FLCA vs. SCHD
Compare and contrast key facts about Franklin FTSE Canada ETF (FLCA) and Schwab US Dividend Equity ETF (SCHD).
FLCA and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both FLCA and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCA or SCHD.
Key characteristics
| FLCA | SCHD | |
|---|---|---|
| YTD Return | 16.74% | 17.07% |
| 1Y Return | 30.35% | 29.98% |
| 3Y Return (Ann) | 4.97% | 6.85% |
| 5Y Return (Ann) | 10.63% | 12.79% |
| Sharpe Ratio | 2.32 | 2.64 |
| Sortino Ratio | 3.16 | 3.81 |
| Omega Ratio | 1.41 | 1.47 |
| Calmar Ratio | 2.12 | 2.92 |
| Martin Ratio | 16.29 | 14.57 |
| Ulcer Index | 1.89% | 2.04% |
| Daily Std Dev | 13.32% | 11.26% |
| Max Drawdown | -41.51% | -33.37% |
| Current Drawdown | 0.00% | -0.86% |
Correlation
The correlation between FLCA and SCHD is 0.67, 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 year-to-date returns for both investments are quite close, with FLCA having a 16.74% return and SCHD slightly higher at 17.07%. 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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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 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.
Dividends
FLCA vs. SCHD - Dividend Comparison
FLCA's dividend yield for the trailing twelve months is around 2.31%, less than SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCA Franklin FTSE Canada ETF | 2.31% | 2.49% | 2.20% | 2.03% | 2.50% | 2.29% | 3.02% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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.
Volatility
FLCA vs. SCHD - Volatility Comparison
The current volatility for Franklin FTSE Canada ETF (FLCA) is 3.26%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.51%. 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.