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BBAX vs. FLAU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBAX vs. FLAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) and Franklin FTSE Australia ETF (FLAU). The values are adjusted to include any dividend payments, if applicable.

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BBAX vs. FLAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBAX
JPMorgan BetaBuilders Developed Asia ex-Japan ETF
7.51%20.21%2.50%5.60%-4.80%5.53%8.02%18.66%-9.65%
FLAU
Franklin FTSE Australia ETF
5.99%15.95%1.81%12.58%-5.58%9.90%11.00%23.38%-12.50%

Returns By Period

In the year-to-date period, BBAX achieves a 7.51% return, which is significantly higher than FLAU's 5.99% return.


BBAX

1D
0.98%
1M
-4.68%
YTD
7.51%
6M
7.87%
1Y
26.94%
3Y*
11.37%
5Y*
5.60%
10Y*

FLAU

1D
1.24%
1M
-6.28%
YTD
5.99%
6M
4.75%
1Y
22.89%
3Y*
11.22%
5Y*
6.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBAX vs. FLAU - Expense Ratio Comparison

BBAX has a 0.19% expense ratio, which is higher than FLAU's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

BBAX vs. FLAU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBAX
BBAX Risk / Return Rank: 7777
Overall Rank
BBAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BBAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
BBAX Omega Ratio Rank: 7777
Omega Ratio Rank
BBAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
BBAX Martin Ratio Rank: 8282
Martin Ratio Rank

FLAU
FLAU Risk / Return Rank: 6464
Overall Rank
FLAU Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLAU Omega Ratio Rank: 6262
Omega Ratio Rank
FLAU Calmar Ratio Rank: 7070
Calmar Ratio Rank
FLAU Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBAX vs. FLAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) and Franklin FTSE Australia ETF (FLAU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BBAXFLAUDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.12

+0.35

Sortino ratio

Return per unit of downside risk

2.01

1.59

+0.42

Omega ratio

Gain probability vs. loss probability

1.30

1.24

+0.07

Calmar ratio

Return relative to maximum drawdown

2.08

1.92

+0.16

Martin ratio

Return relative to average drawdown

9.85

7.51

+2.35

BBAX vs. FLAU - Sharpe Ratio Comparison

The current BBAX Sharpe Ratio is 1.47, which is higher than the FLAU Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BBAX and FLAU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBAXFLAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.12

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.36

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.32

+0.02

Correlation

The correlation between BBAX and FLAU is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BBAX vs. FLAU - Dividend Comparison

BBAX's dividend yield for the trailing twelve months is around 3.68%, more than FLAU's 3.07% yield.


TTM202520242023202220212020201920182017
BBAX
JPMorgan BetaBuilders Developed Asia ex-Japan ETF
3.68%3.86%4.13%4.17%5.06%5.47%2.57%4.07%1.36%0.00%
FLAU
Franklin FTSE Australia ETF
3.07%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%

Drawdowns

BBAX vs. FLAU - Drawdown Comparison

The maximum BBAX drawdown since its inception was -39.64%, smaller than the maximum FLAU drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for BBAX and FLAU.


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Drawdown Indicators


BBAXFLAUDifference

Max Drawdown

Largest peak-to-trough decline

-39.64%

-45.73%

+6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-12.82%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-24.33%

-24.68%

+0.35%

Current Drawdown

Current decline from peak

-5.79%

-7.05%

+1.26%

Average Drawdown

Average peak-to-trough decline

-7.32%

-6.87%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.28%

-0.40%

Volatility

BBAX vs. FLAU - Volatility Comparison

The current volatility for JPMorgan BetaBuilders Developed Asia ex-Japan ETF (BBAX) is 6.86%, while Franklin FTSE Australia ETF (FLAU) has a volatility of 7.71%. This indicates that BBAX experiences smaller price fluctuations and is considered to be less risky than FLAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBAXFLAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

7.71%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

12.51%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

20.60%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

19.51%

-2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.75%

23.66%

-3.91%