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ECON vs. FLCH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECON vs. FLCH - Performance Comparison

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

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Returns By Period

In the year-to-date period, ECON achieves a 22.39% return, which is significantly higher than FLCH's -6.16% return.


ECON

1D
0.79%
1M
-3.33%
6M
12.59%
YTD
22.39%
1Y
41.96%
3Y*
17.39%
5Y*
7.12%
10Y*
4.44%
ALL TIME*
4.32%

FLCH

1D
0.50%
1M
8.66%
6M
-9.56%
YTD
-6.16%
1Y
1.60%
3Y*
7.92%
5Y*
-2.03%
10Y*
ALL TIME*
0.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$293.78K$337.49K$633.44K
$3.84M$4.46M$3.18M

ECON vs. FLCH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ECON
Columbia Emerging Markets Consumer ETF
22.39%34.15%0.22%7.51%-16.00%-14.11%20.83%17.22%-26.87%3.57%
FLCH
Franklin FTSE China ETF
-6.16%32.55%18.00%-11.21%-22.74%-20.87%30.09%24.32%-19.52%1.51%

Correlation

The correlation between ECON and FLCH is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.62

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.82

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.84

Over the past year, the correlation between ECON and FLCH has dropped to 0.62 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

ECON vs. FLCH - Sectors Allocation Comparison


Sectors
ECON
FLCH

Technology

43.6%
9.9%

Financial Services

21.9%
19.5%

Industrials

6.4%
8.0%

Consumer Cyclical

5.9%
23.3%

Communication Services

5.3%
16.8%

Basic Materials

5.0%
5.4%

Energy

3.2%
3.4%

Healthcare

3.0%
5.9%

Consumer Defensive

2.9%
3.5%

Utilities

1.9%
2.0%

Real Estate

1.0%
1.6%

Technology

ECON
43.6%
FLCH
9.9%

Financial Services

ECON
21.9%
FLCH
19.5%

Industrials

ECON
6.4%
FLCH
8.0%

Consumer Cyclical

ECON
5.9%
FLCH
23.3%

Communication Services

ECON
5.3%
FLCH
16.8%

Basic Materials

ECON
5.0%
FLCH
5.4%

Energy

ECON
3.2%
FLCH
3.4%

Healthcare

ECON
3.0%
FLCH
5.9%

Consumer Defensive

ECON
2.9%
FLCH
3.5%

Utilities

ECON
1.9%
FLCH
2.0%

Real Estate

ECON
1.0%
FLCH
1.6%

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Return for Risk

ECON vs. FLCH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ECON
ECON Risk / Return Rank: 7070
Overall Rank
ECON Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ECON Sortino Ratio Rank: 6666
Sortino Ratio Rank
ECON Omega Ratio Rank: 7272
Omega Ratio Rank
ECON Calmar Ratio Rank: 7373
Calmar Ratio Rank
ECON Martin Ratio Rank: 6767
Martin Ratio Rank

FLCH
FLCH Risk / Return Rank: 1111
Overall Rank
FLCH Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 1111
Sortino Ratio Rank
FLCH Omega Ratio Rank: 1111
Omega Ratio Rank
FLCH Calmar Ratio Rank: 1111
Calmar Ratio Rank
FLCH Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ECON vs. FLCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Consumer ETF (ECON) 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.

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.


ECONFLCHDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.30

1.02

+0.28

Calmar ratioReturn relative to maximum drawdown

2.55

-0.00

+2.55

Martin ratioReturn relative to average drawdown

8.12

-0.00

+8.12

ECON vs. FLCH - Sharpe Ratio Comparison

The current ECON Sharpe Ratio is 1.61, which is higher than the FLCH Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of ECON and FLCH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ECON vs. FLCH - Drawdown Comparison

The maximum ECON drawdown since its inception was -45.37%, smaller than the maximum FLCH drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for ECON and FLCH.


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Drawdown Indicators


ECONFLCHDifference

Max Drawdown

Largest peak-to-trough decline

-45.37%

-62.09%

+16.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.13%

-21.48%

+5.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-25.15%

+8.78%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

-50.38%

+16.45%

Max Drawdown (10Y)

Largest decline over 10 years

-45.37%

Current Drawdown

Current decline from peak

-11.91%

-33.85%

+21.94%

Average Drawdown

Average peak-to-trough decline

-16.55%

-30.63%

+14.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.04%

10.23%

-5.19%

Volatility

ECON vs. FLCH - Volatility Comparison

Columbia Emerging Markets Consumer ETF (ECON) has a higher volatility of 10.05% compared to Franklin FTSE China ETF (FLCH) at 5.89%. This indicates that ECON's price experiences larger fluctuations and is considered to be riskier than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECONFLCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.05%

5.89%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

23.43%

14.07%

+9.36%

Volatility (1Y)

Calculated over the trailing 1-year period

25.54%

19.91%

+5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

29.34%

-8.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

27.77%

-6.44%

ECON vs. FLCH - Expense Ratio Comparison

ECON has a 0.49% expense ratio, which is higher than FLCH's 0.19% expense ratio.


Dividends

ECON vs. FLCH - Dividend Comparison

ECON's dividend yield for the trailing twelve months is around 1.45%, less than FLCH's 2.31% yield.


PositionTTM20252024202320222021202020192018201720162015
ECON
Columbia Emerging Markets Consumer ETF
1.45%1.77%0.76%1.57%2.06%1.08%0.63%1.68%0.98%0.35%0.74%1.10%
FLCH
Franklin FTSE China ETF
2.31%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%0.00%0.00%

Frequently Asked Questions


ECON and FLCH have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ECON has higher volatility (10.05%) compared to FLCH (5.89%). In terms of maximum drawdown, ECON dropped -45.37% vs FLCH's -62.09%.

On 5-year performance, ECON leads with 7.12% vs -2.03% for FLCH. On fees, FLCH is cheaper at 0.19% per year. On volatility, FLCH has been the lower-risk option at 5.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ECON has performed better with a 7.12% return vs -2.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLCH is cheaper with a 0.19% expense ratio, compared with 0.49% for ECON.

FLCH has the higher dividend yield at 2.31%, compared with 1.45% for ECON.

ECON is categorized as Emerging Markets Equities, while FLCH is China Equities. ECON tracks Dow Jones Emerging Markets Consumer Titans Index, while FLCH tracks FTSE China RIC Capped Index. They also come from different issuers: Ameriprise Financial and Franklin Templeton. Their fees differ too: 0.49% for ECON and 0.19% for FLCH.

ECON currently has the higher Sharpe Ratio (1.61 vs -0.00), 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.

Portfolio Optimizer

Find the right allocation for ECON and FLCH

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