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FLAX vs. DVYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLAX and DVYA is 0.68, 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.


-0.50.00.51.00.7

Performance

FLAX vs. DVYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Asia ex Japan ETF (FLAX) and iShares Asia/Pacific Dividend ETF (DVYA). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.58%
3.73%
FLAX
DVYA

Key characteristics

Sharpe Ratio

FLAX:

1.03

DVYA:

0.53

Sortino Ratio

FLAX:

1.52

DVYA:

0.83

Omega Ratio

FLAX:

1.19

DVYA:

1.10

Calmar Ratio

FLAX:

0.58

DVYA:

0.77

Martin Ratio

FLAX:

2.82

DVYA:

1.55

Ulcer Index

FLAX:

5.90%

DVYA:

4.64%

Daily Std Dev

FLAX:

16.21%

DVYA:

13.48%

Max Drawdown

FLAX:

-42.51%

DVYA:

-45.62%

Current Drawdown

FLAX:

-16.60%

DVYA:

-5.84%

Returns By Period

In the year-to-date period, FLAX achieves a 4.83% return, which is significantly higher than DVYA's 2.18% return.


FLAX

YTD

4.83%

1M

5.01%

6M

4.46%

1Y

16.24%

5Y*

4.08%

10Y*

N/A

DVYA

YTD

2.18%

1M

1.47%

6M

2.66%

1Y

6.70%

5Y*

3.03%

10Y*

2.17%

*Annualized

Compare stocks, funds, or ETFs

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


FLAX vs. DVYA - Expense Ratio Comparison

FLAX has a 0.19% expense ratio, which is lower than DVYA's 0.49% expense ratio.


DVYA
iShares Asia/Pacific Dividend ETF
Expense ratio chart for DVYA: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for FLAX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FLAX vs. DVYA — Risk-Adjusted Performance Rank

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

FLAX
The Risk-Adjusted Performance Rank of FLAX is 3535
Overall Rank
The Sharpe Ratio Rank of FLAX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FLAX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of FLAX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FLAX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of FLAX is 3030
Martin Ratio Rank

DVYA
The Risk-Adjusted Performance Rank of DVYA is 2121
Overall Rank
The Sharpe Ratio Rank of DVYA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYA is 1818
Sortino Ratio Rank
The Omega Ratio Rank of DVYA is 1717
Omega Ratio Rank
The Calmar Ratio Rank of DVYA is 3333
Calmar Ratio Rank
The Martin Ratio Rank of DVYA is 1818
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.

FLAX vs. DVYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex Japan ETF (FLAX) and iShares Asia/Pacific Dividend ETF (DVYA). 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.


Sharpe ratio
The chart of Sharpe ratio for FLAX, currently valued at 1.03, compared to the broader market0.002.004.001.030.53
The chart of Sortino ratio for FLAX, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.0012.001.520.83
The chart of Omega ratio for FLAX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.10
The chart of Calmar ratio for FLAX, currently valued at 0.58, compared to the broader market0.005.0010.0015.000.580.77
The chart of Martin ratio for FLAX, currently valued at 2.82, compared to the broader market0.0020.0040.0060.0080.00100.002.821.55
FLAX
DVYA

The current FLAX Sharpe Ratio is 1.03, which is higher than the DVYA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FLAX and DVYA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.03
0.53
FLAX
DVYA

Dividends

FLAX vs. DVYA - Dividend Comparison

FLAX's dividend yield for the trailing twelve months is around 2.98%, less than DVYA's 5.85% yield.


TTM20242023202220212020201920182017201620152014
FLAX
Franklin FTSE Asia ex Japan ETF
2.98%3.12%2.20%2.86%2.39%1.58%2.23%2.35%0.00%0.00%0.00%0.00%
DVYA
iShares Asia/Pacific Dividend ETF
5.85%5.97%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%

Drawdowns

FLAX vs. DVYA - Drawdown Comparison

The maximum FLAX drawdown since its inception was -42.51%, smaller than the maximum DVYA drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for FLAX and DVYA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.60%
-5.84%
FLAX
DVYA

Volatility

FLAX vs. DVYA - Volatility Comparison

Franklin FTSE Asia ex Japan ETF (FLAX) has a higher volatility of 4.22% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 2.69%. This indicates that FLAX's price experiences larger fluctuations and is considered to be riskier than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.22%
2.69%
FLAX
DVYA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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