PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Franklin FTSE Canada ETF (FLCA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473P8279

CUSIP

35473P827

Issuer

Franklin Templeton

Inception Date

Nov 2, 2017

Region

North America (Canada)

Leveraged

1x

Index Tracked

FTSE Canada RIC Capped Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FLCA vs. BBCA FLCA vs. EWC FLCA vs. DSTL FLCA vs. OPI FLCA vs. SCHH FLCA vs. PEP FLCA vs. ABT FLCA vs. VOOG FLCA vs. SCHD FLCA vs. EPD
Popular comparisons:
FLCA vs. BBCA FLCA vs. EWC FLCA vs. DSTL FLCA vs. OPI FLCA vs. SCHH FLCA vs. PEP FLCA vs. ABT FLCA vs. VOOG FLCA vs. SCHD FLCA vs. EPD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin FTSE Canada ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.07%
12.14%
FLCA (Franklin FTSE Canada ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE Canada ETF had a return of 18.77% year-to-date (YTD) and 28.84% in the last 12 months.


FLCA

YTD

18.77%

1M

2.94%

6M

15.10%

1Y

28.84%

5Y (annualized)

11.12%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of FLCA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.93%1.52%3.77%-3.50%3.56%-2.35%5.06%4.31%2.59%-1.96%18.77%
20238.88%-4.85%-0.10%3.09%-5.30%6.18%2.66%-3.73%-3.56%-4.68%10.24%6.76%14.71%
2022-0.58%-0.06%6.01%-7.95%1.87%-10.19%4.52%-4.00%-8.33%7.22%6.77%-5.71%-11.93%
2021-0.89%5.38%6.02%4.34%6.40%-0.90%-0.15%0.49%-2.26%7.71%-4.07%4.22%28.67%
2020-0.13%-7.22%-19.84%10.38%4.02%3.78%4.93%5.55%-4.29%-3.69%14.21%3.02%6.31%
201912.59%2.60%-0.69%3.73%-3.91%5.50%-0.69%-0.01%2.71%-0.79%2.95%2.18%28.42%
20180.74%-3.36%-4.72%1.43%3.68%-0.46%2.38%-1.00%-0.50%-6.65%0.65%-8.20%-15.54%
2017-1.24%3.77%2.49%

Expense Ratio

FLCA has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for FLCA: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLCA is 71, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FLCA is 7171
Combined Rank
The Sharpe Ratio Rank of FLCA is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FLCA is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FLCA is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FLCA is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FLCA, currently valued at 2.19, compared to the broader market0.002.004.002.192.54
The chart of Sortino ratio for FLCA, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.0010.002.983.40
The chart of Omega ratio for FLCA, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.47
The chart of Calmar ratio for FLCA, currently valued at 2.40, compared to the broader market0.005.0010.0015.002.403.66
The chart of Martin ratio for FLCA, currently valued at 15.28, compared to the broader market0.0020.0040.0060.0080.00100.0015.2816.26
FLCA
^GSPC

The current Franklin FTSE Canada ETF Sharpe ratio is 2.19. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin FTSE Canada ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.19
2.54
FLCA (Franklin FTSE Canada ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Canada ETF provided a 2.27% dividend yield over the last twelve months, with an annual payout of $0.89 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.802017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.89$0.83$0.66$0.70$0.68$0.61$0.64$0.02

Dividend yield

2.27%2.49%2.20%2.03%2.50%2.29%3.02%0.09%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE Canada ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.36
2023$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.52$0.83
2022$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.60$0.66
2021$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.46$0.70
2020$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.42$0.68
2019$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.37$0.61
2018$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.46$0.64
2017$0.02$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.88%
FLCA (Franklin FTSE Canada ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE Canada ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Franklin FTSE Canada ETF was 41.51%, occurring on Mar 23, 2020. Recovery took 173 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.51%Feb 20, 202023Mar 23, 2020173Nov 27, 2020196
-24.23%Mar 31, 2022135Oct 12, 2022373Apr 9, 2024508
-19.83%Jan 25, 2018143Dec 24, 2018112Jun 20, 2019255
-7.57%Nov 15, 202125Dec 20, 202116Jan 12, 202241
-6.44%Jul 17, 202414Aug 5, 20248Aug 15, 202422

Volatility

Volatility Chart

The current Franklin FTSE Canada ETF volatility is 3.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.69%
3.96%
FLCA (Franklin FTSE Canada ETF)
Benchmark (^GSPC)