FLAX vs. VXUS
Compare and contrast key facts about Franklin FTSE Asia ex Japan ETF (FLAX) and Vanguard Total International Stock ETF (VXUS).
FLAX and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLAX is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Asia ex Japan RIC Capped Index. It was launched on Feb 6, 2018. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both FLAX and VXUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLAX or VXUS.
Performance
FLAX vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, FLAX achieves a 11.44% return, which is significantly higher than VXUS's 6.63% return.
FLAX
11.44%
-5.23%
2.69%
13.70%
4.16%
N/A
VXUS
6.63%
-4.76%
-0.74%
12.34%
5.55%
4.79%
Key characteristics
| FLAX | VXUS | |
|---|---|---|
| Sharpe Ratio | 0.91 | 1.02 |
| Sortino Ratio | 1.37 | 1.48 |
| Omega Ratio | 1.17 | 1.18 |
| Calmar Ratio | 0.46 | 1.18 |
| Martin Ratio | 4.15 | 5.29 |
| Ulcer Index | 3.62% | 2.46% |
| Daily Std Dev | 16.50% | 12.69% |
| Max Drawdown | -42.51% | -35.97% |
| Current Drawdown | -19.26% | -6.96% |
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FLAX vs. VXUS - Expense Ratio Comparison
FLAX has a 0.19% expense ratio, which is higher than VXUS's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between FLAX and VXUS is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FLAX vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex Japan ETF (FLAX) and Vanguard Total International Stock ETF (VXUS). 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.
Dividends
FLAX vs. VXUS - Dividend Comparison
FLAX's dividend yield for the trailing twelve months is around 2.78%, less than VXUS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLAX Franklin FTSE Asia ex Japan ETF | 2.78% | 2.20% | 2.86% | 2.39% | 1.58% | 2.23% | 2.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
FLAX vs. VXUS - Drawdown Comparison
The maximum FLAX drawdown since its inception was -42.51%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for FLAX and VXUS. For additional features, visit the drawdowns tool.
Volatility
FLAX vs. VXUS - Volatility Comparison
Franklin FTSE Asia ex Japan ETF (FLAX) has a higher volatility of 5.25% compared to Vanguard Total International Stock ETF (VXUS) at 3.79%. This indicates that FLAX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.