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EZPZ vs. FLCH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EZPZ vs. FLCH - Performance Comparison

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

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EZPZ vs. FLCH - Yearly Performance Comparison


2026 (YTD)2025
EZPZ
Franklin Crypto Index ETF
-23.94%-10.23%
FLCH
Franklin FTSE China ETF
-5.92%14.08%

Returns By Period

In the year-to-date period, EZPZ achieves a -23.94% return, which is significantly lower than FLCH's -5.92% return.


EZPZ

1D
2.11%
1M
3.63%
YTD
-23.94%
6M
-43.46%
1Y
-16.03%
3Y*
5Y*
10Y*

FLCH

1D
1.77%
1M
-5.53%
YTD
-5.92%
6M
-12.58%
1Y
7.42%
3Y*
7.50%
5Y*
-4.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EZPZ vs. FLCH - Expense Ratio Comparison

Both EZPZ and FLCH have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

EZPZ vs. FLCH — Risk / Return Rank

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

EZPZ
EZPZ Risk / Return Rank: 77
Overall Rank
EZPZ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EZPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
EZPZ Omega Ratio Rank: 77
Omega Ratio Rank
EZPZ Calmar Ratio Rank: 77
Calmar Ratio Rank
EZPZ Martin Ratio Rank: 66
Martin Ratio Rank

FLCH
FLCH Risk / Return Rank: 2222
Overall Rank
FLCH Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 2222
Sortino Ratio Rank
FLCH Omega Ratio Rank: 2323
Omega Ratio Rank
FLCH Calmar Ratio Rank: 2222
Calmar Ratio Rank
FLCH Martin Ratio Rank: 2121
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.

EZPZ vs. FLCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Crypto Index ETF (EZPZ) 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.


EZPZFLCHDifference

Sharpe ratio

Return per unit of total volatility

-0.33

0.32

-0.66

Sortino ratio

Return per unit of downside risk

-0.16

0.59

-0.75

Omega ratio

Gain probability vs. loss probability

0.98

1.08

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.33

0.41

-0.75

Martin ratio

Return relative to average drawdown

-0.71

1.20

-1.91

EZPZ vs. FLCH - Sharpe Ratio Comparison

The current EZPZ Sharpe Ratio is -0.33, which is lower than the FLCH Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of EZPZ and FLCH, 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


EZPZFLCHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

0.32

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

0.02

-0.61

Correlation

The correlation between EZPZ and FLCH is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EZPZ vs. FLCH - Dividend Comparison

EZPZ has not paid dividends to shareholders, while FLCH's dividend yield for the trailing twelve months is around 2.51%.


TTM202520242023202220212020201920182017
EZPZ
Franklin Crypto Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLCH
Franklin FTSE China ETF
2.51%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%

Drawdowns

EZPZ vs. FLCH - Drawdown Comparison

The maximum EZPZ drawdown since its inception was -52.38%, smaller than the maximum FLCH drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for EZPZ and FLCH.


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Drawdown Indicators


EZPZFLCHDifference

Max Drawdown

Largest peak-to-trough decline

-52.38%

-62.09%

+9.71%

Max Drawdown (1Y)

Largest decline over 1 year

-52.38%

-17.18%

-35.20%

Max Drawdown (5Y)

Largest decline over 5 years

-56.06%

Current Drawdown

Current decline from peak

-48.71%

-33.69%

-15.02%

Average Drawdown

Average peak-to-trough decline

-18.25%

-30.49%

+12.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.42%

5.96%

+18.46%

Volatility

EZPZ vs. FLCH - Volatility Comparison

Franklin Crypto Index ETF (EZPZ) has a higher volatility of 14.00% compared to Franklin FTSE China ETF (FLCH) at 6.95%. This indicates that EZPZ'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


EZPZFLCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.00%

6.95%

+7.05%

Volatility (6M)

Calculated over the trailing 6-month period

39.76%

13.95%

+25.81%

Volatility (1Y)

Calculated over the trailing 1-year period

48.54%

23.03%

+25.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.47%

29.59%

+19.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.47%

28.07%

+21.40%