FLCA vs. PEP

Last updated Apr 1, 2026

Compare and contrast key facts about Franklin FTSE Canada ETF (FLCA) and PepsiCo, Inc. (PEP).

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.

Performance

FLCA vs. PEP - Performance Comparison

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

FLCA vs. PEP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLCA Franklin FTSE Canada ETF	1.33%	34.62%	13.02%	14.71%	-11.93%	28.67%	6.31%	28.42%	-15.55%	2.49%
PEP PepsiCo, Inc.	9.17%	-1.85%	-7.60%	-3.29%	6.78%	20.56%	11.67%	27.38%	-4.81%	10.52%

Returns By Period

In the year-to-date period, FLCA achieves a 1.33% return, which is significantly lower than PEP's 9.17% return.

FLCA

• 1D: 2.58%
• 1M: -5.39%
• YTD: 1.33%
• 6M: 8.99%
• 1Y: 34.16%
• 3Y*: 19.55%
• 5Y*: 12.33%
• 10Y*: —

PEP

• 1D: -0.98%
• 1M: -7.70%
• YTD: 9.17%
• 6M: 12.65%
• 1Y: 7.72%
• 3Y*: -1.95%
• 5Y*: 5.12%
• 10Y*: 7.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FLCA vs. PEP — Risk / Return Rank

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

FLCA

FLCA Risk / Return Rank: 93
FLCA Sharpe Ratio Rank: 92
FLCA Sortino Ratio Rank: 92
FLCA Omega Ratio Rank: 91
FLCA Calmar Ratio Rank: 92
FLCA Martin Ratio Rank: 95

PEP

PEP Risk / Return Rank: 52
PEP Sharpe Ratio Rank: 55
PEP Sortino Ratio Rank: 48
PEP Omega Ratio Rank: 45
PEP Calmar Ratio Rank: 55
PEP Martin Ratio Rank: 55

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. PEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and PepsiCo, Inc. (PEP). 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.

	FLCA	PEP	Difference
Sharpe ratio Return per unit of total volatility	2.05	0.35	+1.71
Sortino ratio Return per unit of downside risk	2.73	0.70	+2.03
Omega ratio Gain probability vs. loss probability	1.39	1.08	+0.31
Calmar ratio Return relative to maximum drawdown	3.27	0.54	+2.73
Martin ratio Return relative to average drawdown	15.36	1.11	+14.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLCA vs. PEP - Sharpe Ratio Comparison

The current FLCA Sharpe Ratio is 2.05, which is higher than the PEP Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of FLCA and PEP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FLCA	PEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	0.35	+1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.28	+0.46
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.39	+0.18

Correlation

The correlation between FLCA and PEP is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FLCA vs. PEP - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 1.83%, less than PEP's 3.66% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLCA Franklin FTSE Canada ETF	1.83%	1.85%	2.50%	2.49%	2.20%	2.02%	2.49%	2.29%	3.03%	0.09%	0.00%	0.00%
PEP PepsiCo, Inc.	3.66%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%

Drawdowns

FLCA vs. PEP - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, smaller than the maximum PEP drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for FLCA and PEP.

Drawdown Indicators

	FLCA	PEP	Difference
Max Drawdown Largest peak-to-trough decline	-41.51%	-73.92%	+32.41%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	-15.14%	+4.46%
Max Drawdown (5Y) Largest decline over 5 years	-24.23%	-30.32%	+6.09%
Max Drawdown (10Y) Largest decline over 10 years	—	-30.32%	—
Current Drawdown Current decline from peak	-5.85%	-12.39%	+6.54%
Average Drawdown Average peak-to-trough decline	-6.00%	-13.64%	+7.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	7.37%	-5.10%

Volatility

FLCA vs. PEP - Volatility Comparison

Franklin FTSE Canada ETF (FLCA) has a higher volatility of 5.85% compared to PepsiCo, Inc. (PEP) at 5.35%. This indicates that FLCA's price experiences larger fluctuations and is considered to be riskier than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLCA	PEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.85%	5.35%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	11.54%	14.83%	-3.29%
Volatility (1Y) Calculated over the trailing 1-year period	16.73%	22.46%	-5.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.68%	18.11%	-1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	19.55%	-0.40%