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VCLT vs. FLIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCLT vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Corporate Bond ETF (VCLT) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCLT achieves a 0.19% return, which is significantly higher than FLIN's -12.18% return.


VCLT

1D
-0.30%
1M
-0.62%
YTD
0.19%
6M
-0.19%
1Y
6.74%
3Y*
4.19%
5Y*
-2.13%
10Y*
2.14%

FLIN

1D
-0.24%
1M
-4.99%
YTD
-12.18%
6M
-10.48%
1Y
-13.37%
3Y*
5.55%
5Y*
3.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCLT vs. FLIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VCLT
Vanguard Long-Term Corporate Bond ETF
0.19%7.18%-1.90%11.17%-25.50%-1.73%13.27%23.89%-2.65%
FLIN
Franklin FTSE India ETF
-12.18%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-6.70%

Correlation

The correlation between VCLT and FLIN is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.20

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

0.18

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2018

0.16

The correlation between VCLT and FLIN shifts across timeframes, from 0.16 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VCLT vs. FLIN — Risk / Return Rank

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

VCLT
VCLT Risk / Return Rank: 2626
Overall Rank
VCLT Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2525
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2424
Omega Ratio Rank
VCLT Calmar Ratio Rank: 2929
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2525
Martin Ratio Rank

FLIN
FLIN Risk / Return Rank: 22
Overall Rank
FLIN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 22
Sortino Ratio Rank
FLIN Omega Ratio Rank: 33
Omega Ratio Rank
FLIN Calmar Ratio Rank: 33
Calmar Ratio Rank
FLIN Martin Ratio Rank: 00
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.

VCLT vs. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond ETF (VCLT) and Franklin FTSE India ETF (FLIN). 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.


VCLTFLINDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.15

0.86

+0.29

Calmar ratioReturn relative to maximum drawdown

1.29

-0.71

+2.00

Martin ratioReturn relative to average drawdown

3.15

-1.73

+4.89

VCLT vs. FLIN - Sharpe Ratio Comparison

The current VCLT Sharpe Ratio is 0.86, which is higher than the FLIN Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of VCLT and FLIN, 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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Sharpe Ratios by Period


VCLTFLINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

-0.90

+1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.23

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.26

+0.13

Drawdowns

VCLT vs. FLIN - Drawdown Comparison

The maximum VCLT drawdown since its inception was -34.31%, smaller than the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for VCLT and FLIN.


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Drawdown Indicators


VCLTFLINDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-41.90%

+7.59%

Max Drawdown (1Y)

Largest decline over 1 year

-5.25%

-18.79%

+13.54%

Max Drawdown (3Y)

Largest decline over 3 years

-13.03%

-22.85%

+9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

-22.85%

-11.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-15.03%

-19.15%

+4.12%

Average Drawdown

Average peak-to-trough decline

-8.16%

-8.02%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

7.73%

-5.59%

Volatility

VCLT vs. FLIN - Volatility Comparison

The current volatility for Vanguard Long-Term Corporate Bond ETF (VCLT) is 2.27%, while Franklin FTSE India ETF (FLIN) has a volatility of 5.06%. This indicates that VCLT experiences smaller price fluctuations and is considered to be less risky than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCLTFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

5.06%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

12.90%

-7.10%

Volatility (1Y)

Calculated over the trailing 1-year period

7.88%

14.98%

-7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

15.76%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.85%

20.44%

-7.59%

VCLT vs. FLIN - Expense Ratio Comparison

VCLT has a 0.04% expense ratio, which is lower than FLIN's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VCLT vs. FLIN - Dividend Comparison

VCLT's dividend yield for the trailing twelve months is around 5.59%, more than FLIN's 0.64% yield.


PositionTTM20252024202320222021202020192018201720162015
FLIN
Franklin FTSE India ETF
0.64%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.59%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


VCLT and FLIN have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLIN has higher volatility (5.06%) compared to VCLT (2.27%). In terms of maximum drawdown, VCLT dropped -34.31% vs FLIN's -41.90%.

On 5-year performance, FLIN leads with 3.56% vs -2.13% for VCLT. On fees, VCLT is cheaper at 0.04% per year. On volatility, VCLT has been the lower-risk option at 2.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLIN has performed better with a 3.56% return vs -2.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCLT is cheaper with a 0.04% expense ratio, compared with 0.19% for FLIN.

VCLT has the higher dividend yield at 5.59%, compared with 0.64% for FLIN.

VCLT is categorized as Corporate Bonds, while FLIN is Asia Pacific Equities. VCLT tracks Barclays U.S. 10+ Year Corporate Index, while FLIN tracks FTSE India RIC Capped Index. They also come from different issuers: Vanguard and Franklin Templeton. Their fees differ too: 0.04% for VCLT and 0.19% for FLIN.

VCLT currently has the higher Sharpe Ratio (0.86 vs -0.90), 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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