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

ETF Info

ISINUS35473P7446
CUSIP35473P744
IssuerFranklin Templeton
Inception DateNov 2, 2017
RegionDeveloped Asia Pacific (Japan)
CategoryJapan Equities
Index TrackedFTSE Japan RIC Capped Index
Home Pagewww.franklintempleton.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for FLJP: 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%

Share Price Chart


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Compare to other instruments

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


Franklin FTSE Japan ETF

Popular comparisons: FLJP vs. EWJV, FLJP vs. FLJH, FLJP vs. BBJP, FLJP vs. EWJ, FLJP vs. DBJP, FLJP vs. JPXN, FLJP vs. VPL, FLJP vs. DXJ, FLJP vs. VOO, FLJP vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin FTSE Japan 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%20.00%25.00%NovemberDecember2024FebruaryMarchApril
17.36%
18.82%
FLJP (Franklin FTSE Japan ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin FTSE Japan ETF had a return of 4.68% year-to-date (YTD) and 15.97% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.68%5.05%
1 month-6.18%-4.27%
6 months17.36%18.82%
1 year15.97%21.22%
5 years (annualized)6.24%11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.93%4.17%3.40%
2023-2.36%-2.12%6.03%3.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLJP is 63, suggesting that the investment has average results relative to the market 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 FLJP is 6363
Franklin FTSE Japan ETF(FLJP)
The Sharpe Ratio Rank of FLJP is 6363Sharpe Ratio Rank
The Sortino Ratio Rank of FLJP is 6262Sortino Ratio Rank
The Omega Ratio Rank of FLJP is 6060Omega Ratio Rank
The Calmar Ratio Rank of FLJP is 6262Calmar Ratio Rank
The Martin Ratio Rank of FLJP is 6868Martin 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.


FLJP
Sharpe ratio
The chart of Sharpe ratio for FLJP, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.001.13
Sortino ratio
The chart of Sortino ratio for FLJP, currently valued at 1.63, compared to the broader market-2.000.002.004.006.008.001.63
Omega ratio
The chart of Omega ratio for FLJP, currently valued at 1.19, compared to the broader market1.001.502.001.19
Calmar ratio
The chart of Calmar ratio for FLJP, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.000.86
Martin ratio
The chart of Martin ratio for FLJP, currently valued at 5.00, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.00
^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 Japan ETF Sharpe ratio is 1.13. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.13
1.81
FLJP (Franklin FTSE Japan ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Japan ETF granted a 2.86% dividend yield in the last twelve months. The annual payout for that period amounted to $0.84 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.84$0.84$0.46$0.70$0.45$0.59$0.34$0.03

Dividend yield

2.86%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
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
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
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
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
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
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
2017$0.03

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
-6.18%
-4.64%
FLJP (Franklin FTSE Japan ETF)
Benchmark (^GSPC)

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 6.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.49%Sep 16, 2021273Oct 14, 2022348Mar 6, 2024621
-31.07%Jan 29, 2018526Mar 16, 2020165Nov 6, 2020691
-8.31%Feb 17, 202160May 12, 202180Sep 3, 2021140
-7.08%Mar 25, 202419Apr 19, 2024
-3.74%Jan 15, 202110Jan 29, 20216Feb 8, 202116

Volatility

Volatility Chart

The current Franklin FTSE Japan ETF volatility is 3.87%, 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%NovemberDecember2024FebruaryMarchApril
3.87%
3.30%
FLJP (Franklin FTSE Japan ETF)
Benchmark (^GSPC)