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VNLA vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNLA vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson Short Duration Income ETF (VNLA) and iShares Floating Rate Bond ETF (FLOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VNLA achieves a 1.59% return, which is significantly lower than FLOT's 1.99% return.


VNLA

1D
0.02%
1M
0.41%
YTD
1.59%
6M
1.85%
1Y
4.72%
3Y*
5.79%
5Y*
3.83%
10Y*

FLOT

1D
0.02%
1M
0.47%
YTD
1.99%
6M
2.23%
1Y
4.87%
3Y*
5.66%
5Y*
4.22%
10Y*
3.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNLA vs. FLOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VNLA
Janus Henderson Short Duration Income ETF
1.59%5.45%6.41%6.09%-0.17%-0.18%3.01%4.43%0.02%2.11%
FLOT
iShares Floating Rate Bond ETF
1.99%4.91%6.53%6.43%1.28%0.45%0.87%3.97%1.48%1.65%

Correlation

The correlation between VNLA and FLOT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.16

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

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2016

0.08

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Return for Risk

VNLA vs. FLOT — Risk / Return Rank

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

VNLA
VNLA Risk / Return Rank: 9999
Overall Rank
VNLA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VNLA Sortino Ratio Rank: 9999
Sortino Ratio Rank
VNLA Omega Ratio Rank: 9999
Omega Ratio Rank
VNLA Calmar Ratio Rank: 9898
Calmar Ratio Rank
VNLA Martin Ratio Rank: 9898
Martin Ratio Rank

FLOT
FLOT Risk / Return Rank: 9999
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
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.

VNLA vs. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Short Duration Income ETF (VNLA) and iShares Floating Rate Bond ETF (FLOT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VNLAFLOTDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+3.65

Omega ratioGain probability vs. loss probability

3.56

3.23

+0.33

Calmar ratioReturn relative to maximum drawdown

11.10

11.32

-0.22

Martin ratioReturn relative to average drawdown

57.09

105.27

-48.18

VNLA vs. FLOT - Sharpe Ratio Comparison

The current VNLA Sharpe Ratio is 7.54, which is comparable to the FLOT Sharpe Ratio of 6.56. The chart below compares the historical Sharpe Ratios of VNLA and FLOT, 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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Drawdowns

VNLA vs. FLOT - Drawdown Comparison

The maximum VNLA drawdown since its inception was -4.49%, smaller than the maximum FLOT drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for VNLA and FLOT.


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Drawdown Indicators


VNLAFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-4.49%

-13.54%

+9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-0.43%

-0.43%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-0.49%

-1.57%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-1.76%

-2.36%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-13.54%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.23%

-0.21%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

0.05%

+0.03%

Volatility

VNLA vs. FLOT - Volatility Comparison

The current volatility for Janus Henderson Short Duration Income ETF (VNLA) is 0.15%, while iShares Floating Rate Bond ETF (FLOT) has a volatility of 0.21%. This indicates that VNLA experiences smaller price fluctuations and is considered to be less risky than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VNLAFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.21%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.46%

0.63%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

0.63%

0.75%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.04%

1.77%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.42%

4.15%

-2.73%

VNLA vs. FLOT - Expense Ratio Comparison

VNLA has a 0.23% expense ratio, which is higher than FLOT's 0.15% 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%.


Dividends

VNLA vs. FLOT - Dividend Comparison

VNLA's dividend yield for the trailing twelve months is around 4.77%, more than FLOT's 4.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF
4.53%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
VNLA
Janus Henderson Short Duration Income ETF
4.77%4.84%4.97%3.95%4.35%1.67%1.21%3.13%2.43%1.79%0.08%0.00%

Frequently Asked Questions


VNLA and FLOT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLOT has higher volatility (0.21%) compared to VNLA (0.15%). In terms of maximum drawdown, VNLA dropped -4.49% vs FLOT's -13.54%.

On 5-year performance, FLOT leads with 4.22% vs 3.83% for VNLA. On fees, FLOT is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLOT has performed better with a 4.22% return vs 3.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLOT is cheaper with a 0.15% expense ratio, compared with 0.23% for VNLA.

VNLA has the higher dividend yield at 4.77%, compared with 4.53% for FLOT.

VNLA tracks FTSE 3-Month U.S. Treasury Bill Index, while FLOT tracks Bloomberg US Floating Rate Note < 5 Years Index. They also come from different issuers: Janus Henderson and iShares. Their fees differ too: 0.23% for VNLA and 0.15% for FLOT.

VNLA currently has the higher Sharpe Ratio (7.54 vs 6.56), 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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