown since its inception was -1.28%, smaller than the maximum FLJH drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for IBID and FLJH.
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Drawdown Indicators
| IBID | FLJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.28% | -31.51% | +30.23% |
Max Drawdown (1Y)Largest decline over 1 year | -0.36% | -10.80% | +10.44% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.39% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.39% | — |
Current DrawdownCurrent decline from peak | -0.05% | 0.00% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -0.22% | -5.31% | +5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 2.75% | -2.63% |
Volatility
IBID vs. FLJH - Volatility Comparison
The current volatility for iShares iBonds Oct 2027 Term TIPS ETF (IBID) is 0.33%, while Franklin FTSE Japan Hedged ETF (FLJH) has a volatility of 3.25%. This indicates that IBID experiences smaller price fluctuations and is considered to be less risky than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBID | FLJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.33% | 3.25% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 0.80% | 13.38% | -12.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.24% | 17.97% | -16.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.25% | 18.51% | -16.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.25% | 19.82% | -17.57% |
IBID vs. FLJH - Expense Ratio Comparison
IBID has a 0.10% expense ratio, which is higher than FLJH's 0.09% 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%.
Dividends
IBID vs. FLJH - Dividend Comparison
IBID's dividend yield for the trailing twelve months is around 3.67%, more than FLJH's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 3.24% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.67% | 4.43% | 4.24% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBID and FLJH have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLJH has higher volatility (3.25%) compared to IBID (0.33%). In terms of maximum drawdown, IBID dropped -1.28% vs FLJH's -31.51%.
On 1-year performance, FLJH leads with 48.16% vs 4.68% for IBID. On fees, FLJH is cheaper at 0.09% per year. On volatility, IBID has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FLJH has performed better with a 48.16% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLJH is cheaper with a 0.09% expense ratio, compared with 0.10% for IBID.
IBID has the higher dividend yield at 3.67%, compared with 3.24% for FLJH.
IBID is categorized as Inflation-Protected Bonds, while FLJH is Japan Equities. IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index, while FLJH tracks FTSE Japan RIC Capped Hedged to USD Net Tax Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.10% for IBID and 0.09% for FLJH.
IBID currently has the higher Sharpe Ratio (3.78 vs 2.70), 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.
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