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BUYZ vs. FLCH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUYZ and FLCH is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

BUYZ vs. FLCH

Last updated Jun 1, 2025

Compare and contrast key facts about Franklin Disruptive Commerce ETF (BUYZ) and Franklin FTSE China ETF (FLCH).

BUYZ and FLCH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BUYZ is an actively managed fund by Franklin Templeton. It was launched on Feb 25, 2020. FLCH is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE China RIC Capped Index. It was launched on Nov 2, 2017.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUYZ or FLCH.

Performance

BUYZ vs. FLCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) and Franklin FTSE China ETF (FLCH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUYZ:

1.15

FLCH:

0.64

Sortino Ratio

BUYZ:

1.59

FLCH:

1.07

Omega Ratio

BUYZ:

1.23

FLCH:

1.15

Calmar Ratio

BUYZ:

0.51

FLCH:

0.37

Martin Ratio

BUYZ:

3.53

FLCH:

1.60

Ulcer Index

BUYZ:

7.62%

FLCH:

12.80%

Daily Std Dev

BUYZ:

25.05%

FLCH:

33.92%

Max Drawdown

BUYZ:

-68.06%

FLCH:

-62.09%

Current Drawdown

BUYZ:

-37.47%

FLCH:

-40.09%

Returns By Period

In the year-to-date period, BUYZ achieves a 5.36% return, which is significantly lower than FLCH's 12.66% return.

BUYZ

YTD

5.36%

1M

7.96%

6M

0.20%

1Y

28.19%

3Y*

18.57%

5Y*

4.67%

10Y*

N/A

FLCH

YTD

12.66%

1M

2.27%

6M

13.19%

1Y

23.70%

3Y*

3.46%

5Y*

-0.44%

10Y*

N/A

*Annualized

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Franklin Disruptive Commerce ETF

Franklin FTSE China ETF

BUYZ vs. FLCH - Expense Ratio Comparison

BUYZ has a 0.50% expense ratio, which is higher than FLCH's 0.19% expense ratio.

BUYZ
Franklin Disruptive Commerce ETF
FLCH
Franklin FTSE China ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BUYZ vs. FLCH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BUYZ
The Risk-Adjusted Performance Rank of BUYZ is 7474
Overall Rank
The Sharpe Ratio Rank of BUYZ is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BUYZ is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BUYZ is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BUYZ is 5252
Calmar Ratio Rank
The Martin Ratio Rank of BUYZ is 7575
Martin Ratio Rank
FLCH
The Risk-Adjusted Performance Rank of FLCH is 5353
Overall Rank
The Sharpe Ratio Rank of FLCH is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 4545
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.

BUYZ vs. FLCH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) and Franklin FTSE China ETF (FLCH). 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.

The current BUYZ Sharpe Ratio is 1.15, which is higher than the FLCH Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BUYZ and FLCH, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BUYZ vs. FLCH - Dividend Comparison

BUYZ's dividend yield for the trailing twelve months is around 0.07%, less than FLCH's 2.55% yield.

TTM20242023202220212020201920182017
BUYZ
Franklin Disruptive Commerce ETF		0.07%0.07%0.00%0.00%0.72%0.00%0.00%0.00%0.00%
FLCH
Franklin FTSE China ETF		2.55%2.88%3.46%2.69%1.49%0.91%1.98%1.93%0.00%

Drawdowns

BUYZ vs. FLCH - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.06%, which is greater than FLCH's maximum drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for BUYZ and FLCH.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BUYZ vs. FLCH - Volatility Comparison

The current volatility for Franklin Disruptive Commerce ETF (BUYZ) is 5.57%, while Franklin FTSE China ETF (FLCH) has a volatility of 6.53%. This indicates that BUYZ experiences smaller price fluctuations and is considered to be less risky than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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