ISHG vs. FLIA
Compare and contrast key facts about iShares 1-3 Year International Treasury Bond ETF (ISHG) and Franklin Liberty International Aggregate Bond ETF (FLIA).
ISHG and FLIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISHG is a passively managed fund by iShares that tracks the performance of the S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year. It was launched on Jan 21, 2009. FLIA is an actively managed fund by Franklin Templeton. It was launched on May 30, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISHG or FLIA.
Key characteristics
| ISHG | FLIA | |
|---|---|---|
| YTD Return | -1.30% | 1.67% |
| 1Y Return | 4.68% | 6.87% |
| 3Y Return (Ann) | -3.69% | 0.04% |
| 5Y Return (Ann) | -1.58% | 0.23% |
| Sharpe Ratio | 0.63 | 1.33 |
| Sortino Ratio | 0.97 | 1.98 |
| Omega Ratio | 1.12 | 1.25 |
| Calmar Ratio | 0.13 | 0.70 |
| Martin Ratio | 1.52 | 5.54 |
| Ulcer Index | 2.76% | 1.17% |
| Daily Std Dev | 6.60% | 4.88% |
| Max Drawdown | -37.26% | -11.24% |
| Current Drawdown | -29.33% | -2.82% |
Correlation
The correlation between ISHG and FLIA is 0.30, 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.
Performance
ISHG vs. FLIA - Performance Comparison
In the year-to-date period, ISHG achieves a -1.30% return, which is significantly lower than FLIA's 1.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ISHG vs. FLIA - Expense Ratio Comparison
ISHG has a 0.35% expense ratio, which is higher than FLIA's 0.25% expense ratio.
Risk-Adjusted Performance
ISHG vs. FLIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 1-3 Year International Treasury Bond ETF (ISHG) and Franklin Liberty International Aggregate Bond ETF (FLIA). 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.
Dividends
ISHG vs. FLIA - Dividend Comparison
ISHG's dividend yield for the trailing twelve months is around 0.18%, less than FLIA's 0.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISHG iShares 1-3 Year International Treasury Bond ETF | 0.18% | 0.18% | 0.00% | 1.29% | 0.00% | 0.00% | 1.80% | 0.46% | 0.00% | 0.09% | 0.42% | 0.20% |
FLIA Franklin Liberty International Aggregate Bond ETF | 0.92% | 0.94% | 18.13% | 2.26% | 0.43% | 2.93% | 1.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ISHG vs. FLIA - Drawdown Comparison
The maximum ISHG drawdown since its inception was -37.26%, which is greater than FLIA's maximum drawdown of -11.24%. Use the drawdown chart below to compare losses from any high point for ISHG and FLIA. For additional features, visit the drawdowns tool.
Volatility
ISHG vs. FLIA - Volatility Comparison
iShares 1-3 Year International Treasury Bond ETF (ISHG) has a higher volatility of 2.20% compared to Franklin Liberty International Aggregate Bond ETF (FLIA) at 1.17%. This indicates that ISHG's price experiences larger fluctuations and is considered to be riskier than FLIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.