SVOL vs FLCO

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

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

SVOL vs FLCO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

SVOL

$591M

FLCO

$590M

Expense Ratio

SVOL

0.66%

Winner

FLCO

0.35%

Max Drawdown

SVOL

50.81%

Winner

FLCO

28.31%

Sharpe Ratio

Winner

SVOL

0.35

FLCO

0.23

5Y Beta

SVOL

1.53

Winner

FLCO

0.11

5Y Dividends CAGR

SVOL

N/A

FLCO

1.95%

SVOL vs FLCO - Historical Returns

Returns include dividend reinvestment.

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

Winner

SVOL

+1.82%

FLCO

-0.02%

Winner

SVOL

+3.24%

FLCO

-0.64%

Winner

SVOL

+0.47%

FLCO

+0.29%

Winner

SVOL

+11.80%

FLCO

+4.90%

5Y(CAGR)

Winner

SVOL

+6.49%

FLCO

+0.11%

10Y(CAGR)

SVOL

N/A

FLCO

+2.11%

Max(CAGR)

Winner

SVOL

+7.45%

FLCO

+2.11%

SVOL vs FLCO - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

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

SVOL vs FLCO Drawdown Comparison

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

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

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

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

Correlation

Correlation between SVOL and FLCO 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)

SVOL vs FLCO dividend yield comparison.

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