TFLR vs. BBBIX

In the year-to-date period, TFLR achieves a 1.35% return, which is significantly lower than BBBIX's 1.72% return.

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TFLR has a 0.60% expense ratio, which is higher than BBBIX's 0.27% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Floating Rate ETF (TFLR) and BBH Limited Duration Fund (BBBIX). 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 TFLR Sharpe Ratio is 1.11, which is lower than the BBBIX Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of TFLR and BBBIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TFLR's dividend yield for the trailing twelve months is around 7.16%, more than BBBIX's 4.77% yield.

The maximum TFLR drawdown since its inception was -4.23%, smaller than the maximum BBBIX drawdown of -6.60%. Use the drawdown chart below to compare losses from any high point for TFLR and BBBIX. For additional features, visit the drawdowns tool.

T. Rowe Price Floating Rate ETF (TFLR) has a higher volatility of 0.69% compared to BBH Limited Duration Fund (BBBIX) at 0.45%. This indicates that TFLR's price experiences larger fluctuations and is considered to be riskier than BBBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.