PortfoliosLab logoPortfoliosLab logo
FLAU vs. INDY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLAU vs. INDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Australia ETF (FLAU) and iShares India 50 ETF (INDY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLAU vs. INDY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLAU
Franklin FTSE Australia ETF
4.69%15.95%1.81%12.58%-5.58%9.90%11.00%23.38%-10.17%1.89%
INDY
iShares India 50 ETF
-14.30%4.97%3.47%16.88%-7.31%19.43%10.01%9.99%-4.32%1.44%

Returns By Period

In the year-to-date period, FLAU achieves a 4.69% return, which is significantly higher than INDY's -14.30% return.


FLAU

1D
2.03%
1M
-8.16%
YTD
4.69%
6M
4.27%
1Y
23.09%
3Y*
10.77%
5Y*
6.69%
10Y*

INDY

1D
3.10%
1M
-10.49%
YTD
-14.30%
6M
-10.15%
1Y
-9.92%
3Y*
3.84%
5Y*
2.45%
10Y*
6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FLAU vs. INDY - Expense Ratio Comparison

FLAU has a 0.09% expense ratio, which is lower than INDY's 0.94% expense ratio.


Return for Risk

FLAU vs. INDY — Risk / Return Rank

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

FLAU
FLAU Risk / Return Rank: 6767
Overall Rank
FLAU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 6464
Sortino Ratio Rank
FLAU Omega Ratio Rank: 6666
Omega Ratio Rank
FLAU Calmar Ratio Rank: 7171
Calmar Ratio Rank
FLAU Martin Ratio Rank: 6969
Martin Ratio Rank

INDY
INDY Risk / Return Rank: 22
Overall Rank
INDY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDY Sortino Ratio Rank: 22
Sortino Ratio Rank
INDY Omega Ratio Rank: 22
Omega Ratio Rank
INDY Calmar Ratio Rank: 44
Calmar Ratio Rank
INDY Martin Ratio Rank: 11
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.

FLAU vs. INDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and iShares India 50 ETF (INDY). 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.


FLAUINDYDifference

Sharpe ratio

Return per unit of total volatility

1.13

-0.67

+1.80

Sortino ratio

Return per unit of downside risk

1.60

-0.90

+2.50

Omega ratio

Gain probability vs. loss probability

1.24

0.90

+0.34

Calmar ratio

Return relative to maximum drawdown

1.76

-0.51

+2.28

Martin ratio

Return relative to average drawdown

6.97

-1.73

+8.69

FLAU vs. INDY - Sharpe Ratio Comparison

The current FLAU Sharpe Ratio is 1.13, which is higher than the INDY Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of FLAU and INDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLAUINDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

-0.67

+1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.16

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.22

+0.09

Correlation

The correlation between FLAU and INDY is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLAU vs. INDY - Dividend Comparison

FLAU's dividend yield for the trailing twelve months is around 3.11%, less than INDY's 9.46% yield.


TTM20252024202320222021202020192018201720162015
FLAU
Franklin FTSE Australia ETF
3.11%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%0.00%0.00%
INDY
iShares India 50 ETF
9.46%8.11%0.24%0.38%3.75%7.12%0.08%0.58%0.55%0.27%0.48%0.57%

Drawdowns

FLAU vs. INDY - Drawdown Comparison

The maximum FLAU drawdown since its inception was -45.73%, roughly equal to the maximum INDY drawdown of -44.74%. Use the drawdown chart below to compare losses from any high point for FLAU and INDY.


Loading graphics...

Drawdown Indicators


FLAUINDYDifference

Max Drawdown

Largest peak-to-trough decline

-45.73%

-44.74%

-0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-18.95%

+6.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

-22.40%

-2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-43.50%

Current Drawdown

Current decline from peak

-8.18%

-19.99%

+11.81%

Average Drawdown

Average peak-to-trough decline

-6.87%

-12.16%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

5.62%

-2.37%

Volatility

FLAU vs. INDY - Volatility Comparison

Franklin FTSE Australia ETF (FLAU) has a higher volatility of 7.98% compared to iShares India 50 ETF (INDY) at 7.32%. This indicates that FLAU's price experiences larger fluctuations and is considered to be riskier than INDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLAUINDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

7.32%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

10.91%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

20.57%

14.85%

+5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.51%

15.05%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.66%

19.62%

+4.04%