PortfoliosLab logoPortfoliosLab logo
TIPX vs. FLHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIPX vs. FLHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) and Franklin Liberty High Yield Corporate ETF (FLHY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TIPX vs. FLHY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
0.58%7.15%3.08%4.43%-7.58%5.42%8.51%6.60%0.08%
FLHY
Franklin Liberty High Yield Corporate ETF
0.07%9.26%8.70%13.40%-10.45%4.27%7.77%16.39%-1.31%

Returns By Period

In the year-to-date period, TIPX achieves a 0.58% return, which is significantly higher than FLHY's 0.07% return.


TIPX

1D
-0.06%
1M
-0.58%
YTD
0.58%
6M
0.65%
1Y
3.75%
3Y*
3.99%
5Y*
2.46%
10Y*
2.87%

FLHY

1D
0.20%
1M
-0.78%
YTD
0.07%
6M
1.59%
1Y
8.09%
3Y*
8.83%
5Y*
4.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TIPX vs. FLHY - Expense Ratio Comparison

TIPX has a 0.15% expense ratio, which is lower than FLHY's 0.40% expense ratio.


Return for Risk

TIPX vs. FLHY — Risk / Return Rank

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

TIPX
TIPX Risk / Return Rank: 6565
Overall Rank
TIPX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TIPX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TIPX Omega Ratio Rank: 5959
Omega Ratio Rank
TIPX Calmar Ratio Rank: 6868
Calmar Ratio Rank
TIPX Martin Ratio Rank: 6565
Martin Ratio Rank

FLHY
FLHY Risk / Return Rank: 7878
Overall Rank
FLHY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FLHY Sortino Ratio Rank: 7272
Sortino Ratio Rank
FLHY Omega Ratio Rank: 8383
Omega Ratio Rank
FLHY Calmar Ratio Rank: 7676
Calmar Ratio Rank
FLHY Martin Ratio Rank: 8686
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.

TIPX vs. FLHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) and Franklin Liberty High Yield Corporate ETF (FLHY). 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.


TIPXFLHYDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.34

-0.13

Sortino ratio

Return per unit of downside risk

1.72

1.88

-0.16

Omega ratio

Gain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratio

Return relative to maximum drawdown

1.84

2.18

-0.34

Martin ratio

Return relative to average drawdown

6.83

10.96

-4.12

TIPX vs. FLHY - Sharpe Ratio Comparison

The current TIPX Sharpe Ratio is 1.20, which is comparable to the FLHY Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of TIPX and FLHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TIPXFLHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.34

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.68

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.71

-0.23

Correlation

The correlation between TIPX and FLHY 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.


Dividends

TIPX vs. FLHY - Dividend Comparison

TIPX's dividend yield for the trailing twelve months is around 3.70%, less than FLHY's 6.61% yield.


TTM20252024202320222021202020192018201720162015
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
3.70%3.78%3.57%3.57%6.08%4.26%1.73%2.53%1.90%2.84%1.04%0.06%
FLHY
Franklin Liberty High Yield Corporate ETF
6.61%6.53%6.51%6.26%6.54%5.76%5.47%5.61%4.27%0.00%0.00%0.00%

Drawdowns

TIPX vs. FLHY - Drawdown Comparison

The maximum TIPX drawdown since its inception was -10.06%, smaller than the maximum FLHY drawdown of -22.58%. Use the drawdown chart below to compare losses from any high point for TIPX and FLHY.


Loading graphics...

Drawdown Indicators


TIPXFLHYDifference

Max Drawdown

Largest peak-to-trough decline

-10.06%

-22.58%

+12.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.03%

-3.85%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-10.06%

-15.19%

+5.13%

Max Drawdown (10Y)

Largest decline over 10 years

-10.06%

Current Drawdown

Current decline from peak

-0.83%

-1.09%

+0.26%

Average Drawdown

Average peak-to-trough decline

-2.31%

-2.59%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

0.77%

-0.22%

Volatility

TIPX vs. FLHY - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays 1-10 Year TIPS ETF (TIPX) is 0.96%, while Franklin Liberty High Yield Corporate ETF (FLHY) has a volatility of 2.24%. This indicates that TIPX experiences smaller price fluctuations and is considered to be less risky than FLHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TIPXFLHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

2.24%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

2.91%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

6.09%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.64%

6.91%

-2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

8.18%

-3.79%