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FLCA vs. PEP
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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 undefined (PEP). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%OctoberNovemberDecember2025FebruaryMarch
73.47%
69.70%
FLCA
PEP

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Risk-Adjusted Performance

FLCA vs. undefined - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FLCA, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.005.000.69-0.36
The chart of Sortino ratio for FLCA, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.001.01-0.39
The chart of Omega ratio for FLCA, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.130.95
The chart of Calmar ratio for FLCA, currently valued at 1.21, compared to the broader market0.005.0010.0015.001.21-0.29
The chart of Martin ratio for FLCA, currently valued at 3.37, compared to the broader market0.0020.0040.0060.0080.00100.003.37-0.69
FLCA
PEP


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2025FebruaryMarch
0.69
-0.36
FLCA
PEP

Drawdowns

FLCA vs. PEP - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-5.69%
-19.40%
FLCA
PEP

Volatility

FLCA vs. PEP - Volatility Comparison

The current volatility for Franklin FTSE Canada ETF (FLCA) is 5.68%, while undefined (PEP) has a volatility of 7.21%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2025FebruaryMarch
5.68%
7.21%
FLCA
PEP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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