YFFI vs. FLSP

Last updated Jun 25, 2026

YFFI (Indexperts Yield Focused Fixed Income ETF) and FLSP (Franklin Liberty Systematic Style Premia ETF) are both exchange-traded funds - YFFI is a Intermediate Core Bond fund actively managed by Indexperts, while FLSP is a Long-Short fund actively managed by Franklin Templeton. Both are actively managed. Over the past year, YFFI returned 4.94% vs 16.54% for FLSP. At a correlation of -0.11, they often move in opposite directions. YFFI charges 0.50%/yr vs 0.65%/yr for FLSP.

Performance

YFFI vs. FLSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indexperts Yield Focused Fixed Income ETF (YFFI) and Franklin Liberty Systematic Style Premia ETF (FLSP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YFFI achieves a 0.84% return, which is significantly lower than FLSP's 2.12% return.

YFFI

• 1D: 0.55%
• 1M: 1.51%
• YTD: 0.84%
• 6M: 0.75%
• 1Y: 4.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FLSP

• 1D: 0.15%
• 1M: 0.73%
• YTD: 2.12%
• 6M: 2.16%
• 1Y: 16.54%
• 3Y*: 10.38%
• 5Y*: 8.29%
• 10Y*: —

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

YFFI vs. FLSP - Yearly Performance Comparison

	2026 (YTD)	2025
YFFI Indexperts Yield Focused Fixed Income ETF	0.84%	5.24%
FLSP Franklin Liberty Systematic Style Premia ETF	2.12%	15.56%

Correlation

The correlation between YFFI and FLSP is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.21
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025	-0.11

Return for Risk

YFFI vs. FLSP — Risk / Return Rank

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

YFFI

YFFI Risk / Return Rank: 27
YFFI Sharpe Ratio Rank: 26
YFFI Sortino Ratio Rank: 24
YFFI Omega Ratio Rank: 23
YFFI Calmar Ratio Rank: 32
YFFI Martin Ratio Rank: 31

FLSP

FLSP Risk / Return Rank: 69
FLSP Sharpe Ratio Rank: 64
FLSP Sortino Ratio Rank: 65
FLSP Omega Ratio Rank: 59
FLSP Calmar Ratio Rank: 84
FLSP Martin Ratio Rank: 74

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.

YFFI vs. FLSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indexperts Yield Focused Fixed Income ETF (YFFI) and Franklin Liberty Systematic Style Premia ETF (FLSP). 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.

	YFFI	FLSP	Difference
Sharpe ratio: Return per unit of total volatility	0.85	1.87	-1.01
Sortino ratio: Return per unit of downside risk	1.26	2.68	-1.42
Omega ratio: Gain probability vs. loss probability	1.15	1.32	-0.17
Calmar ratio: Return relative to maximum drawdown	1.42	4.12	-2.70
Martin ratio: Return relative to average drawdown	4.05	12.27	-8.22

YFFI vs. FLSP - Sharpe Ratio Comparison

The current YFFI Sharpe Ratio is 0.85, which is lower than the FLSP Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of YFFI and FLSP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

YFFI vs. FLSP - Drawdown Comparison

The maximum YFFI drawdown since its inception was -4.31%, smaller than the maximum FLSP drawdown of -22.75%. Use the drawdown chart below to compare losses from any high point for YFFI and FLSP.

Drawdown Indicators

	YFFI	FLSP	Difference
Max Drawdown Largest peak-to-trough decline	-4.31%	-22.75%	+18.44%
Max Drawdown (1Y) Largest decline over 1 year	-3.50%	-4.03%	+0.53%
Max Drawdown (3Y) Largest decline over 3 years	—	-6.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-9.52%	—
Current Drawdown Current decline from peak	-1.06%	-1.12%	+0.06%
Average Drawdown Average peak-to-trough decline	-1.08%	-6.25%	+5.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.22%	1.35%	-0.13%

Volatility

YFFI vs. FLSP - Volatility Comparison

Indexperts Yield Focused Fixed Income ETF (YFFI) has a higher volatility of 2.04% compared to Franklin Liberty Systematic Style Premia ETF (FLSP) at 1.78%. This indicates that YFFI's price experiences larger fluctuations and is considered to be riskier than FLSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFFI	FLSP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.04%	1.78%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	4.29%	6.76%	-2.47%
Volatility (1Y) Calculated over the trailing 1-year period	5.81%	9.05%	-3.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.40%	13.35%	-5.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.40%	13.48%	-6.08%

YFFI vs. FLSP - Expense Ratio Comparison

YFFI has a 0.50% expense ratio, which is lower than FLSP's 0.65% expense ratio.

Dividends

YFFI vs. FLSP - Dividend Comparison

YFFI's dividend yield for the trailing twelve months is around 4.75%, more than FLSP's 2.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
FLSP Franklin Liberty Systematic Style Premia ETF	2.60%	2.65%	1.18%	1.19%	2.18%	1.19%	8.08%
YFFI Indexperts Yield Focused Fixed Income ETF	4.75%	4.43%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both YFFI and FLSP in my portfolio?

YFFI and FLSP have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YFFI or FLSP?

YFFI has higher volatility (2.04%) compared to FLSP (1.78%). In terms of maximum drawdown, YFFI dropped -4.31% vs FLSP's -22.75%.

Which ETF is better, YFFI or FLSP?

On 1-year performance, FLSP leads with 16.54% vs 4.94% for YFFI. On fees, YFFI is cheaper at 0.50% per year. On volatility, FLSP has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YFFI or FLSP?

Over the 1-year period, FLSP has performed better with a 16.54% return vs 4.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YFFI or FLSP?

YFFI is cheaper with a 0.50% expense ratio, compared with 0.65% for FLSP.

Which ETF pays a higher dividend yield, YFFI or FLSP?

YFFI has the higher dividend yield at 4.75%, compared with 2.60% for FLSP.

What is the main difference between YFFI and FLSP?

YFFI is categorized as Intermediate Core Bond, while FLSP is Long-Short. They also come from different issuers: Indexperts and Franklin Templeton. Their fees differ too: 0.50% for YFFI and 0.65% for FLSP.

Which has better risk-adjusted returns?

FLSP currently has the higher Sharpe Ratio (1.87 vs 0.85), 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.