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RAVI vs. FLRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAVI vs. FLRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Ultra-Short Income ETF (RAVI) 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, RAVI achieves a 1.66% return, which is significantly lower than FLRN's 1.93% return. Over the past 10 years, RAVI has underperformed FLRN with an annualized return of 2.68%, while FLRN has yielded a comparatively higher 3.03% annualized return.


RAVI

1D
0.07%
1M
0.40%
YTD
1.66%
6M
1.94%
1Y
4.50%
3Y*
5.20%
5Y*
3.52%
10Y*
2.68%

FLRN

1D
0.00%
1M
0.38%
YTD
1.93%
6M
2.15%
1Y
4.81%
3Y*
5.60%
5Y*
4.20%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAVI vs. FLRN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RAVI
FlexShares Ultra-Short Income ETF
1.66%4.98%5.67%5.55%0.15%-0.04%2.06%3.49%1.65%1.22%
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
1.93%5.01%6.32%6.54%1.31%0.39%0.77%4.02%1.39%1.81%

Correlation

The correlation between RAVI and FLRN is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.06

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

0.09

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

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.06

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Return for Risk

RAVI vs. FLRN — 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: 100100
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

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.

RAVI vs. FLRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Ultra-Short Income ETF (RAVI) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RAVIFLRNDifference
Sharpe ratioReturn per unit of total volatility

+4.16

Sortino ratioReturn per unit of downside risk

+12.52

Omega ratioGain probability vs. loss probability

5.64

3.33

+2.32

Calmar ratioReturn relative to maximum drawdown

38.65

21.24

+17.42

Martin ratioReturn relative to average drawdown

231.44

127.12

+104.32

RAVI vs. FLRN - Sharpe Ratio Comparison

The current RAVI Sharpe Ratio is 11.19, which is higher than the FLRN Sharpe Ratio of 7.03. The chart below compares the historical Sharpe Ratios of RAVI 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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Drawdowns

RAVI vs. FLRN - Drawdown Comparison

The maximum RAVI drawdown since its inception was -3.72%, smaller than the maximum FLRN drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for RAVI and FLRN.


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Drawdown Indicators


RAVIFLRNDifference

Max Drawdown

Largest peak-to-trough decline

-3.72%

-14.64%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

-0.23%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

-1.43%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-3.28%

-2.16%

-1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-3.72%

-14.64%

+10.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.17%

-1.82%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

0.04%

-0.02%

Volatility

RAVI vs. FLRN - Volatility Comparison

The current volatility for FlexShares Ultra-Short Income ETF (RAVI) is 0.10%, while SPDR Bloomberg Barclays Investment Grade Floating Rate ETF (FLRN) has a volatility of 0.16%. This indicates that RAVI experiences smaller price fluctuations and is considered to be less risky 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


RAVIFLRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

0.16%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.30%

0.53%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

0.40%

0.69%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.41%

1.69%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.28%

4.20%

-2.92%

RAVI vs. FLRN - Expense Ratio Comparison

RAVI has a 0.25% 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

RAVI vs. FLRN - Dividend Comparison

RAVI's dividend yield for the trailing twelve months is around 4.38%, less than FLRN's 4.50% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRN
SPDR Bloomberg Barclays Investment Grade Floating Rate ETF
4.50%4.89%5.67%5.68%1.95%0.39%1.22%2.76%2.39%1.64%1.06%0.63%
RAVI
FlexShares Ultra-Short Income ETF
4.38%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%0.00%

Frequently Asked Questions


RAVI and FLRN have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLRN has higher volatility (0.16%) compared to RAVI (0.10%). In terms of maximum drawdown, RAVI dropped -3.72% vs FLRN's -14.64%.

On 10-year performance, FLRN leads with 3.03% vs 2.68% for RAVI. On fees, FLRN is cheaper at 0.15% per year. Their volatility is very similar. 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 2.68%. 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 0.25% for RAVI.

FLRN has the higher dividend yield at 4.50%, compared with 4.38% for RAVI.

RAVI is categorized as Ultrashort Bond, while FLRN is Corporate Bonds. They also come from different issuers: FlexShares and State Street. Their fees differ too: 0.25% for RAVI and 0.15% for FLRN.

RAVI currently has the higher Sharpe Ratio (11.19 vs 7.03), 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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