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Franklin FTSE Mexico ETF (FLMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P7362
CUSIP35473P736
IssuerFranklin Templeton
Inception DateNov 3, 2017
RegionLatin America (Mexico)
CategoryLatin America Equities
Index TrackedFTSE Mexico RIC Capped Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

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

Franklin FTSE Mexico ETF

Popular comparisons: FLMX vs. EWW, FLMX vs. MEXX, FLMX vs. AAA, FLMX vs. VTI, FLMX vs. QQQ, FLMX vs. VOO, FLMX vs. SPY, FLMX vs. VWO, FLMX vs. VXUS

Performance

Performance Chart

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


20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
62.47%
102.56%
FLMX (Franklin FTSE Mexico ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Franklin FTSE Mexico ETF had a return of 2.47% year-to-date (YTD) and 21.91% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date2.47%10.04%
1 month4.71%3.53%
6 months20.97%22.79%
1 year21.91%32.16%
5 years (annualized)12.64%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.64%-1.75%
2023-4.69%-5.52%-6.14%14.98%8.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Franklin FTSE Mexico ETF (FLMX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FLMX
Franklin FTSE Mexico ETF
1.18
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Franklin FTSE Mexico ETF Sharpe ratio is 1.18. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.18
2.76
FLMX (Franklin FTSE Mexico ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin FTSE Mexico ETF granted a 2.83% dividend yield in the last twelve months. The annual payout for that period amounted to $0.96 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.96$0.96$1.03$0.79$0.32$0.67$0.52$0.08

Dividend yield

2.83%2.90%4.22%3.15%1.48%2.95%2.51%0.31%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin FTSE Mexico 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
2023$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.68
2022$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.69
2021$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.53
2020$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.19
2019$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.36
2018$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.38
2017$0.08

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%OctoberNovemberDecember2024FebruaryMarch00
FLMX (Franklin FTSE Mexico ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin FTSE Mexico 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 Mexico ETF was 50.05%, occurring on Mar 23, 2020. Recovery took 363 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.05%Jan 30, 2018413Mar 23, 2020363Aug 30, 2021776
-19.63%Apr 4, 2022121Sep 26, 202270Jan 6, 2023191
-18.05%Jul 31, 202359Oct 20, 202336Dec 12, 202395
-12.63%Sep 1, 202160Nov 26, 202123Dec 30, 202183
-9.32%Mar 6, 202310Mar 17, 202318Apr 13, 202328

Volatility

Volatility Chart

The current Franklin FTSE Mexico ETF volatility is 4.91%, 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%OctoberNovemberDecember2024FebruaryMarch
4.91%
2.82%
FLMX (Franklin FTSE Mexico ETF)
Benchmark (^GSPC)