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ZTRE vs. OXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZTRE vs. OXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) and Oxford Lane Capital Corp. (OXLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZTRE achieves a 0.47% return, which is significantly higher than OXLC's -14.66% return.


ZTRE

1D
-0.04%
1M
0.25%
YTD
0.47%
6M
0.83%
1Y
3.84%
3Y*
5Y*
10Y*

OXLC

1D
-1.32%
1M
11.39%
YTD
-14.66%
6M
-10.18%
1Y
-28.39%
3Y*
-3.11%
5Y*
-4.65%
10Y*
6.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTRE vs. OXLC - Yearly Performance Comparison


2026 (YTD)20252024
ZTRE
F/M 3-Year Investment Grade Corporate Bond ETF
0.47%6.60%0.32%
OXLC
Oxford Lane Capital Corp.
-14.66%-24.38%0.40%

Correlation

The correlation between ZTRE and OXLC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

0.10

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Return for Risk

ZTRE vs. OXLC — Risk / Return Rank

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

ZTRE
ZTRE Risk / Return Rank: 6464
Overall Rank
ZTRE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ZTRE Sortino Ratio Rank: 7373
Sortino Ratio Rank
ZTRE Omega Ratio Rank: 6969
Omega Ratio Rank
ZTRE Calmar Ratio Rank: 5555
Calmar Ratio Rank
ZTRE Martin Ratio Rank: 6161
Martin Ratio Rank

OXLC
OXLC Risk / Return Rank: 1717
Overall Rank
OXLC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 1414
Sortino Ratio Rank
OXLC Omega Ratio Rank: 1313
Omega Ratio Rank
OXLC Calmar Ratio Rank: 2222
Calmar Ratio Rank
OXLC Martin Ratio Rank: 2121
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.

ZTRE vs. OXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) and Oxford Lane Capital Corp. (OXLC). 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.


ZTREOXLCDifference
Sharpe ratioReturn per unit of total volatility

+2.68

Sortino ratioReturn per unit of downside risk

+3.98

Omega ratioGain probability vs. loss probability

1.40

0.89

+0.51

Calmar ratioReturn relative to maximum drawdown

2.66

-0.55

+3.21

Martin ratioReturn relative to average drawdown

10.60

-1.01

+11.61

ZTRE vs. OXLC - Sharpe Ratio Comparison

The current ZTRE Sharpe Ratio is 2.03, which is higher than the OXLC Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of ZTRE and OXLC, 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

ZTRE vs. OXLC - Drawdown Comparison

The maximum ZTRE drawdown since its inception was -1.45%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for ZTRE and OXLC.


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Drawdown Indicators


ZTREOXLCDifference

Max Drawdown

Largest peak-to-trough decline

-1.45%

-74.58%

+73.13%

Max Drawdown (1Y)

Largest decline over 1 year

-1.45%

-51.38%

+49.93%

Max Drawdown (3Y)

Largest decline over 3 years

-57.17%

Max Drawdown (5Y)

Largest decline over 5 years

-57.17%

Max Drawdown (10Y)

Largest decline over 10 years

-74.58%

Current Drawdown

Current decline from peak

-0.34%

-38.87%

+38.53%

Average Drawdown

Average peak-to-trough decline

-0.20%

-14.05%

+13.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

28.13%

-27.77%

Volatility

ZTRE vs. OXLC - Volatility Comparison

The current volatility for F/M 3-Year Investment Grade Corporate Bond ETF (ZTRE) is 0.59%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 25.70%. This indicates that ZTRE experiences smaller price fluctuations and is considered to be less risky than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZTREOXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

25.70%

-25.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

37.05%

-35.57%

Volatility (1Y)

Calculated over the trailing 1-year period

1.90%

44.27%

-42.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

28.73%

-26.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.11%

43.36%

-41.25%

Dividends

ZTRE vs. OXLC - Dividend Comparison

ZTRE's dividend yield for the trailing twelve months is around 4.22%, less than OXLC's 77.63% yield.


PositionTTM20252024202320222021202020192018201720162015
OXLC
Oxford Lane Capital Corp.
77.63%35.86%20.12%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%
ZTRE
F/M 3-Year Investment Grade Corporate Bond ETF
4.22%4.37%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZTRE and OXLC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OXLC has higher volatility (25.70%) compared to ZTRE (0.59%). In terms of maximum drawdown, ZTRE dropped -1.45% vs OXLC's -74.58%.

ZTRE currently has the higher Sharpe Ratio (2.03 vs -0.64), 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.

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