PortfoliosLab logo
FLCA vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCA and SCHD is 0.70, 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. SCHD - Performance Comparison

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

60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
84.90%
104.21%
FLCA
SCHD

Key characteristics

Sharpe Ratio

FLCA:

0.92

SCHD:

0.08

Sortino Ratio

FLCA:

1.41

SCHD:

0.32

Omega Ratio

FLCA:

1.19

SCHD:

1.04

Calmar Ratio

FLCA:

1.28

SCHD:

0.15

Martin Ratio

FLCA:

5.02

SCHD:

0.49

Ulcer Index

FLCA:

3.20%

SCHD:

4.96%

Daily Std Dev

FLCA:

16.95%

SCHD:

16.03%

Max Drawdown

FLCA:

-41.51%

SCHD:

-33.37%

Current Drawdown

FLCA:

-0.33%

SCHD:

-11.26%

Returns By Period

In the year-to-date period, FLCA achieves a 6.50% return, which is significantly higher than SCHD's -4.97% return.


FLCA

YTD

6.50%

1M

7.65%

6M

4.17%

1Y

15.47%

5Y*

15.00%

10Y*

N/A

SCHD

YTD

-4.97%

1M

-0.54%

6M

-9.89%

1Y

1.26%

5Y*

12.61%

10Y*

10.39%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLCA vs. SCHD - Expense Ratio Comparison

FLCA has a 0.09% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FLCA vs. SCHD — Risk-Adjusted Performance Rank

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

FLCA
The Risk-Adjusted Performance Rank of FLCA is 8383
Overall Rank
The Sharpe Ratio Rank of FLCA is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCA is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FLCA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FLCA is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FLCA is 8585
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2727
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLCA vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Schwab US Dividend Equity ETF (SCHD). 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.


The current FLCA Sharpe Ratio is 0.92, which is higher than the SCHD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of FLCA and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.92
0.08
FLCA
SCHD

Dividends

FLCA vs. SCHD - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 2.34%, less than SCHD's 4.04% yield.


TTM20242023202220212020201920182017201620152014
FLCA
Franklin FTSE Canada ETF
2.34%2.50%2.49%2.20%2.03%2.50%2.29%3.02%0.09%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.04%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

FLCA vs. SCHD - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FLCA and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.33%
-11.26%
FLCA
SCHD

Volatility

FLCA vs. SCHD - Volatility Comparison

The current volatility for Franklin FTSE Canada ETF (FLCA) is 4.71%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 5.61%. This indicates that FLCA experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
4.71%
5.61%
FLCA
SCHD