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EWJ vs. FLJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EWJFLJP
YTD Return5.61%5.43%
1Y Return17.54%17.04%
3Y Return (Ann)1.95%2.08%
5Y Return (Ann)5.99%6.22%
Sharpe Ratio1.131.10
Daily Std Dev14.71%14.75%
Max Drawdown-58.89%-32.49%
Current Drawdown-5.69%-5.51%

Correlation

-0.50.00.51.01.0

The correlation between EWJ and FLJP is 0.97, 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

EWJ vs. FLJP - Performance Comparison

The year-to-date returns for both stocks are quite close, with EWJ having a 5.61% return and FLJP slightly lower at 5.43%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2024FebruaryMarchApril
27.51%
29.05%
EWJ
FLJP

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 Japan ETF

Franklin FTSE Japan ETF

EWJ vs. FLJP - Expense Ratio Comparison

EWJ has a 0.49% expense ratio, which is higher than FLJP's 0.09% expense ratio.


EWJ
iShares MSCI Japan ETF
Expense ratio chart for EWJ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLJP: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

EWJ vs. FLJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ETF (EWJ) and Franklin FTSE Japan ETF (FLJP). 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.


EWJ
Sharpe ratio
The chart of Sharpe ratio for EWJ, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.005.001.13
Sortino ratio
The chart of Sortino ratio for EWJ, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.001.64
Omega ratio
The chart of Omega ratio for EWJ, currently valued at 1.19, compared to the broader market0.501.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for EWJ, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.0012.000.83
Martin ratio
The chart of Martin ratio for EWJ, currently valued at 4.62, compared to the broader market0.0020.0040.0060.004.62
FLJP
Sharpe ratio
The chart of Sharpe ratio for FLJP, currently valued at 1.10, compared to the broader market-1.000.001.002.003.004.005.001.10
Sortino ratio
The chart of Sortino ratio for FLJP, currently valued at 1.59, compared to the broader market-2.000.002.004.006.008.001.59
Omega ratio
The chart of Omega ratio for FLJP, currently valued at 1.19, compared to the broader market0.501.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for FLJP, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.000.84
Martin ratio
The chart of Martin ratio for FLJP, currently valued at 4.73, compared to the broader market0.0020.0040.0060.004.73

EWJ vs. FLJP - Sharpe Ratio Comparison

The current EWJ Sharpe Ratio is 1.13, which roughly equals the FLJP Sharpe Ratio of 1.10. The chart below compares the 12-month rolling Sharpe Ratio of EWJ and FLJP.


Rolling 12-month Sharpe Ratio0.801.001.201.401.601.802.00NovemberDecember2024FebruaryMarchApril
1.13
1.10
EWJ
FLJP

Dividends

EWJ vs. FLJP - Dividend Comparison

EWJ's dividend yield for the trailing twelve months is around 1.93%, less than FLJP's 2.84% yield.


TTM20232022202120202019201820172016201520142013
EWJ
iShares MSCI Japan ETF
1.93%2.03%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%1.32%1.11%
FLJP
Franklin FTSE Japan ETF
2.84%3.00%1.92%2.40%1.51%2.26%1.50%0.10%0.00%0.00%0.00%0.00%

Drawdowns

EWJ vs. FLJP - Drawdown Comparison

The maximum EWJ drawdown since its inception was -58.89%, which is greater than FLJP's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for EWJ and FLJP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.69%
-5.51%
EWJ
FLJP

Volatility

EWJ vs. FLJP - Volatility Comparison

iShares MSCI Japan ETF (EWJ) and Franklin FTSE Japan ETF (FLJP) have volatilities of 4.26% and 4.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
4.26%
4.22%
EWJ
FLJP