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SBND vs. FLTR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SBND and FLTR is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SBND vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Short Duration Bond ETF (SBND) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SBND:

1.94

FLTR:

2.33

Sortino Ratio

SBND:

2.75

FLTR:

2.72

Omega Ratio

SBND:

1.37

FLTR:

2.01

Calmar Ratio

SBND:

3.67

FLTR:

2.83

Martin Ratio

SBND:

11.54

FLTR:

20.51

Ulcer Index

SBND:

0.52%

FLTR:

0.27%

Daily Std Dev

SBND:

3.20%

FLTR:

2.34%

Max Drawdown

SBND:

-10.77%

FLTR:

-17.84%

Current Drawdown

SBND:

-0.24%

FLTR:

0.00%

Returns By Period

In the year-to-date period, SBND achieves a 1.91% return, which is significantly higher than FLTR's 1.24% return.


SBND

YTD

1.91%

1M

1.37%

6M

1.90%

1Y

6.29%

5Y*

N/A

10Y*

N/A

FLTR

YTD

1.24%

1M

1.59%

6M

2.22%

1Y

5.32%

5Y*

4.15%

10Y*

2.95%

*Annualized

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SBND vs. FLTR - Expense Ratio Comparison

SBND has a 0.25% expense ratio, which is higher than FLTR's 0.14% 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%.


Risk-Adjusted Performance

SBND vs. FLTR — Risk-Adjusted Performance Rank

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

SBND
The Risk-Adjusted Performance Rank of SBND is 9595
Overall Rank
The Sharpe Ratio Rank of SBND is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of SBND is 9494
Sortino Ratio Rank
The Omega Ratio Rank of SBND is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SBND is 9696
Calmar Ratio Rank
The Martin Ratio Rank of SBND is 9595
Martin Ratio Rank

FLTR
The Risk-Adjusted Performance Rank of FLTR is 9696
Overall Rank
The Sharpe Ratio Rank of FLTR is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of FLTR is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FLTR is 9999
Omega Ratio Rank
The Calmar Ratio Rank of FLTR is 9595
Calmar Ratio Rank
The Martin Ratio Rank of FLTR is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SBND vs. FLTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Short Duration Bond ETF (SBND) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.


The current SBND Sharpe Ratio is 1.94, which is comparable to the FLTR Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of SBND and FLTR, 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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Dividends

SBND vs. FLTR - Dividend Comparison

SBND's dividend yield for the trailing twelve months is around 4.75%, less than FLTR's 5.52% yield.


TTM20242023202220212020201920182017201620152014
SBND
Columbia Short Duration Bond ETF
4.75%4.59%3.90%2.80%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
5.52%5.93%6.08%2.30%0.63%1.49%3.05%2.67%1.69%1.16%0.71%0.66%

Drawdowns

SBND vs. FLTR - Drawdown Comparison

The maximum SBND drawdown since its inception was -10.77%, smaller than the maximum FLTR drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for SBND and FLTR. For additional features, visit the drawdowns tool.


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Volatility

SBND vs. FLTR - Volatility Comparison

Columbia Short Duration Bond ETF (SBND) has a higher volatility of 1.05% compared to VanEck Vectors Investment Grade Floating Rate ETF (FLTR) at 0.95%. This indicates that SBND's price experiences larger fluctuations and is considered to be riskier than FLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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