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ISHG vs. FLIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ISHG and FLIA is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ISHG vs. FLIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 1-3 Year International Treasury Bond ETF (ISHG) and Franklin Liberty International Aggregate Bond ETF (FLIA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ISHG:

7.57%

FLIA:

7.50%

Max Drawdown

ISHG:

-37.24%

FLIA:

-0.75%

Current Drawdown

ISHG:

-25.08%

FLIA:

-0.75%

Returns By Period


ISHG

YTD

9.16%

1M

-0.16%

6M

5.99%

1Y

8.48%

5Y*

-0.12%

10Y*

-0.45%

FLIA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 Rank

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

ISHG
The Risk-Adjusted Performance Rank of ISHG is 7575
Overall Rank
The Sharpe Ratio Rank of ISHG is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ISHG is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ISHG is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ISHG is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ISHG is 7171
Martin Ratio Rank

FLIA
The Risk-Adjusted Performance Rank of FLIA is 7878
Overall Rank
The Sharpe Ratio Rank of FLIA is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIA is 8080
Sortino Ratio Rank
The Omega Ratio Rank of FLIA is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FLIA is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FLIA is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Dividends

ISHG vs. FLIA - Dividend Comparison

ISHG's dividend yield for the trailing twelve months is around 2.34%, while FLIA has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ISHG
iShares 1-3 Year International Treasury Bond ETF
2.34%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%0.42%
FLIA
Franklin Liberty International Aggregate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ISHG vs. FLIA - Drawdown Comparison

The maximum ISHG drawdown since its inception was -37.24%, which is greater than FLIA's maximum drawdown of -0.75%. Use the drawdown chart below to compare losses from any high point for ISHG and FLIA. For additional features, visit the drawdowns tool.


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Volatility

ISHG vs. FLIA - Volatility Comparison


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