XFLX vs. FLXR

Last updated Jun 4, 2026

XFLX (FundX Flexible ETF) and FLXR (TCW Flexible Income ETF) are both Multisector Bonds funds. Both are actively managed. Over the past year, XFLX returned 4.92% vs 5.89% for FLXR. A 0.58 correlation means they provide meaningful diversification when combined. XFLX charges 1.17%/yr vs 0.40%/yr for FLXR.

Performance

XFLX vs. FLXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FundX Flexible ETF (XFLX) and TCW Flexible Income ETF (FLXR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XFLX achieves a 1.16% return, which is significantly higher than FLXR's 1.09% return.

XFLX

• 1D: -0.22%
• 1M: 0.69%
• YTD: 1.16%
• 6M: 1.08%
• 1Y: 4.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FLXR

• 1D: -0.18%
• 1M: 0.36%
• YTD: 1.09%
• 6M: 1.43%
• 1Y: 5.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XFLX vs. FLXR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XFLX FundX Flexible ETF	1.16%	2.56%	2.40%
FLXR TCW Flexible Income ETF	1.09%	8.37%	4.77%

Correlation

The correlation between XFLX and FLXR is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (All Time) Calculated using the full available price history since Jun 25, 2024	0.58

The correlation between XFLX and FLXR shifts across timeframes, from 0.58 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

XFLX vs. FLXR - Sectors Allocation Comparison

Sectors	XFLX	FLXR
Technology	17.7%	-
Industrials	17.4%	-
Financial Services	14.5%	-
Healthcare	9.4%	62.4%
Utilities	8.9%	-
Communication Services	8.5%	-
Basic Materials	7.0%	-
Consumer Cyclical	6.2%	-
Consumer Defensive	4.6%	-
Real Estate	3.7%	37.6%
Energy	2.1%	-

Return for Risk

XFLX vs. FLXR — Risk / Return Rank

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

XFLX

XFLX Risk / Return Rank: 39
XFLX Sharpe Ratio Rank: 40
XFLX Sortino Ratio Rank: 40
XFLX Omega Ratio Rank: 41
XFLX Calmar Ratio Rank: 32
XFLX Martin Ratio Rank: 41

FLXR

FLXR Risk / Return Rank: 82
FLXR Sharpe Ratio Rank: 79
FLXR Sortino Ratio Rank: 86
FLXR Omega Ratio Rank: 83
FLXR Calmar Ratio Rank: 78
FLXR Martin Ratio Rank: 84

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.

XFLX vs. FLXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FundX Flexible ETF (XFLX) and TCW Flexible Income ETF (FLXR). 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.

	XFLX	FLXR	Difference
Sharpe ratio Return per unit of total volatility	1.40	2.61	-1.21
Sortino ratio Return per unit of downside risk	2.05	3.94	-1.89
Omega ratio Gain probability vs. loss probability	1.27	1.51	-0.24
Calmar ratio Return relative to maximum drawdown	1.59	4.04	-2.45
Martin ratio Return relative to average drawdown	6.54	17.36	-10.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XFLX vs. FLXR - Sharpe Ratio Comparison

The current XFLX Sharpe Ratio is 1.40, which is lower than the FLXR Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of XFLX and FLXR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XFLX	FLXR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	2.61	-1.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	2.65	-1.71

Drawdowns

XFLX vs. FLXR - Drawdown Comparison

The maximum XFLX drawdown since its inception was -6.54%, which is greater than FLXR's maximum drawdown of -1.94%. Use the drawdown chart below to compare losses from any high point for XFLX and FLXR.

Drawdown Indicators

	XFLX	FLXR	Difference
Max Drawdown Largest peak-to-trough decline	-6.54%	-1.94%	-4.60%
Max Drawdown (1Y) Largest decline over 1 year	-3.11%	-1.46%	-1.65%
Current Drawdown Current decline from peak	-0.45%	-0.23%	-0.22%
Average Drawdown Average peak-to-trough decline	-0.95%	-0.36%	-0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.75%	0.34%	+0.41%

Volatility

XFLX vs. FLXR - Volatility Comparison

FundX Flexible ETF (XFLX) has a higher volatility of 1.22% compared to TCW Flexible Income ETF (FLXR) at 0.76%. This indicates that XFLX's price experiences larger fluctuations and is considered to be riskier than FLXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XFLX	FLXR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.22%	0.76%	+0.46%
Volatility (6M) Calculated over the trailing 6-month period	3.05%	1.65%	+1.40%
Volatility (1Y) Calculated over the trailing 1-year period	3.53%	2.26%	+1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.70%	2.79%	+1.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.70%	2.79%	+1.91%

XFLX vs. FLXR - Expense Ratio Comparison

XFLX has a 1.17% expense ratio, which is higher than FLXR's 0.40% expense ratio.

Dividends

XFLX vs. FLXR - Dividend Comparison

XFLX's dividend yield for the trailing twelve months is around 9.68%, more than FLXR's 5.82% yield.

Position	TTM	2025	2024	2023
FLXR TCW Flexible Income ETF	5.82%	5.66%	3.44%	0.00%
XFLX FundX Flexible ETF	9.68%	9.80%	4.55%	4.05%

Frequently Asked Questions

Can I hold both XFLX and FLXR in my portfolio?

XFLX and FLXR have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XFLX or FLXR?

XFLX has higher volatility (1.22%) compared to FLXR (0.76%). In terms of maximum drawdown, XFLX dropped -6.54% vs FLXR's -1.94%.

Which ETF is better, XFLX or FLXR?

On 1-year performance, FLXR leads with 5.89% vs 4.92% for XFLX. On fees, FLXR is cheaper at 0.40% per year. On volatility, FLXR has been the lower-risk option at 0.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XFLX or FLXR?

Over the 1-year period, FLXR has performed better with a 5.89% return vs 4.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XFLX or FLXR?

FLXR is cheaper with a 0.40% expense ratio, compared with 1.17% for XFLX.

Which ETF pays a higher dividend yield, XFLX or FLXR?

XFLX has the higher dividend yield at 9.68%, compared with 5.82% for FLXR.

What is the main difference between XFLX and FLXR?

They also come from different issuers: FundX and TCW. Their fees differ too: 1.17% for XFLX and 0.40% for FLXR.

Which has better risk-adjusted returns?

FLXR currently has the higher Sharpe Ratio (2.61 vs 1.40), 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.