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

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.


-0.50.00.51.00.8

Performance

FLAX vs. VXUS - Performance Comparison

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

10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
16.01%
32.27%
FLAX
VXUS

Key characteristics

Sharpe Ratio

FLAX:

0.79

VXUS:

0.64

Sortino Ratio

FLAX:

1.21

VXUS:

0.96

Omega Ratio

FLAX:

1.15

VXUS:

1.12

Calmar Ratio

FLAX:

0.40

VXUS:

0.87

Martin Ratio

FLAX:

2.91

VXUS:

2.67

Ulcer Index

FLAX:

4.54%

VXUS:

3.06%

Daily Std Dev

FLAX:

16.67%

VXUS:

12.77%

Max Drawdown

FLAX:

-42.51%

VXUS:

-35.97%

Current Drawdown

FLAX:

-21.05%

VXUS:

-8.39%

Returns By Period

In the year-to-date period, FLAX achieves a 8.97% return, which is significantly higher than VXUS's 4.99% return.


FLAX

YTD

8.97%

1M

-2.05%

6M

0.52%

1Y

10.83%

5Y*

2.54%

10Y*

N/A

VXUS

YTD

4.99%

1M

-1.34%

6M

0.14%

1Y

6.27%

5Y*

4.38%

10Y*

4.99%

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. 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%.


FLAX
Franklin FTSE Asia ex Japan ETF
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%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


Sharpe ratio
The chart of Sharpe ratio for FLAX, currently valued at 0.79, compared to the broader market0.002.004.000.790.64
The chart of Sortino ratio for FLAX, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.0010.001.210.96
The chart of Omega ratio for FLAX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.12
The chart of Calmar ratio for FLAX, currently valued at 0.40, compared to the broader market0.005.0010.0015.000.400.87
The chart of Martin ratio for FLAX, currently valued at 2.91, compared to the broader market0.0020.0040.0060.0080.00100.002.912.67
FLAX
VXUS

The current FLAX Sharpe Ratio is 0.79, which is comparable to the VXUS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FLAX and VXUS, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.79
0.64
FLAX
VXUS

Dividends

FLAX vs. VXUS - Dividend Comparison

FLAX's dividend yield for the trailing twelve months is around 1.57%, less than VXUS's 3.37% yield.


TTM20232022202120202019201820172016201520142013
FLAX
Franklin FTSE Asia ex Japan ETF
1.57%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
3.37%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.05%
-8.39%
FLAX
VXUS

Volatility

FLAX vs. VXUS - Volatility Comparison

Franklin FTSE Asia ex Japan ETF (FLAX) has a higher volatility of 4.33% compared to Vanguard Total International Stock ETF (VXUS) at 3.42%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.33%
3.42%
FLAX
VXUS
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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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