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IGRO vs. FLBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGRO vs. FLBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Dividend Growth ETF (IGRO) and Franklin Liberty Senior Loan ETF (FLBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGRO achieves a 7.79% return, which is significantly higher than FLBL's 0.47% return.


IGRO

1D
0.23%
1M
0.89%
YTD
7.79%
6M
9.17%
1Y
14.94%
3Y*
15.50%
5Y*
7.69%
10Y*
9.08%

FLBL

1D
0.00%
1M
-0.50%
YTD
0.47%
6M
0.11%
1Y
2.09%
3Y*
6.81%
5Y*
5.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGRO vs. FLBL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IGRO
iShares International Dividend Growth ETF
7.79%25.03%7.78%15.38%-12.72%9.94%7.71%26.13%-11.26%
FLBL
Franklin Liberty Senior Loan ETF
0.47%3.59%8.26%14.83%-2.69%4.35%2.17%7.67%-1.39%

Correlation

The correlation between IGRO and FLBL is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.35

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

0.41

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2018

0.38

The correlation between IGRO and FLBL shifts across timeframes, from 0.30 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGRO vs. FLBL — Risk / Return Rank

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

IGRO
IGRO Risk / Return Rank: 3434
Overall Rank
IGRO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IGRO Sortino Ratio Rank: 3434
Sortino Ratio Rank
IGRO Omega Ratio Rank: 3333
Omega Ratio Rank
IGRO Calmar Ratio Rank: 3232
Calmar Ratio Rank
IGRO Martin Ratio Rank: 3737
Martin Ratio Rank

FLBL
FLBL Risk / Return Rank: 2222
Overall Rank
FLBL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FLBL Sortino Ratio Rank: 2222
Sortino Ratio Rank
FLBL Omega Ratio Rank: 2424
Omega Ratio Rank
FLBL Calmar Ratio Rank: 1818
Calmar Ratio Rank
FLBL Martin Ratio Rank: 2020
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.

IGRO vs. FLBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Dividend Growth ETF (IGRO) and Franklin Liberty Senior Loan ETF (FLBL). 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.


IGROFLBLDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.20

1.15

+0.05

Calmar ratioReturn relative to maximum drawdown

1.39

0.63

+0.76

Martin ratioReturn relative to average drawdown

5.17

2.11

+3.06

IGRO vs. FLBL - Sharpe Ratio Comparison

The current IGRO Sharpe Ratio is 1.10, which is higher than the FLBL Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of IGRO and FLBL, 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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Drawdowns

IGRO vs. FLBL - Drawdown Comparison

The maximum IGRO drawdown since its inception was -36.25%, which is greater than FLBL's maximum drawdown of -19.52%. Use the drawdown chart below to compare losses from any high point for IGRO and FLBL.


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Drawdown Indicators


IGROFLBLDifference

Max Drawdown

Largest peak-to-trough decline

-36.25%

-19.52%

-16.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.00%

-3.18%

-6.82%

Max Drawdown (3Y)

Largest decline over 3 years

-11.13%

-3.91%

-7.22%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-6.80%

-19.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.25%

Current Drawdown

Current decline from peak

-1.02%

-0.53%

-0.49%

Average Drawdown

Average peak-to-trough decline

-5.67%

-1.00%

-4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

0.94%

+1.76%

Volatility

IGRO vs. FLBL - Volatility Comparison

iShares International Dividend Growth ETF (IGRO) has a higher volatility of 3.59% compared to Franklin Liberty Senior Loan ETF (FLBL) at 0.67%. This indicates that IGRO's price experiences larger fluctuations and is considered to be riskier than FLBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGROFLBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

0.67%

+2.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

2.25%

+8.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

2.62%

+10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

3.86%

+10.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

5.71%

+11.14%

IGRO vs. FLBL - Expense Ratio Comparison

IGRO has a 0.15% expense ratio, which is lower than FLBL's 0.45% expense ratio.


Dividends

IGRO vs. FLBL - Dividend Comparison

IGRO's dividend yield for the trailing twelve months is around 2.36%, less than FLBL's 7.61% yield.


PositionTTM2025202420232022202120202019201820172016
FLBL
Franklin Liberty Senior Loan ETF
7.61%7.24%8.05%8.37%5.53%3.57%3.22%3.97%2.21%0.00%0.00%
IGRO
iShares International Dividend Growth ETF
2.36%2.51%2.44%2.79%2.69%2.27%2.41%2.65%2.97%2.43%1.18%

Frequently Asked Questions


IGRO and FLBL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGRO has higher volatility (3.59%) compared to FLBL (0.67%). In terms of maximum drawdown, IGRO dropped -36.25% vs FLBL's -19.52%.

On 5-year performance, IGRO leads with 7.69% vs 5.11% for FLBL. On fees, IGRO is cheaper at 0.15% per year. On volatility, FLBL has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IGRO has performed better with a 7.69% return vs 5.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGRO is cheaper with a 0.15% expense ratio, compared with 0.45% for FLBL.

FLBL has the higher dividend yield at 7.61%, compared with 2.36% for IGRO.

IGRO is categorized as Foreign Large Cap Equities, while FLBL is High Yield Bonds. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.15% for IGRO and 0.45% for FLBL.

IGRO currently has the higher Sharpe Ratio (1.10 vs 0.76), 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

Find the right allocation for IGRO and FLBL

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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