FLCO vs SVOL

Comparison between FRANKLIN INVESTMENT GRADE CORPORATE ETF (FLCO, ETF) and SIMPLIFY VOLATILITY PREMIUM ETF (SVOL, ETF).

5-Year PerformanceSVOL has outperformed FLCO, delivering a return of +6.5% compared to +0.1%

FLCO vs SVOL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FLCO(ETF)	SVOL(ETF)
Net Assets	$590M	$591M
Expense Ratio	0.35%	0.66%
Max Drawdown	28.31%	50.81%
Sharpe Ratio	0.23	0.35
5Y Beta	0.11	1.53
5Y Dividends CAGR	1.95%	N/A

Net Assets

FLCO

$590M

Winner

SVOL

$591M

Expense Ratio

Winner

FLCO

0.35%

SVOL

0.66%

Max Drawdown

Winner

FLCO

28.31%

SVOL

50.81%

Sharpe Ratio

FLCO

0.23

Winner

SVOL

0.35

5Y Beta

Winner

FLCO

0.11

SVOL

1.53

5Y Dividends CAGR

FLCO

1.95%

SVOL

N/A

FLCO vs SVOL - Historical Returns

Returns include dividend reinvestment.

Period	FLCO	SVOL
1 month	-0.02%	+1.82%
3 months	-0.64%	+3.24%
6 months	+0.29%	+0.47%
1 year	+4.90%	+11.80%
5 years(CAGR)	+0.11%	+6.49%
10 years(CAGR)	+2.11%	N/A
Max(CAGR)	+2.11%	+7.45%

FLCO

-0.02%

Winner

SVOL

+1.82%

FLCO

-0.64%

Winner

SVOL

+3.24%

FLCO

+0.29%

Winner

SVOL

+0.47%

FLCO

+4.90%

Winner

SVOL

+11.80%

5Y(CAGR)

FLCO

+0.11%

Winner

SVOL

+6.49%

10Y(CAGR)

FLCO

+2.11%

SVOL

N/A

Max(CAGR)

FLCO

+2.11%

Winner

SVOL

+7.45%

FLCO vs SVOL - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	FLCO	SVOL
2026	+0.22%	-1.32%
2025	+7.49%	+2.74%
2024	+2.52%	+6.52%
2023	+7.30%	+22.95%
2022	-15.40%	-5.04%
2021	-1.80%	+12.25%
2020	+9.74%	N/A
2019	+14.70%	N/A
2018	-2.61%	N/A
2017	+6.33%	N/A
2016	-3.09%	N/A

FLCO vs SVOL Drawdown Comparison

The maximum drawdown for FLCO was -22.72%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The maximum drawdown for SVOL was -33.48%, occurring on Apr 8, 2025. This drawdown has not yet recovered.

The current FLCO drawdown is -2.68%. The current SVOL drawdown is -3.92%.

Rank	FLCO	SVOL
#1	-22.72% Dec 31, 2020 - Oct 20, 2022	-33.48% Feb 19, 2025 - Apr 8, 2025
#2	-18.62% Mar 6, 2020 - Jun 16, 2020	-15.56% Jan 12, 2022 - May 8, 2023
#3	-4.76% Dec 14, 2017 - Mar 8, 2019	-10.91% Jul 12, 2024 - Aug 15, 2024
#4	-4.15% Oct 5, 2016 - Jun 2, 2017	-8.52% Nov 4, 2021 - Jan 4, 2022
#5	-2.74% Aug 6, 2020 - Nov 30, 2020	-6.89% Dec 4, 2024 - Jan 23, 2025
#6	-2.41% Aug 28, 2019 - Oct 4, 2019	-5.11% Jul 2, 2021 - Aug 10, 2021
#7	-1.55% Oct 4, 2019 - Nov 26, 2019	-4.99% Sep 2, 2021 - Oct 14, 2021
#8	-1.05% Jun 30, 2017 - Jul 20, 2017	-4.66% Aug 27, 2024 - Nov 13, 2024
#9	-1.03% Jul 3, 2019 - Aug 1, 2019	-4.61% Sep 14, 2023 - Nov 6, 2023
#10	-0.96% Feb 28, 2020 - Mar 4, 2020	-3.79% Mar 27, 2024 - May 3, 2024
#11	-0.83% Oct 13, 2017 - Nov 30, 2017	-2.85% Jun 11, 2021 - Jun 24, 2021
#12	-0.66% Jun 22, 2020 - Jun 29, 2020	-2.14% Jan 4, 2022 - Jan 12, 2022
#13	-0.62% Dec 3, 2020 - Dec 28, 2020	-2.10% May 14, 2021 - May 26, 2021
#14	-0.56% Sep 8, 2017 - Sep 25, 2017	-1.84% Aug 12, 2021 - Aug 27, 2021
#15	-0.55% Jan 31, 2020 - Feb 10, 2020	-1.71% Oct 25, 2021 - Nov 2, 2021

Correlation

Correlation between FLCO and SVOL is 0.31 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.31

-101

Dividend Comparison (2016 - 2026)

FLCO vs SVOL dividend yield comparison.

Year	FLCO	SVOL
2026	1.89%	9.07%
2025	4.60%	19.82%
2024	4.63%	16.79%
2023	3.83%	16.36%
2022	3.85%	18.32%
2021	2.85%	4.65%
2020	3.99%	0.00%
2019	3.39%	0.00%
2018	3.86%	0.00%
2017	3.33%	0.00%
2016	0.51%	0.00%