FLCA vs. EPD
Compare and contrast key facts about Franklin FTSE Canada ETF (FLCA) and Enterprise Products Partners L.P. (EPD).
FLCA is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Canada RIC Capped Index. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCA or EPD.
Key characteristics
| FLCA | EPD | |
|---|---|---|
| YTD Return | 16.28% | 23.47% |
| 1Y Return | 31.14% | 25.33% |
| 3Y Return (Ann) | 5.07% | 18.46% |
| 5Y Return (Ann) | 10.62% | 11.30% |
| Sharpe Ratio | 2.32 | 1.98 |
| Sortino Ratio | 3.17 | 2.88 |
| Omega Ratio | 1.41 | 1.36 |
| Calmar Ratio | 2.00 | 4.25 |
| Martin Ratio | 16.30 | 11.50 |
| Ulcer Index | 1.89% | 2.03% |
| Daily Std Dev | 13.29% | 11.78% |
| Max Drawdown | -41.51% | -58.78% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FLCA and EPD is 0.49, 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
FLCA vs. EPD - Performance Comparison
In the year-to-date period, FLCA achieves a 16.28% return, which is significantly lower than EPD's 23.47% 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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Risk-Adjusted Performance
FLCA vs. EPD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Enterprise Products Partners L.P. (EPD). 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
FLCA vs. EPD - Dividend Comparison
FLCA's dividend yield for the trailing twelve months is around 2.32%, less than EPD's 6.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCA Franklin FTSE Canada ETF | 2.32% | 2.49% | 2.20% | 2.03% | 2.50% | 2.29% | 3.02% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
EPD Enterprise Products Partners L.P. | 6.88% | 7.51% | 7.79% | 8.20% | 9.09% | 6.24% | 6.98% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
Drawdowns
FLCA vs. EPD - Drawdown Comparison
The maximum FLCA drawdown since its inception was -41.51%, smaller than the maximum EPD drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for FLCA and EPD. For additional features, visit the drawdowns tool.
Volatility
FLCA vs. EPD - Volatility Comparison
Franklin FTSE Canada ETF (FLCA) and Enterprise Products Partners L.P. (EPD) have volatilities of 3.14% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.