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FLBR vs. FLCH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLBR vs. FLCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Brazil ETF (FLBR) and Franklin FTSE China ETF (FLCH). The values are adjusted to include any dividend payments, if applicable.

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FLBR vs. FLCH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLBR
Franklin FTSE Brazil ETF
25.72%45.57%-27.58%33.19%10.44%-16.78%-20.13%28.47%-2.13%2.27%
FLCH
Franklin FTSE China ETF
-5.65%32.55%18.00%-11.21%-22.74%-20.87%30.09%24.32%-19.52%0.91%

Returns By Period

In the year-to-date period, FLBR achieves a 25.72% return, which is significantly higher than FLCH's -5.65% return.


FLBR

1D
0.25%
1M
0.42%
YTD
25.72%
6M
33.59%
1Y
55.44%
3Y*
21.82%
5Y*
12.82%
10Y*

FLCH

1D
0.29%
1M
-4.32%
YTD
-5.65%
6M
-12.56%
1Y
7.43%
3Y*
7.60%
5Y*
-4.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLBR vs. FLCH - Expense Ratio Comparison

Both FLBR and FLCH have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FLBR vs. FLCH — Risk / Return Rank

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

FLBR
FLBR Risk / Return Rank: 9292
Overall Rank
FLBR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLBR Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLBR Omega Ratio Rank: 8989
Omega Ratio Rank
FLBR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLBR Martin Ratio Rank: 9292
Martin Ratio Rank

FLCH
FLCH Risk / Return Rank: 2121
Overall Rank
FLCH Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 2020
Sortino Ratio Rank
FLCH Omega Ratio Rank: 2121
Omega Ratio Rank
FLCH Calmar Ratio Rank: 2222
Calmar Ratio Rank
FLCH Martin Ratio Rank: 2020
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.

FLBR vs. FLCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) and Franklin FTSE China ETF (FLCH). 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.


FLBRFLCHDifference

Sharpe ratio

Return per unit of total volatility

2.14

0.32

+1.82

Sortino ratio

Return per unit of downside risk

2.70

0.59

+2.11

Omega ratio

Gain probability vs. loss probability

1.38

1.08

+0.30

Calmar ratio

Return relative to maximum drawdown

4.85

0.45

+4.40

Martin ratio

Return relative to average drawdown

13.62

1.29

+12.34

FLBR vs. FLCH - Sharpe Ratio Comparison

The current FLBR Sharpe Ratio is 2.14, which is higher than the FLCH Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FLBR and FLCH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLBRFLCHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

0.32

+1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.16

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.02

+0.17

Correlation

The correlation between FLBR and FLCH is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLBR vs. FLCH - Dividend Comparison

FLBR's dividend yield for the trailing twelve months is around 6.13%, more than FLCH's 2.50% yield.


TTM202520242023202220212020201920182017
FLBR
Franklin FTSE Brazil ETF
6.13%7.71%7.68%8.84%11.99%8.71%2.32%3.42%3.72%0.42%
FLCH
Franklin FTSE China ETF
2.50%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%

Drawdowns

FLBR vs. FLCH - Drawdown Comparison

The maximum FLBR drawdown since its inception was -57.42%, smaller than the maximum FLCH drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for FLBR and FLCH.


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Drawdown Indicators


FLBRFLCHDifference

Max Drawdown

Largest peak-to-trough decline

-57.42%

-62.09%

+4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-16.65%

+4.96%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-56.06%

+23.32%

Current Drawdown

Current decline from peak

-1.44%

-33.49%

+32.05%

Average Drawdown

Average peak-to-trough decline

-18.87%

-30.50%

+11.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

6.02%

-1.86%

Volatility

FLBR vs. FLCH - Volatility Comparison

Franklin FTSE Brazil ETF (FLBR) has a higher volatility of 11.31% compared to Franklin FTSE China ETF (FLCH) at 6.44%. This indicates that FLBR's price experiences larger fluctuations and is considered to be riskier than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLBRFLCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.31%

6.44%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

13.92%

+5.97%

Volatility (1Y)

Calculated over the trailing 1-year period

26.02%

23.03%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.73%

29.58%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.23%

28.06%

+5.17%