FCRI.TO vs. FLUR.NEO

Last updated Jul 14, 2026

FCRI.TO (Franklin International Core Equity Fund ETF Series) and FLUR.NEO (Franklin International Equity Index ETF) are both Foreign Large Cap Equities funds from Franklin Templeton. FCRI.TO is actively managed, while FLUR.NEO is passively managed. Over the past year, FCRI.TO returned 27.32% vs 24.84% for FLUR.NEO. At a 0.30 correlation, their price movements are largely independent.

Performance

FCRI.TO vs. FLUR.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin International Core Equity Fund ETF Series (FCRI.TO) and Franklin International Equity Index ETF (FLUR.NEO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FCRI.TO achieves a 10.74% return, which is significantly lower than FLUR.NEO's 13.18% return.

FCRI.TO

• 1D: -0.67%
• 1M: 2.11%
• 6M: 10.89%
• YTD: 10.74%
• 1Y: 27.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FLUR.NEO

• 1D: -0.71%
• 1M: 4.82%
• 6M: 7.72%
• YTD: 13.18%
• 1Y: 24.84%
• 3Y*: 18.10%
• 5Y*: 10.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FCRI.TO vs. FLUR.NEO - Yearly Performance Comparison

	2026 (YTD)	2025
FCRI.TO Franklin International Core Equity Fund ETF Series	10.74%	15.58%
FLUR.NEO Franklin International Equity Index ETF	13.18%	9.57%

Correlation

The correlation between FCRI.TO and FLUR.NEO is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jul 7, 2025	0.30

Return for Risk

FCRI.TO vs. FLUR.NEO — Risk / Return Rank

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

FCRI.TO

FCRI.TO Risk / Return Rank: 79
FCRI.TO Sharpe Ratio Rank: 78
FCRI.TO Sortino Ratio Rank: 91
FCRI.TO Omega Ratio Rank: 97
FCRI.TO Calmar Ratio Rank: 61
FCRI.TO Martin Ratio Rank: 69

FLUR.NEO

FLUR.NEO Risk / Return Rank: 61
FLUR.NEO Sharpe Ratio Rank: 61
FLUR.NEO Sortino Ratio Rank: 61
FLUR.NEO Omega Ratio Rank: 67
FLUR.NEO Calmar Ratio Rank: 56
FLUR.NEO Martin Ratio Rank: 60

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.

FCRI.TO vs. FLUR.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Equity Fund ETF Series (FCRI.TO) and Franklin International Equity Index ETF (FLUR.NEO). 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.

	FCRI.TO	FLUR.NEO	Difference
Sharpe ratio: Return per unit of total volatility	1.97	1.63	+0.34
Sortino ratio: Return per unit of downside risk	3.41	2.30	+1.11
Omega ratio: Gain probability vs. loss probability	1.75	1.32	+0.44
Calmar ratio: Return relative to maximum drawdown	2.43	2.23	+0.20
Martin ratio: Return relative to average drawdown	9.85	8.47	+1.38

FCRI.TO vs. FLUR.NEO - Sharpe Ratio Comparison

The current FCRI.TO Sharpe Ratio is 1.97, which is comparable to the FLUR.NEO Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FCRI.TO and FLUR.NEO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FCRI.TO vs. FLUR.NEO - Drawdown Comparison

The maximum FCRI.TO drawdown since its inception was -11.34%, smaller than the maximum FLUR.NEO drawdown of -30.20%. Use the drawdown chart below to compare losses from any high point for FCRI.TO and FLUR.NEO.

Drawdown Indicators

	FCRI.TO	FLUR.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-11.34%	-30.20%	+18.86%
Max Drawdown (1Y) Largest decline over 1 year	-11.34%	-11.21%	-0.13%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.64%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.44%	—
Current Drawdown Current decline from peak	-2.18%	-2.58%	+0.40%
Average Drawdown Average peak-to-trough decline	-1.48%	-5.05%	+3.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	2.95%	-0.16%

Volatility

FCRI.TO vs. FLUR.NEO - Volatility Comparison

The current volatility for Franklin International Core Equity Fund ETF Series (FCRI.TO) is 2.89%, while Franklin International Equity Index ETF (FLUR.NEO) has a volatility of 4.95%. This indicates that FCRI.TO experiences smaller price fluctuations and is considered to be less risky than FLUR.NEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCRI.TO	FLUR.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	4.95%	-2.06%
Volatility (6M) Calculated over the trailing 6-month period	11.70%	12.13%	-0.43%
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	15.44%	-1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.98%	15.09%	-1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.98%	16.94%	-2.96%

Dividends

FCRI.TO vs. FLUR.NEO - Dividend Comparison

FCRI.TO's dividend yield for the trailing twelve months is around 2.54%, more than FLUR.NEO's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
FCRI.TO Franklin International Core Equity Fund ETF Series	2.54%	2.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLUR.NEO Franklin International Equity Index ETF	1.77%	2.40%	2.76%	2.71%	2.95%	1.85%	1.97%	3.07%

Frequently Asked Questions

Can I hold both FCRI.TO and FLUR.NEO in my portfolio?

FCRI.TO and FLUR.NEO have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.