FLBR vs. VTI
Compare and contrast key facts about Franklin FTSE Brazil ETF (FLBR) and Vanguard Total Stock Market ETF (VTI).
FLBR and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLBR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Brazil RIC Capped Index. It was launched on Nov 3, 2017. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both FLBR and VTI 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: FLBR or VTI.
Key characteristics
| FLBR | VTI | |
|---|---|---|
| YTD Return | -11.09% | 5.53% |
| 1Y Return | 20.70% | 26.17% |
| 3Y Return (Ann) | 3.73% | 6.19% |
| 5Y Return (Ann) | 0.60% | 12.49% |
| Sharpe Ratio | 0.89 | 2.12 |
| Daily Std Dev | 22.57% | 12.06% |
| Max Drawdown | -57.42% | -55.45% |
| Current Drawdown | -14.66% | -4.02% |
Correlation
The correlation between FLBR and VTI is 0.46, 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. VTI - Performance Comparison
In the year-to-date period, FLBR achieves a -11.09% return, which is significantly lower than VTI's 5.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLBR vs. VTI - Expense Ratio Comparison
FLBR has a 0.19% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
FLBR vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) and Vanguard Total Stock Market ETF (VTI). 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
FLBR vs. VTI - Dividend Comparison
FLBR's dividend yield for the trailing twelve months is around 9.95%, more than VTI's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLBR Franklin FTSE Brazil ETF | 9.95% | 8.84% | 11.99% | 8.71% | 2.32% | 3.42% | 3.73% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.42% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FLBR vs. VTI - Drawdown Comparison
The maximum FLBR drawdown since its inception was -57.42%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FLBR and VTI. For additional features, visit the drawdowns tool.
Volatility
FLBR vs. VTI - Volatility Comparison
Franklin FTSE Brazil ETF (FLBR) has a higher volatility of 6.09% compared to Vanguard Total Stock Market ETF (VTI) at 3.66%. This indicates that FLBR's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.