BYDDF vs. FLMX
BYDDF (BYD Company Limited) is a stock, while FLMX (Franklin FTSE Mexico ETF) is Latin America Equities fund tracking the FTSE Mexico RIC Capped Index. Over the past 5 years, BYDDF returned 5.68%/yr vs 12.84%/yr for FLMX. At a 0.24 correlation, their price movements are largely independent.
Performance
BYDDF vs. FLMX - Performance Comparison
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Returns By Period
In the year-to-date period, BYDDF achieves a -8.26% return, which is significantly lower than FLMX's 10.71% return.
BYDDF
- 1D
- 1.88%
- 1M
- 2.06%
- 6M
- -10.14%
- YTD
- -8.26%
- 1Y
- -29.37%
- 3Y*
- 0.72%
- 5Y*
- 5.68%
- 10Y*
- 18.66%
FLMX
- 1D
- 0.10%
- 1M
- -2.70%
- 6M
- 4.48%
- YTD
- 10.71%
- 1Y
- 31.74%
- 3Y*
- 9.30%
- 5Y*
- 12.84%
- 10Y*
- —
BYDDF vs. FLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | -8.26% | 11.38% | 24.71% | 13.22% | -27.71% | 28.77% | 432.27% | -21.10% | -27.99% | 2.81% |
FLMX Franklin FTSE Mexico ETF | 10.71% | 53.62% | -28.45% | 39.35% | 2.40% | 19.58% | -3.50% | 12.13% | -13.32% | -0.96% |
Correlation
The correlation between BYDDF and FLMX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.24 |
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Return for Risk
BYDDF vs. FLMX — Risk / Return Rank
BYDDF
FLMX
BYDDF vs. FLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BYD Company Limited (BYDDF) and Franklin FTSE Mexico ETF (FLMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BYDDF | FLMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.26 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.25 | -2.89 |
| Martin ratioReturn relative to average drawdown | -1.12 | 7.42 | -8.55 |
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Drawdowns
BYDDF vs. FLMX - Drawdown Comparison
The maximum BYDDF drawdown since its inception was -86.78%, which is greater than FLMX's maximum drawdown of -50.05%. Use the drawdown chart below to compare losses from any high point for BYDDF and FLMX.
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Drawdown Indicators
| BYDDF | FLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.78% | -50.05% | -36.73% |
Max Drawdown (1Y)Largest decline over 1 year | -45.86% | -14.18% | -31.68% |
Max Drawdown (3Y)Largest decline over 3 years | -51.26% | -31.72% | -19.54% |
Max Drawdown (5Y)Largest decline over 5 years | -51.26% | -31.72% | -19.54% |
Max Drawdown (10Y)Largest decline over 10 years | -58.45% | — | — |
Current DrawdownCurrent decline from peak | -41.61% | -5.89% | -35.72% |
Average DrawdownAverage peak-to-trough decline | -40.98% | -11.96% | -29.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.18% | 4.29% | +21.89% |
Volatility
BYDDF vs. FLMX - Volatility Comparison
BYD Company Limited (BYDDF) has a higher volatility of 12.77% compared to Franklin FTSE Mexico ETF (FLMX) at 5.31%. This indicates that BYDDF's price experiences larger fluctuations and is considered to be riskier than FLMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BYDDF | FLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.77% | 5.31% | +7.46% |
Volatility (6M)Calculated over the trailing 6-month period | 28.00% | 18.24% | +9.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.90% | 21.77% | +15.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.36% | 22.08% | +23.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.15% | 24.63% | +22.52% |
Dividends
BYDDF vs. FLMX - Dividend Comparison
BYDDF's dividend yield for the trailing twelve months is around 0.47%, less than FLMX's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | 0.47% | 6.04% | 1.28% | 0.58% | 0.07% | 0.07% | 0.03% | 0.58% | 0.00% | 2.03% |
FLMX Franklin FTSE Mexico ETF | 3.86% | 3.99% | 3.31% | 2.90% | 4.22% | 3.15% | 1.48% | 2.95% | 2.51% | 0.31% |
Frequently Asked Questions
BYDDF and FLMX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BYDDF has higher volatility (12.77%) compared to FLMX (5.31%). In terms of maximum drawdown, BYDDF dropped -86.78% vs FLMX's -50.05%.
FLMX currently has the higher Sharpe Ratio (1.47 vs -0.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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