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FLBR vs. FLLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLBR and FLLA is 0.45, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FLBR vs. FLLA - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
11.71%
14.77%
FLBR
FLLA

Key characteristics

Sharpe Ratio

FLBR:

-0.12

FLLA:

-0.12

Sortino Ratio

FLBR:

-0.01

FLLA:

-0.02

Omega Ratio

FLBR:

1.00

FLLA:

1.00

Calmar Ratio

FLBR:

-0.10

FLLA:

-0.10

Martin Ratio

FLBR:

-0.25

FLLA:

-0.20

Ulcer Index

FLBR:

12.33%

FLLA:

13.42%

Daily Std Dev

FLBR:

24.49%

FLLA:

21.96%

Max Drawdown

FLBR:

-57.42%

FLLA:

-53.87%

Current Drawdown

FLBR:

-16.78%

FLLA:

-11.30%

Returns By Period

In the year-to-date period, FLBR achieves a 19.72% return, which is significantly lower than FLLA's 22.08% return.


FLBR

YTD

19.72%

1M

1.24%

6M

2.29%

1Y

-3.11%

5Y*

12.81%

10Y*

N/A

FLLA

YTD

22.08%

1M

4.58%

6M

7.07%

1Y

-2.60%

5Y*

14.05%

10Y*

N/A

*Annualized

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FLBR vs. FLLA - Expense Ratio Comparison

Both FLBR and FLLA 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%.


Expense ratio chart for FLBR: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLBR: 0.19%
Expense ratio chart for FLLA: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLLA: 0.19%

Risk-Adjusted Performance

FLBR vs. FLLA — Risk-Adjusted Performance Rank

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

FLBR
The Risk-Adjusted Performance Rank of FLBR is 1616
Overall Rank
The Sharpe Ratio Rank of FLBR is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FLBR is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FLBR is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FLBR is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FLBR is 1717
Martin Ratio Rank

FLLA
The Risk-Adjusted Performance Rank of FLLA is 1616
Overall Rank
The Sharpe Ratio Rank of FLLA is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FLLA is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FLLA is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FLLA is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FLLA 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.

FLBR vs. FLLA - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for FLBR, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00
FLBR: -0.12
FLLA: -0.12
The chart of Sortino ratio for FLBR, currently valued at -0.01, compared to the broader market-2.000.002.004.006.008.00
FLBR: -0.01
FLLA: -0.02
The chart of Omega ratio for FLBR, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
FLBR: 1.00
FLLA: 1.00
The chart of Calmar ratio for FLBR, currently valued at -0.10, compared to the broader market0.002.004.006.008.0010.0012.00
FLBR: -0.10
FLLA: -0.10
The chart of Martin ratio for FLBR, currently valued at -0.25, compared to the broader market0.0020.0040.0060.00
FLBR: -0.25
FLLA: -0.20

The current FLBR Sharpe Ratio is -0.12, which is comparable to the FLLA Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of FLBR and FLLA, 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 Ratio-1.50-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.12
-0.12
FLBR
FLLA

Dividends

FLBR vs. FLLA - Dividend Comparison

FLBR's dividend yield for the trailing twelve months is around 6.41%, more than FLLA's 5.77% yield.


TTM20242023202220212020201920182017
FLBR
Franklin FTSE Brazil ETF
6.41%7.67%8.84%11.99%8.71%2.32%3.41%3.72%0.42%
FLLA
Franklin FTSE Latin America ETF
5.77%7.04%5.44%9.55%7.60%2.12%3.17%0.48%0.00%

Drawdowns

FLBR vs. FLLA - Drawdown Comparison

The maximum FLBR drawdown since its inception was -57.42%, which is greater than FLLA's maximum drawdown of -53.87%. Use the drawdown chart below to compare losses from any high point for FLBR and FLLA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-16.78%
-11.30%
FLBR
FLLA

Volatility

FLBR vs. FLLA - Volatility Comparison

The current volatility for Franklin FTSE Brazil ETF (FLBR) is 10.97%, while Franklin FTSE Latin America ETF (FLLA) has a volatility of 12.05%. This indicates that FLBR experiences smaller price fluctuations and is considered to be less risky than FLLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.97%
12.05%
FLBR
FLLA