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FLCA vs. SCHH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCA and SCHH is 0.60, 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. SCHH - Performance Comparison

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

20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
84.90%
27.30%
FLCA
SCHH

Key characteristics

Sharpe Ratio

FLCA:

0.92

SCHH:

0.67

Sortino Ratio

FLCA:

1.41

SCHH:

1.09

Omega Ratio

FLCA:

1.19

SCHH:

1.14

Calmar Ratio

FLCA:

1.28

SCHH:

0.57

Martin Ratio

FLCA:

5.02

SCHH:

2.22

Ulcer Index

FLCA:

3.20%

SCHH:

5.84%

Daily Std Dev

FLCA:

16.95%

SCHH:

17.76%

Max Drawdown

FLCA:

-41.51%

SCHH:

-44.22%

Current Drawdown

FLCA:

-0.33%

SCHH:

-11.37%

Returns By Period

In the year-to-date period, FLCA achieves a 6.50% return, which is significantly higher than SCHH's 1.23% return.


FLCA

YTD

6.50%

1M

7.65%

6M

4.17%

1Y

15.47%

5Y*

15.00%

10Y*

N/A

SCHH

YTD

1.23%

1M

5.78%

6M

-4.97%

1Y

11.81%

5Y*

7.15%

10Y*

3.86%

*Annualized

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FLCA vs. SCHH - Expense Ratio Comparison

FLCA has a 0.09% expense ratio, which is higher than SCHH's 0.07% 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. SCHH — 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

SCHH
The Risk-Adjusted Performance Rank of SCHH is 6868
Overall Rank
The Sharpe Ratio Rank of SCHH is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHH is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SCHH is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SCHH is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SCHH is 6565
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. SCHH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Schwab US REIT ETF (SCHH). 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 SCHH Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FLCA and SCHH, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.92
0.67
FLCA
SCHH

Dividends

FLCA vs. SCHH - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 2.34%, less than SCHH's 3.16% 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%
SCHH
Schwab US REIT ETF
3.16%3.22%3.24%2.55%1.50%2.86%2.86%3.66%2.22%2.81%2.48%2.18%

Drawdowns

FLCA vs. SCHH - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for FLCA and SCHH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.33%
-11.37%
FLCA
SCHH

Volatility

FLCA vs. SCHH - Volatility Comparison

Franklin FTSE Canada ETF (FLCA) and Schwab US REIT ETF (SCHH) have volatilities of 4.71% and 4.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%
4.87%
FLCA
SCHH