ETF Comparison: FLOT vs VMBS
ETF 说明
FLOT - iShares Floating Rate Bond ETF
The iShares Floating Rate Bond ETF (FLOT) provides exposure to investment-grade, dollar-denominated floating rate debt, offering a low-risk fixed income investment option with minimal interest rate risk. The fund's floating rate notes are tied to benchmark rates, such as LIBOR, allowing coupon payments to fluctuate with prevailing market interest rates. This ETF can be used as a tactical allocation in rising interest rate environments or to round out fixed income exposure in a long-term portfolio, providing credit risk exposure while minimizing interest rate risks.
VMBS - Vanguard Mortgage-Backed Securities ETF
The Vanguard Mortgage-Backed Securities ETF provides diversified exposure to the US mortgage-backed securities market, offering a low-cost way to invest in high-quality, liquid bonds with attractive yields. The fund's broad portfolio of over 4,900 holdings helps to minimize risk and maximize returns, making it an attractive option for long-term investors seeking to add fixed income exposure to their portfolios.
比较表
| FLOT | VMBS | |
|---|---|---|
| 基金名称 | iShares Floating Rate Bond ETF | Vanguard Mortgage-Backed Securities ETF |
| Fund Provider | BlackRock | Vanguard |
| Index | Bloomberg US Floating Rate Notes (<5 Y) | Bloomberg US MBS - Float Adjusted |
| Asset Class | Bonds | Bonds |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.15% | 0.04% |
| Inception Date | 2011-06-14 | 2009-11-19 |
| Number Of Holdings | 349 | 4990 |
| Currency | USD | USD |
| Region | Developed Markets | United States |
| Sector | Financials | Financials |
| Sector Detail | Banks | Mortgage-Backed Securities |
| Bond Type | Specialized Bonds | Specialized Bonds |
| Leveraged | Non-leveraged | Non-leveraged |
回测选项
摘要
关键指标
绩效指标
风险指标
详细报酬
绩效分析
绩效分析透过累积报酬、年底（EoY）报酬及 Sharpe 比率、Sortino 比率等风险调整指标，评估历史资料以衡量投资策略报酬。这有助于投资人在不同市场條件下评估绝对和相对绩效。
累积报酬
年底报酬表
年底报酬
风险分析
风险分析是指对可能导致资本损失的潜在负面事件进行评估。进行风险分析有助于决定是否应进行投资。这是透过回撤、波动率和 Beta 等风险指标来完成的，这些指标反映了利益相关者对投资策略一致性的信心。
回撤
回撤表
Monte Carlo 模拟
Monte Carlo 模拟是一种统计方法，透过从历史资产价格资料中随机抽样产生大量潜在结果，用以预测投资组合报酬。它协助投资人评估各种市场條件下投资组合的潜在风险和报酬。模拟考虑初始投资，并可选择性地模拟现金流情境，如固定投入、固定提款或比例提款。
重要提示：透过 Monte Carlo 模拟产生的预测纯屬假设性質，不保证未来报酬。投资决策应考量多种因素，过去表现不代表未来结果。