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EPHE vs. FLJH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPHE vs. FLJH

Last updated Aug 2, 2026
Documentation

EPHE (iShares MSCI Philippines ETF) and FLJH (Franklin FTSE Japan Hedged ETF) are both exchange-traded funds - EPHE is a Asia Pacific Equities fund tracking the MSCI Philippines Investable Market Index, while FLJH is a Japan Equities fund tracking the FTSE Japan RIC Capped Hedged to USD Net Tax Index. Both are passively managed. Over the past 5 years, EPHE returned 0.25%/yr vs 20.99%/yr for FLJH. Their 0.28 correlation means their historical movements had little consistent relationship. EPHE charges 0.59%/yr vs 0.09%/yr for FLJH.

Performance

EPHE vs. FLJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Philippines ETF (EPHE) and Franklin FTSE Japan Hedged ETF (FLJH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPHE achieves a 4.57% return, which is significantly lower than FLJH's 17.94% return.

EPHE

1D
-0.51%
1M
4.41%
6M
0.35%
YTD
4.57%
1Y
1.90%
3Y*
0.76%
5Y*
0.25%
10Y*
-2.87%
ALL TIME*
1.41%

FLJH

1D
-1.21%
1M
-2.57%
6M
12.39%
YTD
17.94%
1Y
38.04%
3Y*
25.03%
5Y*
20.99%
10Y*
—
ALL TIME*
14.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EPHE

iShares MSCI Philippines ETF
$3.93M$3.16M$3.33M

FLJH

Franklin FTSE Japan Hedged ETF
$717.48K$1.02M$1.16M

EPHE vs. FLJH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPHE
iShares MSCI Philippines ETF		4.57%1.56%-1.41%1.27%-15.87%-2.23%-3.95%8.50%-17.50%4.14%
FLJH
Franklin FTSE Japan Hedged ETF		17.94%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-14.66%1.26%

Correlation

The correlation between EPHE and FLJH is 0.27, which is low. Their historical price movements had little consistent relationship.

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

0.27

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

0.24

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

0.27

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

0.28

EPHE vs. FLJH - Sectors Allocation Comparison

Sectors
EPHE
FLJH

Industrials

33.1%
23.5%

Financial Services

19.9%
16.2%

Utilities

12.6%
1.2%

Consumer Cyclical

12.5%
12.1%

Real Estate

10.8%
2.9%

Consumer Defensive

4.7%
4.0%

Communication Services

4.5%
7.1%

Energy

1.1%
0.8%

Basic Materials

0.8%
4.0%

Healthcare

-

5.2%

Technology

-

23.1%

Industrials

EPHE
33.1%
FLJH
23.5%

Financial Services

EPHE
19.9%
FLJH
16.2%

Utilities

EPHE
12.6%
FLJH
1.2%

Consumer Cyclical

EPHE
12.5%
FLJH
12.1%

Real Estate

EPHE
10.8%
FLJH
2.9%

Consumer Defensive

EPHE
4.7%
FLJH
4.0%

Communication Services

EPHE
4.5%
FLJH
7.1%

Energy

EPHE
1.1%
FLJH
0.8%

Basic Materials

EPHE
0.8%
FLJH
4.0%

Healthcare

EPHE

-

FLJH
5.2%

Technology

EPHE

-

FLJH
23.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Philippines ETF

Franklin FTSE Japan Hedged ETF

Often compared with EPHE:
EPHE vs. VOOEPHE vs. EIDOEPHE vs. EWYEPHE vs. VTEPHE vs. VXUSEPHE vs. GOVTEPHE vs. VTI
Often compared with FLJH:
FLJH vs. FLJPFLJH vs. EWJVFLJH vs. HEWJFLJH vs. EWJFLJH vs. DBJPFLJH vs. OARKFLJH vs. SCHD

Return for Risk

EPHE vs. FLJH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
EPHE
EPHE Risk / Return Rank: 1414
Overall Rank
EPHE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EPHE Sortino Ratio Rank: 1414
Sortino Ratio Rank
EPHE Omega Ratio Rank: 1414
Omega Ratio Rank
EPHE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EPHE Martin Ratio Rank: 1414
Martin Ratio Rank
FLJH
FLJH Risk / Return Rank: 8383
Overall Rank
FLJH Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FLJH Sortino Ratio Rank: 7979
Sortino Ratio Rank
FLJH Omega Ratio Rank: 8181
Omega Ratio Rank
FLJH Calmar Ratio Rank: 8686
Calmar Ratio Rank
FLJH Martin Ratio Rank: 8585
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.

EPHE vs. FLJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Philippines ETF (EPHE) and Franklin FTSE Japan Hedged ETF (FLJH). 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.

EPHEFLJHDifference
Sharpe ratioReturn per unit of total volatility
0.17
1.89

-1.72

Sortino ratioReturn per unit of downside risk
0.39
2.55

-2.16

Omega ratioGain probability vs. loss probability

1.05

1.34

-0.30

Calmar ratioReturn relative to maximum drawdown

0.21

3.35

-3.14

Martin ratioReturn relative to average drawdown

0.39

11.93

-11.54

EPHE vs. FLJH - Sharpe Ratio Comparison

The current EPHE Sharpe Ratio is 0.17, which is lower than the FLJH Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of EPHE and FLJH, 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

EPHE vs. FLJH - Drawdown Comparison

The maximum EPHE drawdown since its inception was -53.82%, which is greater than FLJH's maximum drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for EPHE and FLJH.

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Drawdown Indicators

EPHEFLJHDifference

Max Drawdown

Largest peak-to-trough decline

-53.82%

-31.51%

-22.31%

Max Drawdown (1Y)

Largest decline over 1 year

-15.90%

-10.80%

-5.10%

Max Drawdown (3Y)

Largest decline over 3 years

-21.42%

-20.39%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-32.96%

-20.39%

-12.57%

Max Drawdown (10Y)

Largest decline over 10 years

-51.62%

—

—

Current Drawdown

Current decline from peak

-30.85%

-5.87%

-24.98%

Average Drawdown

Average peak-to-trough decline

-21.09%

-5.27%

-15.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

3.03%

+5.63%

Volatility

EPHE vs. FLJH - Volatility Comparison

The current volatility for iShares MSCI Philippines ETF (EPHE) is 4.21%, while Franklin FTSE Japan Hedged ETF (FLJH) has a volatility of 6.34%. This indicates that EPHE experiences smaller price fluctuations and is considered to be less risky than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPHEFLJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

6.34%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

15.65%

15.23%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

19.17%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.37%

18.75%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.28%

19.88%

+2.40%

EPHE vs. FLJH - Expense Ratio Comparison

EPHE has a 0.59% expense ratio, which is higher than FLJH's 0.09% expense ratio.

Dividends

EPHE vs. FLJH - Dividend Comparison

EPHE's dividend yield for the trailing twelve months is around 2.66%, more than FLJH's 2.55% yield.

PositionTTM20252024202320222021202020192018201720162015
EPHE
iShares MSCI Philippines ETF		2.66%2.11%2.32%2.01%1.73%1.05%0.72%0.78%0.45%0.36%0.71%1.03%
FLJH
Franklin FTSE Japan Hedged ETF		2.55%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%0.00%0.00%

Frequently Asked Questions

EPHE and FLJH have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLJH has higher volatility (6.34%) compared to EPHE (4.21%). In terms of maximum drawdown, EPHE dropped -53.82% vs FLJH's -31.51%.

On 5-year performance, FLJH leads with 20.99% vs 0.25% for EPHE. On fees, FLJH is cheaper at 0.09% per year. On volatility, EPHE has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FLJH has performed better with a 20.99% return vs 0.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLJH is cheaper with a 0.09% expense ratio, compared with 0.59% for EPHE.

EPHE has the higher dividend yield at 2.66%, compared with 2.55% for FLJH.

EPHE is categorized as Asia Pacific Equities, while FLJH is Japan Equities. EPHE tracks MSCI Philippines Investable Market Index, while FLJH tracks FTSE Japan RIC Capped Hedged to USD Net Tax Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.59% for EPHE and 0.09% for FLJH.

FLJH currently has the higher Sharpe Ratio (1.89 vs 0.17), 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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