FELE vs. REMX

Last updated Jun 4, 2026

FELE (Franklin Electric Co., Inc.) is a stock, while REMX (VanEck Vectors Rare Earth/Strategic Metals ETF) is Materials fund tracking the MVIS Global Rare Earth/Strategic Metals Index. Over the past 10 years, FELE returned 12.39%/yr vs 9.67%/yr for REMX. At a 0.41 correlation, their price movements are largely independent.

Performance

FELE vs. REMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Electric Co., Inc. (FELE) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FELE achieves a 3.77% return, which is significantly lower than REMX's 31.22% return. Over the past 10 years, FELE has outperformed REMX with an annualized return of 12.39%, while REMX has yielded a comparatively lower 9.67% annualized return.

FELE

• 1D: -1.38%
• 1M: -0.03%
• YTD: 3.77%
• 6M: 3.89%
• 1Y: 14.96%
• 3Y*: 1.78%
• 5Y*: 4.53%
• 10Y*: 12.39%

REMX

• 1D: -1.34%
• 1M: -6.58%
• YTD: 31.22%
• 6M: 39.17%
• 1Y: 160.26%
• 3Y*: 6.64%
• 5Y*: 4.22%
• 10Y*: 9.67%

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

FELE vs. REMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FELE Franklin Electric Co., Inc.	3.77%	-0.86%	1.82%	22.38%	-14.85%	37.80%	22.08%	35.26%	-5.61%	19.21%
REMX VanEck Vectors Rare Earth/Strategic Metals ETF	31.22%	92.95%	-35.02%	-19.18%	-31.13%	79.81%	64.82%	0.74%	-49.63%	82.60%

Correlation

The correlation between FELE and REMX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Oct 29, 2010	0.41

Over the past year, the correlation between FELE and REMX has dropped to 0.16 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

Return for Risk

FELE vs. REMX — Risk / Return Rank

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

FELE

FELE Risk / Return Rank: 56
FELE Sharpe Ratio Rank: 59
FELE Sortino Ratio Rank: 51
FELE Omega Ratio Rank: 53
FELE Calmar Ratio Rank: 58
FELE Martin Ratio Rank: 61

REMX

REMX Risk / Return Rank: 86
REMX Sharpe Ratio Rank: 93
REMX Sortino Ratio Rank: 79
REMX Omega Ratio Rank: 74
REMX Calmar Ratio Rank: 93
REMX Martin Ratio Rank: 89

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.

FELE vs. REMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Electric Co., Inc. (FELE) and VanEck Vectors Rare Earth/Strategic Metals ETF (REMX). 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.

	FELE	REMX	Difference
Sharpe ratio: Return per unit of total volatility	0.55	3.36	-2.81
Sortino ratio: Return per unit of downside risk	0.87	3.51	-2.64
Omega ratio: Gain probability vs. loss probability	1.12	1.44	-0.31
Calmar ratio: Return relative to maximum drawdown	0.83	6.91	-6.08
Martin ratio: Return relative to average drawdown	2.11	19.75	-17.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FELE vs. REMX - Sharpe Ratio Comparison

The current FELE Sharpe Ratio is 0.55, which is lower than the REMX Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of FELE and REMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FELE	REMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	3.36	-2.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.11	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.26	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	-0.08	+0.47

Drawdowns

FELE vs. REMX - Drawdown Comparison

The maximum FELE drawdown since its inception was -71.12%, smaller than the maximum REMX drawdown of -90.20%. Use the drawdown chart below to compare losses from any high point for FELE and REMX.

Drawdown Indicators

	FELE	REMX	Difference
Max Drawdown Largest peak-to-trough decline	-71.12%	-90.20%	+19.08%
Max Drawdown (1Y) Largest decline over 1 year	-18.18%	-23.35%	+5.17%
Max Drawdown (3Y) Largest decline over 3 years	-23.52%	-62.11%	+38.59%
Max Drawdown (5Y) Largest decline over 5 years	-29.22%	-73.34%	+44.12%
Max Drawdown (10Y) Largest decline over 10 years	-32.02%	-73.34%	+41.32%
Current Drawdown Current decline from peak	-10.01%	-55.58%	+45.57%
Average Drawdown Average peak-to-trough decline	-13.80%	-66.86%	+53.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.10%	8.15%	-1.05%

Volatility

FELE vs. REMX - Volatility Comparison

The current volatility for Franklin Electric Co., Inc. (FELE) is 6.75%, while VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) has a volatility of 12.92%. This indicates that FELE experiences smaller price fluctuations and is considered to be less risky than REMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FELE	REMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.75%	12.92%	-6.17%
Volatility (6M) Calculated over the trailing 6-month period	23.35%	34.80%	-11.45%
Volatility (1Y) Calculated over the trailing 1-year period	27.31%	48.11%	-20.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.05%	40.23%	-13.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.25%	36.93%	-5.68%

Dividends

FELE vs. REMX - Dividend Comparison

FELE's dividend yield for the trailing twelve months is around 1.11%, less than REMX's 1.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FELE Franklin Electric Co., Inc.	1.11%	1.11%	1.03%	0.93%	0.98%	0.74%	0.90%	1.01%	1.09%	0.92%	1.02%	1.42%
REMX VanEck Vectors Rare Earth/Strategic Metals ETF	1.34%	1.76%	2.56%	0.00%	1.56%	5.25%	0.81%	1.64%	12.43%	2.89%	2.23%	4.77%

Frequently Asked Questions

Can I hold both FELE and REMX in my portfolio?

FELE and REMX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FELE or REMX?

REMX has higher volatility (12.92%) compared to FELE (6.75%). In terms of maximum drawdown, FELE dropped -71.12% vs REMX's -90.20%.

Which has better risk-adjusted returns?

REMX currently has the higher Sharpe Ratio (3.36 vs 0.55), 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.