FLCA vs. PEP
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCA or PEP.
Key characteristics
| FLCA | PEP | |
|---|---|---|
| YTD Return | 16.28% | -1.19% |
| 1Y Return | 31.14% | 1.02% |
| 3Y Return (Ann) | 5.07% | 3.20% |
| 5Y Return (Ann) | 10.62% | 7.29% |
| Sharpe Ratio | 2.32 | 0.07 |
| Sortino Ratio | 3.17 | 0.22 |
| Omega Ratio | 1.41 | 1.03 |
| Calmar Ratio | 2.00 | 0.08 |
| Martin Ratio | 16.30 | 0.25 |
| Ulcer Index | 1.89% | 4.64% |
| Daily Std Dev | 13.29% | 15.83% |
| Max Drawdown | -41.51% | -40.41% |
| Current Drawdown | 0.00% | -12.56% |
Correlation
The correlation between FLCA and PEP is 0.29, 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.
Performance
FLCA vs. PEP - Performance Comparison
In the year-to-date period, FLCA achieves a 16.28% return, which is significantly higher than PEP's -1.19% 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. PEP - Risk-Adjusted Performance 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.
Dividends
FLCA vs. PEP - Dividend Comparison
FLCA's dividend yield for the trailing twelve months is around 2.32%, less than PEP's 3.21% 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% |
PEP PepsiCo, Inc. | 3.21% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
FLCA vs. PEP - Drawdown Comparison
The maximum FLCA drawdown since its inception was -41.51%, roughly equal to the maximum PEP drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for FLCA and PEP. For additional features, visit the drawdowns tool.
Volatility
FLCA vs. PEP - Volatility Comparison
The current volatility for Franklin FTSE Canada ETF (FLCA) is 3.14%, while PepsiCo, Inc. (PEP) has a volatility of 3.39%. This indicates that FLCA experiences smaller price fluctuations and is considered to be less risky than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.