PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Franklin FTSE China ETF (FLCH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P8196
CUSIP35473P819
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionEmerging Asia Pacific (China)
CategoryChina Equities
Index TrackedFTSE China RIC Capped Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Franklin FTSE China ETF features an expense ratio of 0.19%, falling within the medium range.


Expense ratio chart for FLCH: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

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.


Franklin FTSE China ETF

Popular comparisons: FLCH vs. MCHI, FLCH vs. KWEB, FLCH vs. CNYA, FLCH vs. CXSE, FLCH vs. VWO, FLCH vs. BND, FLCH vs. VT, FLCH vs. VNQ, FLCH vs. IPAC, FLCH vs. ASHX

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-1.98%
17.96%
FLCH (Franklin FTSE China ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin FTSE China ETF had a return of -0.75% year-to-date (YTD) and -12.82% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.75%5.05%
1 month1.46%-4.27%
6 months0.68%18.82%
1 year-12.82%21.22%
5 years (annualized)-6.50%11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-9.66%6.62%2.07%
2023-3.53%-3.88%2.08%-2.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLCH is 6, indicating that it is in the bottom 6% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FLCH is 66
Franklin FTSE China ETF(FLCH)
The Sharpe Ratio Rank of FLCH is 66Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 66Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 66Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 77Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 55Martin 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 China ETF (FLCH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLCH
Sharpe ratio
The chart of Sharpe ratio for FLCH, currently valued at -0.58, compared to the broader market-1.000.001.002.003.004.00-0.58
Sortino ratio
The chart of Sortino ratio for FLCH, currently valued at -0.72, compared to the broader market-2.000.002.004.006.008.00-0.72
Omega ratio
The chart of Omega ratio for FLCH, currently valued at 0.92, compared to the broader market1.001.502.000.92
Calmar ratio
The chart of Calmar ratio for FLCH, currently valued at -0.23, compared to the broader market0.002.004.006.008.0010.00-0.23
Martin ratio
The chart of Martin ratio for FLCH, currently valued at -1.00, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-1.00
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current Franklin FTSE China ETF Sharpe ratio is -0.58. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.58
1.81
FLCH (Franklin FTSE China ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE China ETF granted a 3.49% dividend yield in the last twelve months. The annual payout for that period amounted to $0.56 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.56$0.56$0.50$0.37$0.29$0.49$0.39$0.00

Dividend yield

3.49%3.47%2.69%1.48%0.91%1.98%1.92%0.00%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.37
2022$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.36
2021$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.34
2020$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.25
2019$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.46
2018$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.29
2017$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-55.27%
-4.64%
FLCH (Franklin FTSE China ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE China 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 China ETF was 62.09%, occurring on Oct 31, 2022. The portfolio has not yet recovered.

The current Franklin FTSE China ETF drawdown is 55.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.09%Feb 18, 2021430Oct 31, 2022
-32.63%Jan 29, 2018191Oct 30, 2018421Jul 6, 2020612
-8.42%Nov 22, 201710Dec 6, 201717Jan 2, 201827
-7.13%Aug 31, 202019Sep 25, 202011Oct 12, 202030
-5.99%Jul 10, 202013Jul 28, 202019Aug 24, 202032

Volatility

Volatility Chart

The current Franklin FTSE China ETF volatility is 4.70%, 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%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
4.70%
3.30%
FLCH (Franklin FTSE China ETF)
Benchmark (^GSPC)