PortfoliosLab logo
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.


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.

Loading data...

Key characteristics

Sharpe Ratio

FLBR:

-0.09

FLLA:

-0.12

Sortino Ratio

FLBR:

0.01

FLLA:

-0.01

Omega Ratio

FLBR:

1.00

FLLA:

1.00

Calmar Ratio

FLBR:

-0.09

FLLA:

-0.09

Martin Ratio

FLBR:

-0.26

FLLA:

-0.18

Ulcer Index

FLBR:

11.06%

FLLA:

13.49%

Daily Std Dev

FLBR:

24.70%

FLLA:

21.85%

Max Drawdown

FLBR:

-57.42%

FLLA:

-53.87%

Current Drawdown

FLBR:

-13.64%

FLLA:

-7.89%

Returns By Period

In the year-to-date period, FLBR achieves a 24.24% return, which is significantly lower than FLLA's 26.78% return.


FLBR

YTD

24.24%

1M

12.05%

6M

9.66%

1Y

-2.21%

5Y*

13.49%

10Y*

N/A

FLLA

YTD

26.78%

1M

12.28%

6M

15.77%

1Y

-2.61%

5Y*

14.42%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


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 1212
Overall Rank
The Sharpe Ratio Rank of FLBR is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FLBR is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FLBR is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FLBR is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FLBR is 1212
Martin Ratio Rank

FLLA
The Risk-Adjusted Performance Rank of FLLA is 1212
Overall Rank
The Sharpe Ratio Rank of FLLA is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FLLA is 1212
Sortino Ratio Rank
The Omega Ratio Rank of FLLA is 1212
Omega Ratio Rank
The Calmar Ratio Rank of FLLA is 1111
Calmar Ratio Rank
The Martin Ratio Rank of FLLA is 1313
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 current FLBR Sharpe Ratio is -0.09, 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.


Loading data...

Dividends

FLBR vs. FLLA - Dividend Comparison

FLBR's dividend yield for the trailing twelve months is around 6.18%, more than FLLA's 5.55% yield.


TTM20242023202220212020201920182017
FLBR
Franklin FTSE Brazil ETF
6.18%7.68%8.84%11.99%8.71%2.32%3.42%3.73%0.42%
FLLA
Franklin FTSE Latin America ETF
5.55%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.


Loading data...

Volatility

FLBR vs. FLLA - Volatility Comparison

Franklin FTSE Brazil ETF (FLBR) has a higher volatility of 6.86% compared to Franklin FTSE Latin America ETF (FLLA) at 5.08%. This indicates that FLBR's price experiences larger fluctuations and is considered to be riskier than FLLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...