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FLCA vs. FLJP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCA vs. FLJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Canada ETF (FLCA) and Franklin FTSE Japan ETF (FLJP). The values are adjusted to include any dividend payments, if applicable.

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FLCA vs. FLJP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLCA
Franklin FTSE Canada ETF
2.36%34.62%13.02%14.71%-11.93%28.67%6.31%28.42%-15.55%2.49%
FLJP
Franklin FTSE Japan ETF
7.49%26.79%6.99%20.00%-16.57%0.99%15.76%18.99%-14.01%2.22%

Returns By Period

In the year-to-date period, FLCA achieves a 2.36% return, which is significantly lower than FLJP's 7.49% return.


FLCA

1D
1.02%
1M
-4.87%
YTD
2.36%
6M
10.16%
1Y
34.23%
3Y*
19.96%
5Y*
12.56%
10Y*

FLJP

1D
2.35%
1M
-4.22%
YTD
7.49%
6M
11.85%
1Y
33.62%
3Y*
17.62%
5Y*
7.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLCA vs. FLJP - Expense Ratio Comparison

Both FLCA and FLJP have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FLCA vs. FLJP — Risk / Return Rank

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

FLCA
FLCA Risk / Return Rank: 9191
Overall Rank
FLCA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLCA Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLCA Omega Ratio Rank: 9090
Omega Ratio Rank
FLCA Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLCA Martin Ratio Rank: 9494
Martin Ratio Rank

FLJP
FLJP Risk / Return Rank: 8181
Overall Rank
FLJP Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FLJP Sortino Ratio Rank: 8383
Sortino Ratio Rank
FLJP Omega Ratio Rank: 7979
Omega Ratio Rank
FLJP Calmar Ratio Rank: 8282
Calmar Ratio Rank
FLJP Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLCA vs. FLJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Franklin FTSE Japan ETF (FLJP). 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.


FLCAFLJPDifference

Sharpe ratio

Return per unit of total volatility

2.06

1.59

+0.47

Sortino ratio

Return per unit of downside risk

2.73

2.24

+0.49

Omega ratio

Gain probability vs. loss probability

1.39

1.31

+0.08

Calmar ratio

Return relative to maximum drawdown

3.33

2.45

+0.87

Martin ratio

Return relative to average drawdown

15.48

9.31

+6.17

FLCA vs. FLJP - Sharpe Ratio Comparison

The current FLCA Sharpe Ratio is 2.06, which is comparable to the FLJP Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FLCA and FLJP, 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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Sharpe Ratios by Period


FLCAFLJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.59

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.43

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.40

+0.17

Correlation

The correlation between FLCA and FLJP is 0.61, 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.


Dividends

FLCA vs. FLJP - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 1.81%, less than FLJP's 4.79% yield.


TTM202520242023202220212020201920182017
FLCA
Franklin FTSE Canada ETF
1.81%1.85%2.50%2.49%2.20%2.02%2.49%2.29%3.03%0.09%
FLJP
Franklin FTSE Japan ETF
4.79%5.15%4.56%3.00%1.92%2.40%1.51%2.26%1.50%0.10%

Drawdowns

FLCA vs. FLJP - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, which is greater than FLJP's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for FLCA and FLJP.


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Drawdown Indicators


FLCAFLJPDifference

Max Drawdown

Largest peak-to-trough decline

-41.51%

-32.49%

-9.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-13.30%

+2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-32.49%

+8.26%

Current Drawdown

Current decline from peak

-4.89%

-7.59%

+2.70%

Average Drawdown

Average peak-to-trough decline

-6.00%

-9.48%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

3.50%

-1.20%

Volatility

FLCA vs. FLJP - Volatility Comparison

The current volatility for Franklin FTSE Canada ETF (FLCA) is 5.71%, while Franklin FTSE Japan ETF (FLJP) has a volatility of 8.84%. This indicates that FLCA experiences smaller price fluctuations and is considered to be less risky than FLJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCAFLJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

8.84%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

14.51%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

21.28%

-4.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

17.64%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

17.77%

+1.37%