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Franklin FTSE Japan Hedged ETF (FLJH)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P6372
CUSIP35473P637
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionDeveloped Asia Pacific (Japan)
CategoryJapan Equities
Index TrackedFTSE Japan RIC Capped Hedged to USD Net Tax Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Franklin FTSE Japan Hedged ETF has an expense ratio of 0.09% which is considered to be low.


0.50%1.00%1.50%2.00%0.09%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with FLJH

Franklin FTSE Japan Hedged ETF

Popular comparisons: FLJH vs. FLJP, FLJH vs. EWJV, FLJH vs. FLSW, FLJH vs. DBJP, FLJH vs. HEWG, FLJH vs. HEWJ, FLJH vs. VOO, FLJH vs. SCHD, FLJH vs. EWJ, FLJH vs. SPY

Performance

Performance Chart

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


60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2024FebruaryMarchApril
103.03%
97.73%
FLJH (Franklin FTSE Japan Hedged ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin FTSE Japan Hedged ETF had a return of 18.43% year-to-date (YTD) and 45.82% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date18.43%7.41%
1 month3.99%-0.81%
6 months23.83%18.38%
1 year45.82%23.57%
5 years (annualized)16.22%12.02%
10 years (annualized)N/A10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.63%6.52%4.73%
20230.86%-0.13%4.38%-0.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FLJH is 76, placing it in the top 24% 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 FLJH is 7676
Franklin FTSE Japan Hedged ETF(FLJH)
The Sharpe Ratio Rank of FLJH is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of FLJH is 6666Sortino Ratio Rank
The Omega Ratio Rank of FLJH is 9292Omega Ratio Rank
The Calmar Ratio Rank of FLJH is 8888Calmar Ratio Rank
The Martin Ratio Rank of FLJH is 7171Martin 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 Japan Hedged ETF (FLJH) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FLJH
Sharpe ratio
The chart of Sharpe ratio for FLJH, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.005.001.30
Sortino ratio
The chart of Sortino ratio for FLJH, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.002.04
Omega ratio
The chart of Omega ratio for FLJH, currently valued at 1.48, compared to the broader market1.001.502.002.501.48
Calmar ratio
The chart of Calmar ratio for FLJH, currently valued at 2.14, compared to the broader market0.002.004.006.008.0010.0012.002.14
Martin ratio
The chart of Martin ratio for FLJH, currently valued at 6.29, compared to the broader market0.0020.0040.0060.0080.006.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-1.000.001.002.003.004.005.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.008.0010.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0020.0040.0060.0080.008.76

Sharpe Ratio

The current Franklin FTSE Japan Hedged ETF Sharpe ratio is 1.30. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.30
2.15
FLJH (Franklin FTSE Japan Hedged ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Japan Hedged ETF granted a 21.61% dividend yield in the last twelve months. The annual payout for that period amounted to $6.70 per share.


PeriodTTM2023202220212020201920182017
Dividend$6.70$6.70$6.48$0.41$0.00$0.00$1.26$0.01

Dividend yield

21.61%25.59%26.67%1.29%0.00%0.00%5.92%0.05%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE Japan Hedged 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$0.32$0.00$0.00$0.00$0.00$0.00$6.38
2022$0.00$0.00$0.00$0.00$0.00$0.92$0.00$0.00$0.00$0.00$0.00$5.55
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$1.25
2017$0.01

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.47%
-2.49%
FLJH (Franklin FTSE Japan Hedged ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE Japan Hedged 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 Japan Hedged ETF was 31.50%, occurring on Mar 16, 2020. Recovery took 166 trading sessions.

The current Franklin FTSE Japan Hedged ETF drawdown is 5.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.5%Jan 24, 2018392Mar 16, 2020166Nov 9, 2020558
-22.23%Dec 12, 20234Dec 15, 2023
-15.99%Sep 17, 2021118Mar 8, 2022179Nov 22, 2022297
-8.14%Nov 28, 202227Jan 5, 202339Mar 3, 202366
-7.82%Sep 20, 202311Oct 4, 202332Nov 17, 202343

Volatility

Volatility Chart

The current Franklin FTSE Japan Hedged ETF volatility is 4.16%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2024FebruaryMarchApril
4.16%
3.24%
FLJH (Franklin FTSE Japan Hedged ETF)
Benchmark (^GSPC)