LFEQ vs. FLTR
LFEQ (VanEck Long/Flat Trend ETF) and FLTR (VanEck Vectors Investment Grade Floating Rate ETF) are both exchange-traded funds - LFEQ is a Large Cap Growth Equities fund tracking the Ned Davis Research CMG US Large Cap Long/Flat Index - USD, while FLTR is a Corporate Bonds fund tracking the MVIS US Investment Grade Floating Rate Index. Both are passively managed. Over the past 5 years, LFEQ returned 9.91%/yr vs 4.49%/yr for FLTR. At a 0.16 correlation, their price movements are largely independent. LFEQ charges 0.58%/yr vs 0.14%/yr for FLTR.
Performance
LFEQ vs. FLTR - Performance Comparison
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Returns By Period
In the year-to-date period, LFEQ achieves a 10.63% return, which is significantly higher than FLTR's 1.91% return.
LFEQ
- 1D
- -0.61%
- 1M
- 5.08%
- YTD
- 10.63%
- 6M
- 10.69%
- 1Y
- 27.35%
- 3Y*
- 18.29%
- 5Y*
- 9.91%
- 10Y*
- —
FLTR
- 1D
- -0.04%
- 1M
- 0.46%
- YTD
- 1.91%
- 6M
- 2.40%
- 1Y
- 5.30%
- 3Y*
- 6.10%
- 5Y*
- 4.49%
- 10Y*
- 3.51%
LFEQ vs. FLTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LFEQ VanEck Long/Flat Trend ETF | 10.63% | 10.49% | 24.30% | 19.66% | -22.05% | 27.97% | 17.56% | 24.07% | -5.55% | 5.27% |
FLTR VanEck Vectors Investment Grade Floating Rate ETF | 1.91% | 5.22% | 7.38% | 7.41% | 0.74% | 0.55% | 1.44% | 5.70% | 0.30% | 0.56% |
Correlation
The correlation between LFEQ and FLTR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2017 | 0.16 |
The correlation between LFEQ and FLTR shifts across timeframes, from 0.16 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LFEQ vs. FLTR — Risk / Return Rank
LFEQ
FLTR
LFEQ vs. FLTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.
| LFEQ | FLTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.47 | ||
| Sortino ratioReturn per unit of downside risk | -9.61 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 3.15 | -1.74 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 16.96 | -13.90 |
| Martin ratioReturn relative to average drawdown | 14.08 | 101.23 | -87.14 |
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
| LFEQ | FLTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 6.77 | -4.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 2.11 | -1.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.53 | +0.15 |
Drawdowns
LFEQ vs. FLTR - Drawdown Comparison
The maximum LFEQ drawdown since its inception was -35.19%, which is greater than FLTR's maximum drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for LFEQ and FLTR.
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Drawdown Indicators
| LFEQ | FLTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -17.84% | -17.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -0.31% | -8.67% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -1.93% | -17.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.55% | -3.06% | -22.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.84% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.04% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -0.67% | -5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 0.05% | +1.90% |
Volatility
LFEQ vs. FLTR - Volatility Comparison
VanEck Long/Flat Trend ETF (LFEQ) has a higher volatility of 2.90% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.25%. This indicates that LFEQ's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LFEQ | FLTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 0.25% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 0.62% | +8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 0.79% | +11.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 2.13% | +12.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 5.00% | +12.58% |
LFEQ vs. FLTR - Expense Ratio Comparison
LFEQ has a 0.58% expense ratio, which is higher than FLTR's 0.14% expense ratio.
Dividends
LFEQ vs. FLTR - Dividend Comparison
LFEQ's dividend yield for the trailing twelve months is around 0.82%, less than FLTR's 4.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLTR VanEck Vectors Investment Grade Floating Rate ETF | 4.73% | 4.97% | 5.93% | 6.07% | 2.29% | 0.63% | 1.49% | 3.05% | 2.67% | 1.69% | 1.16% | 0.71% |
LFEQ VanEck Long/Flat Trend ETF | 0.82% | 0.90% | 0.74% | 1.56% | 1.19% | 0.37% | 2.06% | 1.45% | 1.07% | 0.79% | 0.00% | 0.00% |
Frequently Asked Questions
LFEQ and FLTR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LFEQ has higher volatility (2.90%) compared to FLTR (0.25%). In terms of maximum drawdown, LFEQ dropped -35.19% vs FLTR's -17.84%.
On 5-year performance, LFEQ leads with 9.91% vs 4.49% for FLTR. On fees, FLTR is cheaper at 0.14% per year. On volatility, FLTR has been the lower-risk option at 0.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LFEQ has performed better with a 9.91% return vs 4.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLTR is cheaper with a 0.14% expense ratio, compared with 0.58% for LFEQ.
FLTR has the higher dividend yield at 4.73%, compared with 0.82% for LFEQ.
LFEQ is categorized as Large Cap Growth Equities, while FLTR is Corporate Bonds. LFEQ tracks Ned Davis Research CMG US Large Cap Long/Flat Index - USD, while FLTR tracks MVIS US Investment Grade Floating Rate Index. Their fees differ too: 0.58% for LFEQ and 0.14% for FLTR.
FLTR currently has the higher Sharpe Ratio (6.77 vs 2.30), 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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