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RAVI vs. FEIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RAVI vs. FEIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Ultra-Short Income ETF (RAVI) and FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG). The values are adjusted to include any dividend payments, if applicable.

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RAVI vs. FEIG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RAVI
FlexShares Ultra-Short Income ETF
0.72%4.98%5.67%5.55%0.15%-0.37%
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
-0.26%7.31%1.75%8.57%-15.91%-1.46%

Returns By Period

In the year-to-date period, RAVI achieves a 0.72% return, which is significantly higher than FEIG's -0.26% return.


RAVI

1D
0.06%
1M
0.03%
YTD
0.72%
6M
1.90%
1Y
4.36%
3Y*
5.24%
5Y*
3.38%
10Y*
2.61%

FEIG

1D
0.63%
1M
-1.70%
YTD
-0.26%
6M
0.40%
1Y
4.83%
3Y*
4.39%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RAVI vs. FEIG - Expense Ratio Comparison

RAVI has a 0.25% expense ratio, which is higher than FEIG's 0.12% 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%.


Return for Risk

RAVI vs. FEIG — Risk / Return Rank

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

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

FEIG
FEIG Risk / Return Rank: 5050
Overall Rank
FEIG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FEIG Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEIG Omega Ratio Rank: 4141
Omega Ratio Rank
FEIG Calmar Ratio Rank: 6666
Calmar Ratio Rank
FEIG Martin Ratio Rank: 5252
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.

RAVI vs. FEIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Ultra-Short Income ETF (RAVI) and FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG). 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.


RAVIFEIGDifference

Sharpe ratio

Return per unit of total volatility

8.55

0.90

+7.64

Sortino ratio

Return per unit of downside risk

14.44

1.26

+13.18

Omega ratio

Gain probability vs. loss probability

3.86

1.17

+2.68

Calmar ratio

Return relative to maximum drawdown

12.19

1.74

+10.45

Martin ratio

Return relative to average drawdown

78.58

5.18

+73.40

RAVI vs. FEIG - Sharpe Ratio Comparison

The current RAVI Sharpe Ratio is 8.55, which is higher than the FEIG Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of RAVI and FEIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RAVIFEIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.55

0.90

+7.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.99

-0.06

+2.05

Correlation

The correlation between RAVI and FEIG is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RAVI vs. FEIG - Dividend Comparison

RAVI's dividend yield for the trailing twelve months is around 4.50%, less than FEIG's 4.80% yield.


TTM2025202420232022202120202019201820172016
RAVI
FlexShares Ultra-Short Income ETF
4.50%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
4.80%4.84%4.65%4.21%2.99%0.55%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RAVI vs. FEIG - Drawdown Comparison

The maximum RAVI drawdown since its inception was -3.72%, smaller than the maximum FEIG drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for RAVI and FEIG.


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Drawdown Indicators


RAVIFEIGDifference

Max Drawdown

Largest peak-to-trough decline

-3.72%

-22.26%

+18.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

-2.88%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-3.72%

Current Drawdown

Current decline from peak

0.00%

-2.28%

+2.28%

Average Drawdown

Average peak-to-trough decline

-0.18%

-9.81%

+9.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

0.97%

-0.91%

Volatility

RAVI vs. FEIG - Volatility Comparison

The current volatility for FlexShares Ultra-Short Income ETF (RAVI) is 0.16%, while FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) has a volatility of 2.22%. This indicates that RAVI experiences smaller price fluctuations and is considered to be less risky than FEIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAVIFEIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.16%

2.22%

-2.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.28%

3.07%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

0.51%

5.36%

-4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.41%

7.49%

-6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.29%

7.49%

-6.20%