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EMC vs. FLKR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMC vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets Great Consumer ETF (EMC) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

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EMC vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023
EMC
Global X Emerging Markets Great Consumer ETF
1.57%18.91%3.75%1.90%
FLKR
Franklin FTSE South Korea ETF
27.39%91.91%-18.84%11.46%

Returns By Period

In the year-to-date period, EMC achieves a 1.57% return, which is significantly lower than FLKR's 27.39% return.


EMC

1D
1.09%
1M
-6.98%
YTD
1.57%
6M
-0.05%
1Y
19.85%
3Y*
5Y*
10Y*

FLKR

1D
2.41%
1M
-14.74%
YTD
27.39%
6M
53.78%
1Y
128.35%
3Y*
29.91%
5Y*
8.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMC vs. FLKR - Expense Ratio Comparison

EMC has a 0.75% expense ratio, which is higher than FLKR's 0.09% expense ratio.


Return for Risk

EMC vs. FLKR — Risk / Return Rank

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

EMC
EMC Risk / Return Rank: 5050
Overall Rank
EMC Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EMC Sortino Ratio Rank: 5151
Sortino Ratio Rank
EMC Omega Ratio Rank: 4848
Omega Ratio Rank
EMC Calmar Ratio Rank: 5151
Calmar Ratio Rank
EMC Martin Ratio Rank: 5050
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9797
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9898
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.

EMC vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Great Consumer ETF (EMC) and Franklin FTSE South Korea ETF (FLKR). 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.


EMCFLKRDifference

Sharpe ratio

Return per unit of total volatility

0.94

3.66

-2.72

Sortino ratio

Return per unit of downside risk

1.43

3.85

-2.42

Omega ratio

Gain probability vs. loss probability

1.19

1.55

-0.36

Calmar ratio

Return relative to maximum drawdown

1.46

5.74

-4.28

Martin ratio

Return relative to average drawdown

5.39

22.99

-17.60

EMC vs. FLKR - Sharpe Ratio Comparison

The current EMC Sharpe Ratio is 0.94, which is lower than the FLKR Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of EMC and FLKR, 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


EMCFLKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

3.66

-2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.33

+0.18

Correlation

The correlation between EMC and FLKR is 0.71, 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

EMC vs. FLKR - Dividend Comparison

EMC's dividend yield for the trailing twelve months is around 0.77%, less than FLKR's 3.04% yield.


TTM202520242023202220212020201920182017
EMC
Global X Emerging Markets Great Consumer ETF
0.77%0.78%1.13%0.89%0.00%0.00%0.00%0.00%0.00%0.00%
FLKR
Franklin FTSE South Korea ETF
3.04%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%

Drawdowns

EMC vs. FLKR - Drawdown Comparison

The maximum EMC drawdown since its inception was -18.38%, smaller than the maximum FLKR drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for EMC and FLKR.


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Drawdown Indicators


EMCFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-50.06%

+31.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-23.03%

+9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

Current Drawdown

Current decline from peak

-9.81%

-16.79%

+6.98%

Average Drawdown

Average peak-to-trough decline

-4.21%

-22.44%

+18.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

5.75%

-1.99%

Volatility

EMC vs. FLKR - Volatility Comparison

The current volatility for Global X Emerging Markets Great Consumer ETF (EMC) is 9.76%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 19.74%. This indicates that EMC experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMCFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

19.74%

-9.98%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

30.25%

-14.90%

Volatility (1Y)

Calculated over the trailing 1-year period

21.21%

35.28%

-14.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

26.00%

-8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

26.40%

-8.68%