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

Correlation

The correlation between FLAX and EPP 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

FLAX vs. EPP - Performance Comparison

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

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Key characteristics

Daily Std Dev

FLAX:

11.61%

EPP:

9.58%

Max Drawdown

FLAX:

-2.20%

EPP:

-0.92%

Current Drawdown

FLAX:

-1.60%

EPP:

-0.28%

Returns By Period


FLAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EPP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FLAX vs. EPP - Expense Ratio Comparison

FLAX has a 0.19% expense ratio, which is lower than EPP's 0.48% expense ratio.


Risk-Adjusted Performance

FLAX vs. EPP — 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 5555
Overall Rank
The Sharpe Ratio Rank of FLAX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FLAX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FLAX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FLAX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FLAX is 5050
Martin Ratio Rank

EPP
The Risk-Adjusted Performance Rank of EPP is 6363
Overall Rank
The Sharpe Ratio Rank of EPP is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of EPP is 6363
Sortino Ratio Rank
The Omega Ratio Rank of EPP is 6262
Omega Ratio Rank
The Calmar Ratio Rank of EPP is 6767
Calmar Ratio Rank
The Martin Ratio Rank of EPP is 6060
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. EPP - Risk-Adjusted Performance Comparison

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

FLAX vs. EPP - Dividend Comparison

FLAX's dividend yield for the trailing twelve months is around 2.96%, less than EPP's 3.57% yield.


TTM20242023202220212020201920182017201620152014
FLAX
Franklin FTSE Asia ex Japan ETF
2.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EPP
iShares MSCI Pacific ex Japan ETF
3.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLAX vs. EPP - Drawdown Comparison

The maximum FLAX drawdown since its inception was -2.20%, which is greater than EPP's maximum drawdown of -0.92%. Use the drawdown chart below to compare losses from any high point for FLAX and EPP. For additional features, visit the drawdowns tool.


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Volatility

FLAX vs. EPP - Volatility Comparison


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