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

Correlation

The correlation between EWJV and FLJP is 0.85, 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.


-0.50.00.51.00.8

Performance

EWJV vs. FLJP - Performance Comparison

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

30.00%35.00%40.00%45.00%50.00%55.00%60.00%65.00%JulyAugustSeptemberOctoberNovemberDecember
51.24%
38.51%
EWJV
FLJP

Key characteristics

Sharpe Ratio

EWJV:

0.73

FLJP:

0.48

Sortino Ratio

EWJV:

1.06

FLJP:

0.76

Omega Ratio

EWJV:

1.14

FLJP:

1.09

Calmar Ratio

EWJV:

1.05

FLJP:

0.72

Martin Ratio

EWJV:

3.45

FLJP:

1.95

Ulcer Index

EWJV:

3.67%

FLJP:

4.23%

Daily Std Dev

EWJV:

17.39%

FLJP:

17.16%

Max Drawdown

EWJV:

-30.05%

FLJP:

-32.49%

Current Drawdown

EWJV:

-6.66%

FLJP:

-8.87%

Returns By Period

In the year-to-date period, EWJV achieves a 9.09% return, which is significantly higher than FLJP's 4.62% return.


EWJV

YTD

9.09%

1M

-0.44%

6M

2.29%

1Y

11.11%

5Y*

6.16%

10Y*

N/A

FLJP

YTD

4.62%

1M

-0.98%

6M

1.55%

1Y

6.41%

5Y*

3.96%

10Y*

N/A

Compare stocks, funds, or ETFs

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


EWJV vs. FLJP - Expense Ratio Comparison

EWJV has a 0.15% expense ratio, which is higher than FLJP's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


EWJV
iShares MSCI Japan Value ETF
Expense ratio chart for EWJV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
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

EWJV vs. FLJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) 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.


Sharpe ratio
The chart of Sharpe ratio for EWJV, currently valued at 0.73, compared to the broader market0.002.004.000.730.48
The chart of Sortino ratio for EWJV, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.0010.001.060.76
The chart of Omega ratio for EWJV, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.09
The chart of Calmar ratio for EWJV, currently valued at 1.05, compared to the broader market0.005.0010.0015.001.050.72
The chart of Martin ratio for EWJV, currently valued at 3.45, compared to the broader market0.0020.0040.0060.0080.00100.003.451.95
EWJV
FLJP

The current EWJV Sharpe Ratio is 0.73, which is higher than the FLJP Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of EWJV and FLJP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.73
0.48
EWJV
FLJP

Dividends

EWJV vs. FLJP - Dividend Comparison

EWJV's dividend yield for the trailing twelve months is around 4.19%, more than FLJP's 3.64% yield.


TTM2023202220212020201920182017
EWJV
iShares MSCI Japan Value ETF
4.19%3.32%2.71%2.47%1.97%4.29%0.00%0.00%
FLJP
Franklin FTSE Japan ETF
3.64%3.00%1.91%2.40%1.51%2.26%1.50%0.10%

Drawdowns

EWJV vs. FLJP - Drawdown Comparison

The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum FLJP drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for EWJV and FLJP. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.66%
-8.87%
EWJV
FLJP

Volatility

EWJV vs. FLJP - Volatility Comparison

The current volatility for iShares MSCI Japan Value ETF (EWJV) is 4.66%, while Franklin FTSE Japan ETF (FLJP) has a volatility of 5.19%. This indicates that EWJV experiences smaller price fluctuations and is considered to be less risky than FLJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.66%
5.19%
EWJV
FLJP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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