PortfoliosLab logo
Franklin FTSE Japan ETF (FLJP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US35473P7446

CUSIP

35473P744

Inception Date

Nov 2, 2017

Region

Developed Asia Pacific (Japan)

Leveraged

1x

Index Tracked

FTSE Japan RIC Capped Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FLJP has an expense ratio of 0.09%, which is considered low.


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.


Performance

Performance Chart


Loading data...

Returns By Period

Franklin FTSE Japan ETF (FLJP) returned 6.78% year-to-date (YTD) and 7.49% over the past 12 months.


FLJP

YTD

6.78%

1M

6.22%

6M

7.34%

1Y

7.49%

5Y*

8.91%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.75%0.34%0.65%3.95%-0.03%6.78%
20242.93%4.17%3.40%-5.61%2.42%-0.62%4.38%1.47%-0.13%-5.13%2.43%-2.27%6.99%
20237.32%-4.36%4.77%0.52%0.52%4.90%2.66%-2.45%-2.36%-2.12%6.03%3.75%20.00%
2022-4.02%-1.44%-2.50%-7.86%1.72%-6.94%6.12%-4.31%-8.68%2.12%11.47%-1.76%-16.57%
2021-0.60%1.49%1.23%-1.84%1.71%-0.87%-0.50%1.86%2.59%-2.78%-3.20%2.13%0.99%
2020-2.68%-8.69%-6.45%5.11%7.22%0.18%-1.40%7.17%1.75%-1.30%10.14%5.52%15.76%
20196.79%0.09%0.79%1.32%-5.13%4.36%-0.46%-0.88%5.23%3.41%1.41%1.12%18.99%
20184.99%-2.11%-1.48%0.22%-2.15%-1.71%0.88%-0.51%3.62%-9.09%0.78%-7.51%-14.01%
20171.68%0.53%2.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLJP is 43, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FLJP is 4343
Overall Rank
The Sharpe Ratio Rank of FLJP is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJP is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FLJP is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FLJP is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FLJP is 4747
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 Japan ETF (FLJP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Franklin FTSE Japan ETF Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.36
  • 5-Year: 0.52
  • All Time: 0.26

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Franklin FTSE Japan ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Franklin FTSE Japan ETF provided a 4.27% dividend yield over the last twelve months, with an annual payout of $1.30 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$1.30$1.30$0.84$0.46$0.70$0.45$0.59$0.34$0.03

Dividend yield

4.27%4.56%3.00%1.92%2.40%1.51%2.26%1.50%0.10%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$1.03$0.00$0.00$0.00$0.00$0.00$0.28$1.30
2023$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.48$0.84
2022$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.21$0.46
2021$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.31$0.70
2020$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.00$0.00$0.24$0.45
2019$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.30$0.59
2018$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.24$0.34
2017$0.03$0.03

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.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE Japan 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 ETF was 32.49%, occurring on Oct 14, 2022. Recovery took 348 trading sessions.

The current Franklin FTSE Japan ETF drawdown is 1.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.49%Sep 16, 2021273Oct 14, 2022348Mar 6, 2024621
-31.06%Jan 29, 2018526Mar 16, 2020165Nov 6, 2020691
-14.17%Sep 27, 2024131Apr 7, 202514Apr 28, 2025145
-11.41%Jul 17, 202415Aug 6, 202413Aug 23, 202428
-8.32%Feb 17, 202160May 12, 202180Sep 3, 2021140

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...