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TFLR vs. VCIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TFLR and VCIT is 0.30, 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

TFLR vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Floating Rate ETF (TFLR) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

TFLR:

1.73%

VCIT:

5.53%

Max Drawdown

TFLR:

-0.07%

VCIT:

-20.56%

Current Drawdown

TFLR:

0.00%

VCIT:

-3.11%

Returns By Period


TFLR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VCIT

YTD

2.18%

1M

1.94%

6M

1.42%

1Y

6.80%

5Y*

1.13%

10Y*

2.74%

*Annualized

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TFLR vs. VCIT - Expense Ratio Comparison

TFLR has a 0.60% expense ratio, which is higher than VCIT's 0.04% expense ratio.


Risk-Adjusted Performance

TFLR vs. VCIT — Risk-Adjusted Performance Rank

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

TFLR
The Risk-Adjusted Performance Rank of TFLR is 8888
Overall Rank
The Sharpe Ratio Rank of TFLR is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of TFLR is 8282
Sortino Ratio Rank
The Omega Ratio Rank of TFLR is 9393
Omega Ratio Rank
The Calmar Ratio Rank of TFLR is 8989
Calmar Ratio Rank
The Martin Ratio Rank of TFLR is 9393
Martin Ratio Rank

VCIT
The Risk-Adjusted Performance Rank of VCIT is 8383
Overall Rank
The Sharpe Ratio Rank of VCIT is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VCIT is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VCIT is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VCIT is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VCIT is 8181
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.

TFLR vs. VCIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Floating Rate ETF (TFLR) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.



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Dividends

TFLR vs. VCIT - Dividend Comparison

TFLR has not paid dividends to shareholders, while VCIT's dividend yield for the trailing twelve months is around 4.52%.


TTM20242023202220212020201920182017201620152014
TFLR
T. Rowe Price Floating Rate ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.52%4.43%3.72%3.04%2.88%2.78%3.37%3.61%3.21%3.29%3.34%3.34%

Drawdowns

TFLR vs. VCIT - Drawdown Comparison

The maximum TFLR drawdown since its inception was -0.07%, smaller than the maximum VCIT drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for TFLR and VCIT. For additional features, visit the drawdowns tool.


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Volatility

TFLR vs. VCIT - Volatility Comparison


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