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LQD vs. FLRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQD vs. FLRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LQD achieves a 0.46% return, which is significantly lower than FLRN's 1.87% return. Over the past 10 years, LQD has underperformed FLRN with an annualized return of 2.52%, while FLRN has yielded a comparatively higher 3.03% annualized return.


LQD

1D
-0.28%
1M
0.72%
YTD
0.46%
6M
-0.03%
1Y
6.08%
3Y*
4.95%
5Y*
-0.04%
10Y*
2.52%

FLRN

1D
0.03%
1M
0.45%
YTD
1.87%
6M
2.19%
1Y
4.88%
3Y*
5.67%
5Y*
4.19%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQD vs. FLRN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.46%7.90%0.86%9.40%-17.92%-1.84%10.97%17.37%-3.79%7.06%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
1.87%5.01%6.32%6.54%1.31%0.39%0.77%4.02%1.39%1.81%

Correlation

The correlation between LQD and FLRN is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.10

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

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2011

0.08

The correlation between LQD and FLRN shifts across timeframes, from 0.08 (10 years) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LQD vs. FLRN — Risk / Return Rank

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

LQD
LQD Risk / Return Rank: 3232
Overall Rank
LQD Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQD Omega Ratio Rank: 2828
Omega Ratio Rank
LQD Calmar Ratio Rank: 3636
Calmar Ratio Rank
LQD Martin Ratio Rank: 3434
Martin Ratio Rank

FLRN
FLRN Risk / Return Rank: 9999
Overall Rank
FLRN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRN Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLRN Omega Ratio Rank: 9999
Omega Ratio Rank
FLRN Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLRN Martin Ratio Rank: 9999
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.

LQD vs. FLRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) and SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN). 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.


LQDFLRNDifference
Sharpe ratioReturn per unit of total volatility

-6.05

Sortino ratioReturn per unit of downside risk

-11.51

Omega ratioGain probability vs. loss probability

1.20

3.44

-2.24

Calmar ratioReturn relative to maximum drawdown

1.83

21.54

-19.71

Martin ratioReturn relative to average drawdown

5.23

130.06

-124.84

LQD vs. FLRN - Sharpe Ratio Comparison

The current LQD Sharpe Ratio is 1.14, which is lower than the FLRN Sharpe Ratio of 7.18. The chart below compares the historical Sharpe Ratios of LQD and FLRN, 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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Sharpe Ratios by Period


LQDFLRNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

7.18

-6.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

2.50

-2.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.72

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.50

+0.04

Drawdowns

LQD vs. FLRN - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, which is greater than FLRN's maximum drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for LQD and FLRN.


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Drawdown Indicators


LQDFLRNDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

-14.64%

-10.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

-0.23%

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

-1.43%

-7.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

-2.16%

-22.79%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

-14.64%

-10.31%

Current Drawdown

Current decline from peak

-3.72%

0.00%

-3.72%

Average Drawdown

Average peak-to-trough decline

-3.99%

-1.83%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.04%

+1.13%

Volatility

LQD vs. FLRN - Volatility Comparison

iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) has a higher volatility of 1.65% compared to SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) at 0.15%. This indicates that LQD's price experiences larger fluctuations and is considered to be riskier than FLRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDFLRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

0.15%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

0.52%

+3.38%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

0.68%

+4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

1.69%

+6.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

4.20%

+4.48%

LQD vs. FLRN - Expense Ratio Comparison

Both LQD and FLRN have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LQD vs. FLRN - Dividend Comparison

LQD's dividend yield for the trailing twelve months is around 4.57%, more than FLRN's 4.51% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
4.51%4.89%5.67%5.68%1.95%0.39%1.22%2.76%2.39%1.64%1.06%0.63%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.57%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%

Frequently Asked Questions


LQD and FLRN have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQD has higher volatility (1.65%) compared to FLRN (0.15%). In terms of maximum drawdown, LQD dropped -24.95% vs FLRN's -14.64%.

On 10-year performance, FLRN leads with 3.03% vs 2.52% for LQD. Both ETFs have the same 0.15% expense ratio. On volatility, FLRN has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FLRN has performed better with a 3.03% return vs 2.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LQD and FLRN have the same expense ratio: 0.15% per year.

LQD has the higher dividend yield at 4.57%, compared with 4.51% for FLRN.

LQD tracks iBoxx $ Liquid Investment Grade Index, while FLRN tracks Bloomberg US Floating Rate Notes (<5 Y). They also come from different issuers: iShares and State Street.

FLRN currently has the higher Sharpe Ratio (7.18 vs 1.14), 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

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