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DSTL vs. FLCA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSTL and FLCA is 0.74, 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.


Performance

DSTL vs. FLCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate US Fundamental Stability & Value ETF (DSTL) and Franklin FTSE Canada ETF (FLCA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DSTL:

0.26

FLCA:

1.08

Sortino Ratio

DSTL:

0.59

FLCA:

1.61

Omega Ratio

DSTL:

1.07

FLCA:

1.22

Calmar Ratio

DSTL:

0.32

FLCA:

1.49

Martin Ratio

DSTL:

1.05

FLCA:

5.86

Ulcer Index

DSTL:

5.08%

FLCA:

3.20%

Daily Std Dev

DSTL:

16.81%

FLCA:

16.96%

Max Drawdown

DSTL:

-33.10%

FLCA:

-41.51%

Current Drawdown

DSTL:

-7.23%

FLCA:

0.00%

Returns By Period

In the year-to-date period, DSTL achieves a -0.96% return, which is significantly lower than FLCA's 8.96% return.


DSTL

YTD

-0.96%

1M

5.28%

6M

-4.57%

1Y

4.29%

5Y*

15.90%

10Y*

N/A

FLCA

YTD

8.96%

1M

8.08%

6M

5.67%

1Y

18.19%

5Y*

16.28%

10Y*

N/A

*Annualized

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DSTL vs. FLCA - Expense Ratio Comparison

DSTL has a 0.39% expense ratio, which is higher than FLCA's 0.09% expense ratio.


Risk-Adjusted Performance

DSTL vs. FLCA — Risk-Adjusted Performance Rank

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

DSTL
The Risk-Adjusted Performance Rank of DSTL is 3535
Overall Rank
The Sharpe Ratio Rank of DSTL is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTL is 3636
Sortino Ratio Rank
The Omega Ratio Rank of DSTL is 3434
Omega Ratio Rank
The Calmar Ratio Rank of DSTL is 4040
Calmar Ratio Rank
The Martin Ratio Rank of DSTL is 3737
Martin Ratio Rank

FLCA
The Risk-Adjusted Performance Rank of FLCA is 8686
Overall Rank
The Sharpe Ratio Rank of FLCA is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCA is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FLCA is 8383
Omega Ratio Rank
The Calmar Ratio Rank of FLCA is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FLCA is 8787
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.

DSTL vs. FLCA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate US Fundamental Stability & Value ETF (DSTL) and Franklin FTSE Canada ETF (FLCA). 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 DSTL Sharpe Ratio is 0.26, which is lower than the FLCA Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of DSTL and FLCA, 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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Dividends

DSTL vs. FLCA - Dividend Comparison

DSTL's dividend yield for the trailing twelve months is around 1.47%, less than FLCA's 2.29% yield.


TTM20242023202220212020201920182017
DSTL
Distillate US Fundamental Stability & Value ETF
1.47%1.35%1.30%1.35%1.02%0.83%0.97%0.45%0.00%
FLCA
Franklin FTSE Canada ETF
2.29%2.50%2.49%2.20%2.02%2.49%2.29%3.03%0.09%

Drawdowns

DSTL vs. FLCA - Drawdown Comparison

The maximum DSTL drawdown since its inception was -33.10%, smaller than the maximum FLCA drawdown of -41.51%. Use the drawdown chart below to compare losses from any high point for DSTL and FLCA. For additional features, visit the drawdowns tool.


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Volatility

DSTL vs. FLCA - Volatility Comparison

Distillate US Fundamental Stability & Value ETF (DSTL) has a higher volatility of 5.75% compared to Franklin FTSE Canada ETF (FLCA) at 2.78%. This indicates that DSTL's price experiences larger fluctuations and is considered to be riskier than FLCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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