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QLTA vs. FLDR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLTA vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Aaa - A Rated Corporate Bond ETF (QLTA) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QLTA achieves a 0.31% return, which is significantly lower than FLDR's 1.44% return.


QLTA

1D
-0.19%
1M
0.50%
YTD
0.31%
6M
0.04%
1Y
5.42%
3Y*
4.51%
5Y*
0.10%
10Y*
2.00%

FLDR

1D
-0.02%
1M
0.41%
YTD
1.44%
6M
1.76%
1Y
4.76%
3Y*
5.36%
5Y*
3.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLTA vs. FLDR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QLTA
iShares Aaa - A Rated Corporate Bond ETF
0.31%7.36%1.23%7.60%-15.14%-2.32%9.62%12.54%1.11%
FLDR
Fidelity Low Duration Bond Factor ETF
1.44%5.41%5.71%6.32%-0.33%-0.18%2.01%4.52%0.94%

Correlation

The correlation between QLTA and FLDR is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.70

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2018

0.49

The correlation between QLTA and FLDR shifts across timeframes, from 0.49 (all time) to 0.70 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

QLTA vs. FLDR — Risk / Return Rank

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

QLTA
QLTA Risk / Return Rank: 3535
Overall Rank
QLTA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QLTA Sortino Ratio Rank: 3434
Sortino Ratio Rank
QLTA Omega Ratio Rank: 3232
Omega Ratio Rank
QLTA Calmar Ratio Rank: 3939
Calmar Ratio Rank
QLTA Martin Ratio Rank: 3636
Martin Ratio Rank

FLDR
FLDR Risk / Return Rank: 9898
Overall Rank
FLDR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLDR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLDR Omega Ratio Rank: 9999
Omega Ratio Rank
FLDR Calmar Ratio Rank: 9696
Calmar Ratio Rank
FLDR Martin Ratio Rank: 9898
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.

QLTA vs. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Aaa - A Rated Corporate Bond ETF (QLTA) and Fidelity Low Duration Bond Factor ETF (FLDR). 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.


QLTAFLDRDifference

Sharpe ratio

Return per unit of total volatility

1.25

5.95

-4.70

Sortino ratio

Return per unit of downside risk

1.85

10.06

-8.21

Omega ratio

Gain probability vs. loss probability

1.22

2.75

-1.54

Calmar ratio

Return relative to maximum drawdown

1.94

10.24

-8.30

Martin ratio

Return relative to average drawdown

5.80

70.25

-64.45

QLTA vs. FLDR - Sharpe Ratio Comparison

The current QLTA Sharpe Ratio is 1.25, which is lower than the FLDR Sharpe Ratio of 5.95. The chart below compares the historical Sharpe Ratios of QLTA and FLDR, 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


QLTAFLDRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

5.95

-4.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

3.07

-3.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.62

-0.22

Drawdowns

QLTA vs. FLDR - Drawdown Comparison

The maximum QLTA drawdown since its inception was -22.27%, which is greater than FLDR's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for QLTA and FLDR.


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Drawdown Indicators


QLTAFLDRDifference

Max Drawdown

Largest peak-to-trough decline

-22.27%

-12.23%

-10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-0.47%

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-6.66%

-0.76%

-5.90%

Max Drawdown (5Y)

Largest decline over 5 years

-21.36%

-2.33%

-19.03%

Max Drawdown (10Y)

Largest decline over 10 years

-22.27%

Current Drawdown

Current decline from peak

-3.41%

-0.02%

-3.39%

Average Drawdown

Average peak-to-trough decline

-4.68%

-0.35%

-4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.07%

+0.87%

Volatility

QLTA vs. FLDR - Volatility Comparison

iShares Aaa - A Rated Corporate Bond ETF (QLTA) has a higher volatility of 1.37% compared to Fidelity Low Duration Bond Factor ETF (FLDR) at 0.19%. This indicates that QLTA's price experiences larger fluctuations and is considered to be riskier than FLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QLTAFLDRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

0.19%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

0.58%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

0.80%

+3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

1.21%

+6.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.02%

5.26%

+1.76%

QLTA vs. FLDR - Expense Ratio Comparison

Both QLTA and FLDR 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

QLTA vs. FLDR - Dividend Comparison

QLTA's dividend yield for the trailing twelve months is around 4.47%, which matches FLDR's 4.43% yield.


PositionTTM20252024202320222021202020192018201720162015
FLDR
Fidelity Low Duration Bond Factor ETF
4.43%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%0.00%0.00%0.00%
QLTA
iShares Aaa - A Rated Corporate Bond ETF
4.47%4.33%4.11%3.39%2.79%1.96%2.31%2.99%3.09%2.67%2.59%2.99%

Frequently Asked Questions


QLTA and FLDR have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QLTA has higher volatility (1.37%) compared to FLDR (0.19%). In terms of maximum drawdown, QLTA dropped -22.27% vs FLDR's -12.23%.

On 5-year performance, FLDR leads with 3.70% vs 0.10% for QLTA. Both ETFs have the same 0.15% expense ratio. On volatility, FLDR has been the lower-risk option at 0.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLDR has performed better with a 3.70% return vs 0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QLTA and FLDR have the same expense ratio: 0.15% per year.

QLTA has the higher dividend yield at 4.47%, compared with 4.43% for FLDR.

QLTA tracks Bloomberg U.S. Corporate Aaa - A Capped Index, while FLDR tracks Fidelity Low Duration Investment Grade Factor Index. They also come from different issuers: iShares and Fidelity.

FLDR currently has the higher Sharpe Ratio (5.95 vs 1.25), 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

Find the right allocation for QLTA and FLDR

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