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

ETF Info

ISIN

US35473P7446

CUSIP

35473P744

Issuer

Franklin Templeton

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

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.


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

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.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.02%
11.50%
FLJP (Franklin FTSE Japan ETF)
Benchmark (^GSPC)

Returns By Period

Franklin FTSE Japan ETF had a return of 5.66% year-to-date (YTD) and 10.79% in the last 12 months.


FLJP

YTD

5.66%

1M

-2.63%

6M

-0.02%

1Y

10.79%

5Y (annualized)

4.54%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

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
20242.93%4.17%3.40%-5.61%2.42%-0.62%4.38%1.47%-0.13%-5.13%5.66%
20237.32%-4.36%4.77%0.52%0.52%4.90%2.66%-2.45%-2.36%-2.12%6.03%3.74%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%

Expense Ratio

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


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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLJP is 22, indicating that it is in the bottom 22% of ETFs on our website 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 FLJP is 2222
Combined Rank
The Sharpe Ratio Rank of FLJP is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJP is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FLJP is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FLJP is 3434
Calmar Ratio Rank
The Martin Ratio Rank of FLJP is 2222
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.


Sharpe ratio
The chart of Sharpe ratio for FLJP, currently valued at 0.62, compared to the broader market0.002.004.006.000.622.46
The chart of Sortino ratio for FLJP, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.0012.000.933.31
The chart of Omega ratio for FLJP, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.46
The chart of Calmar ratio for FLJP, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.813.55
The chart of Martin ratio for FLJP, currently valued at 2.64, compared to the broader market0.0020.0040.0060.0080.00100.002.6415.76
FLJP
^GSPC

The current Franklin FTSE Japan ETF Sharpe ratio is 0.62. 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 Japan 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
0.62
2.46
FLJP (Franklin FTSE Japan ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Japan ETF provided a 5.28% dividend yield over the last twelve months, with an annual payout of $1.51 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.802017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$1.51$0.84$0.46$0.71$0.45$0.59$0.34$0.03

Dividend yield

5.28%3.00%1.91%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
2024$0.00$0.00$0.00$0.00$0.00$1.03$0.00$0.00$0.00$0.00$0.00$1.03
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$0.71
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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.97%
-1.40%
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 7.97%.


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
-11.41%Jul 17, 202415Aug 6, 202413Aug 23, 202428
-8.71%Sep 27, 202419Oct 23, 2024
-8.31%Feb 17, 202160May 12, 202180Sep 3, 2021140

Volatility

Volatility Chart

The current Franklin FTSE Japan ETF volatility is 3.96%, 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%JuneJulyAugustSeptemberOctoberNovember
3.96%
4.07%
FLJP (Franklin FTSE Japan ETF)
Benchmark (^GSPC)