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FLAU vs. EPI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLAU and EPI is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FLAU vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Australia ETF (FLAU) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FLAU:

10.32%

EPI:

30.61%

Max Drawdown

FLAU:

-0.91%

EPI:

-5.16%

Current Drawdown

FLAU:

-0.08%

EPI:

-3.66%

Returns By Period


FLAU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EPI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FLAU vs. EPI - Expense Ratio Comparison

FLAU has a 0.09% expense ratio, which is lower than EPI's 0.84% expense ratio.


Risk-Adjusted Performance

FLAU vs. EPI — Risk-Adjusted Performance Rank

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

FLAU
The Risk-Adjusted Performance Rank of FLAU is 4040
Overall Rank
The Sharpe Ratio Rank of FLAU is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FLAU is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FLAU is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FLAU is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FLAU is 3838
Martin Ratio Rank

EPI
The Risk-Adjusted Performance Rank of EPI is 1919
Overall Rank
The Sharpe Ratio Rank of EPI is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of EPI is 1818
Sortino Ratio Rank
The Omega Ratio Rank of EPI is 1818
Omega Ratio Rank
The Calmar Ratio Rank of EPI is 1919
Calmar Ratio Rank
The Martin Ratio Rank of EPI is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLAU vs. EPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and WisdomTree India Earnings Fund (EPI). 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.



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Dividends

FLAU vs. EPI - Dividend Comparison

FLAU's dividend yield for the trailing twelve months is around 3.19%, more than EPI's 0.27% yield.


TTM20242023202220212020201920182017201620152014
FLAU
Franklin FTSE Australia ETF
3.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EPI
WisdomTree India Earnings Fund
0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLAU vs. EPI - Drawdown Comparison

The maximum FLAU drawdown since its inception was -0.91%, smaller than the maximum EPI drawdown of -5.16%. Use the drawdown chart below to compare losses from any high point for FLAU and EPI. For additional features, visit the drawdowns tool.


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Volatility

FLAU vs. EPI - Volatility Comparison


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