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

ETF Info

ISIN

US35473P7362

CUSIP

35473P736

Inception Date

Nov 3, 2017

Region

Latin America (Mexico)

Leveraged

1x

Index Tracked

FTSE Mexico RIC Capped Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FLMX has an expense ratio of 0.19%, which is considered low.


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.


Performance

Performance Chart


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S&P 500

Returns By Period

Franklin FTSE Mexico ETF (FLMX) returned 29.82% year-to-date (YTD) and -9.53% over the past 12 months.


FLMX

YTD

29.82%

1M

10.39%

6M

21.93%

1Y

-9.53%

3Y*

9.12%

5Y*

17.88%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.39%

1M

12.89%

6M

1.19%

1Y

12.45%

3Y*

15.19%

5Y*

14.95%

10Y*

10.86%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.21%3.49%0.92%12.71%5.83%29.82%
2024-1.64%-1.76%6.19%-5.01%-1.01%-11.34%-0.45%-5.99%1.29%-4.19%-2.85%-5.21%-28.45%
202316.38%-0.31%3.20%2.77%-2.30%5.04%4.46%-4.69%-5.52%-6.14%14.98%8.71%39.35%
2022-3.91%5.06%9.26%-10.52%5.45%-9.16%0.55%-5.02%-0.44%13.72%7.05%-6.42%2.40%
2021-5.75%1.05%8.13%3.24%5.92%0.26%1.82%3.65%-4.96%0.48%-6.69%12.61%19.58%
20201.35%-9.88%-31.41%3.89%8.00%0.58%1.70%1.43%0.71%2.58%19.13%7.52%-3.50%
20199.25%-3.44%-0.30%6.09%-6.71%3.35%-4.95%0.26%3.10%2.95%-2.03%5.19%12.13%
20187.47%-3.35%-3.08%2.33%-11.74%5.84%11.28%-2.55%1.81%-17.90%-3.82%3.31%-13.32%
20171.12%-2.02%-0.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FLMX is 8, meaning it’s performing worse than 92% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FLMX is 88
Overall Rank
The Sharpe Ratio Rank of FLMX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FLMX is 88
Sortino Ratio Rank
The Omega Ratio Rank of FLMX is 88
Omega Ratio Rank
The Calmar Ratio Rank of FLMX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FLMX is 1010
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 Mexico ETF (FLMX) 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 Mexico ETF Sharpe ratios as of May 20, 2025 (values are recalculated daily):

  • 1-Year: -0.34
  • 5-Year: 0.78
  • All Time: 0.22

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 Mexico 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.


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Dividends

Dividend History

Franklin FTSE Mexico ETF provided a 2.55% dividend yield over the last twelve months, with an annual payout of $0.76 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.76$0.76$0.96$1.03$0.79$0.32$0.67$0.52$0.08

Dividend yield

2.55%3.31%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.


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$0.19$0.00$0.00$0.00$0.00$0.00$0.57$0.76
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$0.96
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$1.03
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$0.79
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$0.32
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$0.67
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$0.52
2017$0.08$0.08

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.


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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.

The current Franklin FTSE Mexico ETF drawdown is 11.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.05%Jan 30, 2018413Mar 23, 2020363Aug 30, 2021776
-31.72%Apr 9, 2024184Dec 30, 2024
-19.63%Apr 4, 2022121Sep 26, 202270Jan 6, 2023191
-18.05%Jul 31, 202359Oct 20, 202338Dec 14, 202397
-12.63%Sep 1, 202160Nov 26, 202123Dec 30, 202183

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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