LCR vs. FTSD
LCR (Leuthold Core ETF) and FTSD (Franklin Short Duration U.S. Government ETF) are both exchange-traded funds - LCR is a Diversified Portfolio fund actively managed by The Leuthold Group LLC, while FTSD is a Mortgage Backed Securities fund actively managed by Franklin Templeton. Both are actively managed. Over the past 5 years, LCR returned 6.74%/yr vs 2.46%/yr for FTSD. At a 0.09 correlation, their price movements are largely independent. LCR charges 0.79%/yr vs 0.25%/yr for FTSD.
Performance
LCR vs. FTSD - Performance Comparison
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Returns By Period
In the year-to-date period, LCR achieves a 4.15% return, which is significantly higher than FTSD's 0.80% return.
LCR
- 1D
- -0.28%
- 1M
- 2.71%
- YTD
- 4.15%
- 6M
- 5.01%
- 1Y
- 14.07%
- 3Y*
- 11.32%
- 5Y*
- 6.74%
- 10Y*
- —
FTSD
- 1D
- -0.12%
- 1M
- 0.17%
- YTD
- 0.80%
- 6M
- 1.30%
- 1Y
- 4.31%
- 3Y*
- 4.98%
- 5Y*
- 2.46%
- 10Y*
- 2.05%
LCR vs. FTSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LCR Leuthold Core ETF | 4.15% | 12.43% | 8.68% | 12.80% | -7.58% | 12.12% | 13.28% |
FTSD Franklin Short Duration U.S. Government ETF | 0.80% | 5.66% | 5.20% | 4.84% | -3.13% | -0.90% | 2.84% |
Correlation
The correlation between LCR and FTSD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2020 | 0.09 |
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Return for Risk
LCR vs. FTSD — Risk / Return Rank
LCR
FTSD
LCR vs. FTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leuthold Core ETF (LCR) and Franklin Short Duration U.S. Government ETF (FTSD). 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.
| LCR | FTSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.69 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 9.59 | -7.24 |
| Martin ratioReturn relative to average drawdown | 9.69 | 38.36 | -28.68 |
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
| LCR | FTSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 3.30 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 1.33 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 1.04 | -0.30 |
Drawdowns
LCR vs. FTSD - Drawdown Comparison
The maximum LCR drawdown since its inception was -17.44%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for LCR and FTSD.
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Drawdown Indicators
| LCR | FTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.44% | -5.32% | -12.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.02% | -0.45% | -5.57% |
Max Drawdown (3Y)Largest decline over 3 years | -8.59% | -0.93% | -7.66% |
Max Drawdown (5Y)Largest decline over 5 years | -13.40% | -5.04% | -8.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.32% | — |
Current DrawdownCurrent decline from peak | -0.28% | -0.12% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -0.60% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 0.11% | +1.35% |
Volatility
LCR vs. FTSD - Volatility Comparison
Leuthold Core ETF (LCR) has a higher volatility of 2.08% compared to Franklin Short Duration U.S. Government ETF (FTSD) at 0.51%. This indicates that LCR's price experiences larger fluctuations and is considered to be riskier than FTSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCR | FTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.08% | 0.51% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 5.98% | 1.03% | +4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.49% | 1.31% | +6.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.02% | 1.85% | +7.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.40% | 1.79% | +9.61% |
LCR vs. FTSD - Expense Ratio Comparison
LCR has a 0.79% expense ratio, which is higher than FTSD's 0.25% expense ratio.
Dividends
LCR vs. FTSD - Dividend Comparison
LCR's dividend yield for the trailing twelve months is around 1.31%, less than FTSD's 4.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSD Franklin Short Duration U.S. Government ETF | 4.50% | 4.67% | 4.75% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% |
LCR Leuthold Core ETF | 1.31% | 1.37% | 1.86% | 1.60% | 0.75% | 0.21% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LCR and FTSD have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LCR has higher volatility (2.08%) compared to FTSD (0.51%). In terms of maximum drawdown, LCR dropped -17.44% vs FTSD's -5.32%.
On 5-year performance, LCR leads with 6.74% vs 2.46% for FTSD. On fees, FTSD is cheaper at 0.25% per year. On volatility, FTSD has been the lower-risk option at 0.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LCR has performed better with a 6.74% return vs 2.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FTSD is cheaper with a 0.25% expense ratio, compared with 0.79% for LCR.
FTSD has the higher dividend yield at 4.50%, compared with 1.31% for LCR.
LCR is categorized as Diversified Portfolio, while FTSD is Mortgage Backed Securities. They also come from different issuers: The Leuthold Group LLC and Franklin Templeton. Their fees differ too: 0.79% for LCR and 0.25% for FTSD.
FTSD currently has the higher Sharpe Ratio (3.30 vs 1.89), 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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