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FLCA vs. DSTL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCA and DSTL is 0.74, 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.


Performance

FLCA vs. DSTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Canada ETF (FLCA) and Distillate US Fundamental Stability & Value ETF (DSTL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FLCA:

0.92

DSTL:

0.19

Sortino Ratio

FLCA:

1.41

DSTL:

0.45

Omega Ratio

FLCA:

1.19

DSTL:

1.06

Calmar Ratio

FLCA:

1.28

DSTL:

0.22

Martin Ratio

FLCA:

5.02

DSTL:

0.75

Ulcer Index

FLCA:

3.20%

DSTL:

4.99%

Daily Std Dev

FLCA:

16.95%

DSTL:

16.47%

Max Drawdown

FLCA:

-41.51%

DSTL:

-33.10%

Current Drawdown

FLCA:

-0.33%

DSTL:

-9.59%

Returns By Period

In the year-to-date period, FLCA achieves a 6.50% return, which is significantly higher than DSTL's -3.48% return.


FLCA

YTD

6.50%

1M

7.65%

6M

4.17%

1Y

15.47%

5Y*

15.00%

10Y*

N/A

DSTL

YTD

-3.48%

1M

1.40%

6M

-8.25%

1Y

3.14%

5Y*

14.68%

10Y*

N/A

*Annualized

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FLCA vs. DSTL - Expense Ratio Comparison

FLCA has a 0.09% expense ratio, which is lower than DSTL's 0.39% expense ratio.


Risk-Adjusted Performance

FLCA vs. DSTL — Risk-Adjusted Performance Rank

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

FLCA
The Risk-Adjusted Performance Rank of FLCA is 8383
Overall Rank
The Sharpe Ratio Rank of FLCA is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCA is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FLCA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FLCA is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FLCA is 8585
Martin Ratio Rank

DSTL
The Risk-Adjusted Performance Rank of DSTL is 3434
Overall Rank
The Sharpe Ratio Rank of DSTL is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of DSTL is 3434
Sortino Ratio Rank
The Omega Ratio Rank of DSTL is 3232
Omega Ratio Rank
The Calmar Ratio Rank of DSTL is 3838
Calmar Ratio Rank
The Martin Ratio Rank of DSTL is 3535
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.

FLCA vs. DSTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Distillate US Fundamental Stability & Value ETF (DSTL). 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 FLCA Sharpe Ratio is 0.92, which is higher than the DSTL Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FLCA and DSTL, 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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Dividends

FLCA vs. DSTL - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 2.34%, more than DSTL's 1.50% yield.


TTM20242023202220212020201920182017
FLCA
Franklin FTSE Canada ETF
2.34%2.50%2.49%2.20%2.03%2.50%2.29%3.02%0.09%
DSTL
Distillate US Fundamental Stability & Value ETF
1.50%1.34%1.30%1.35%1.01%0.83%0.97%0.45%0.00%

Drawdowns

FLCA vs. DSTL - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, which is greater than DSTL's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for FLCA and DSTL. For additional features, visit the drawdowns tool.


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Volatility

FLCA vs. DSTL - Volatility Comparison


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