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MIG vs. FLRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIG vs. FLRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Moody's Analytics IG Corporate Bond ETF (MIG) 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, MIG achieves a 0.39% return, which is significantly lower than FLRN's 1.87% return.


MIG

1D
-0.19%
1M
0.41%
YTD
0.39%
6M
-0.01%
1Y
5.37%
3Y*
5.64%
5Y*
0.97%
10Y*

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)

MIG vs. FLRN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
0.39%7.34%3.38%8.88%-14.51%-0.02%1.26%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
1.87%5.01%6.32%6.54%1.31%0.39%0.04%

Correlation

The correlation between MIG and FLRN is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.11

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

0.10

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2020

0.10

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Return for Risk

MIG vs. FLRN — Risk / Return Rank

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

MIG
MIG Risk / Return Rank: 3636
Overall Rank
MIG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MIG Sortino Ratio Rank: 3535
Sortino Ratio Rank
MIG Omega Ratio Rank: 3434
Omega Ratio Rank
MIG Calmar Ratio Rank: 3939
Calmar Ratio Rank
MIG Martin Ratio Rank: 3535
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.

MIG vs. FLRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Moody's Analytics IG Corporate Bond ETF (MIG) 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.


MIGFLRNDifference
Sharpe ratioReturn per unit of total volatility

-5.92

Sortino ratioReturn per unit of downside risk

-11.35

Omega ratioGain probability vs. loss probability

1.22

3.44

-2.22

Calmar ratioReturn relative to maximum drawdown

1.90

21.54

-19.64

Martin ratioReturn relative to average drawdown

5.24

130.06

-124.83

MIG vs. FLRN - Sharpe Ratio Comparison

The current MIG Sharpe Ratio is 1.27, which is lower than the FLRN Sharpe Ratio of 7.18. The chart below compares the historical Sharpe Ratios of MIG 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


MIGFLRNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

7.18

-5.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

2.50

-2.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.50

-0.36

Drawdowns

MIG vs. FLRN - Drawdown Comparison

The maximum MIG drawdown since its inception was -20.98%, which is greater than FLRN's maximum drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for MIG and FLRN.


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Drawdown Indicators


MIGFLRNDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-14.64%

-6.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-0.23%

-2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-5.61%

-1.43%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.98%

-2.16%

-18.82%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

Current Drawdown

Current decline from peak

-1.24%

0.00%

-1.24%

Average Drawdown

Average peak-to-trough decline

-6.81%

-1.83%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

0.04%

+0.99%

Volatility

MIG vs. FLRN - Volatility Comparison

VanEck Moody's Analytics IG Corporate Bond ETF (MIG) has a higher volatility of 1.47% compared to SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) at 0.15%. This indicates that MIG'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


MIGFLRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

0.15%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

0.52%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

0.68%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.35%

1.69%

+4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.22%

4.20%

+2.02%

MIG vs. FLRN - Expense Ratio Comparison

MIG has a 0.20% expense ratio, which is higher than FLRN's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MIG vs. FLRN - Dividend Comparison

MIG's dividend yield for the trailing twelve months is around 4.78%, 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%
MIG
VanEck Moody's Analytics IG Corporate Bond ETF
4.78%4.81%4.68%4.38%3.06%2.15%0.18%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MIG and FLRN have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MIG has higher volatility (1.47%) compared to FLRN (0.15%). In terms of maximum drawdown, MIG dropped -20.98% vs FLRN's -14.64%.

On 5-year performance, FLRN leads with 4.19% vs 0.97% for MIG. On fees, FLRN is cheaper at 0.15% per year. 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 5-year period, FLRN has performed better with a 4.19% return vs 0.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLRN is cheaper with a 0.15% expense ratio, compared with 0.20% for MIG.

MIG has the higher dividend yield at 4.78%, compared with 4.51% for FLRN.

MIG tracks MVIS Moody's Analytics US Investment Grade Corporate Bond Index (TR Gross) (MVCI), while FLRN tracks Bloomberg US Floating Rate Notes (<5 Y). They also come from different issuers: VanEck and State Street. Their fees differ too: 0.20% for MIG and 0.15% for FLRN.

FLRN currently has the higher Sharpe Ratio (7.18 vs 1.27), 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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