ZTWO vs. TBUX

In the year-to-date period, ZTWO achieves a 2.33% return, which is significantly higher than TBUX's 2.19% return.

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ZTWO has a 0.15% expense ratio, which is lower than TBUX's 0.17% 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%.

This table presents a comparison of risk-adjusted performance metrics for F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO) and T. Rowe Price Ultra Short-Term Bond ETF (TBUX). 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.

The current ZTWO Sharpe Ratio is 3.75, which is comparable to the TBUX Sharpe Ratio of 4.18. The chart below compares the historical Sharpe Ratios of ZTWO and TBUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ZTWO's dividend yield for the trailing twelve months is around 4.75%, less than TBUX's 5.18% yield.

The maximum ZTWO drawdown since its inception was -0.67%, smaller than the maximum TBUX drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for ZTWO and TBUX.

F/M 2-Year Investment Grade Corporate Bond ETF (ZTWO) and T. Rowe Price Ultra Short-Term Bond ETF (TBUX) have volatilities of 0.44% and 0.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.