FLCA vs. SCHX
Compare and contrast key facts about Franklin FTSE Canada ETF (FLCA) and Schwab U.S. Large-Cap ETF (SCHX).
FLCA and SCHX 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. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both FLCA and SCHX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLCA vs. SCHX - Performance Comparison
Loading graphics...
FLCA vs. SCHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCA Franklin FTSE Canada ETF | 2.36% | 34.62% | 13.02% | 14.71% | -11.93% | 28.67% | 6.31% | 28.42% | -15.55% | 2.49% |
SCHX Schwab U.S. Large-Cap ETF | -3.70% | 17.46% | 24.88% | 26.84% | -19.41% | 26.81% | 20.81% | 31.22% | -4.66% | 3.61% |
Returns By Period
In the year-to-date period, FLCA achieves a 2.36% return, which is significantly higher than SCHX's -3.70% return.
FLCA
- 1D
- 1.02%
- 1M
- -4.87%
- YTD
- 2.36%
- 6M
- 10.16%
- 1Y
- 34.23%
- 3Y*
- 19.96%
- 5Y*
- 12.56%
- 10Y*
- —
SCHX
- 1D
- 0.78%
- 1M
- -4.31%
- YTD
- -3.70%
- 6M
- -1.70%
- 1Y
- 17.91%
- 3Y*
- 18.55%
- 5Y*
- 11.30%
- 10Y*
- 14.02%
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. SCHX - Expense Ratio Comparison
FLCA has a 0.09% expense ratio, which is higher than SCHX's 0.03% 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%.
Return for Risk
FLCA vs. SCHX — Risk / Return Rank
FLCA
SCHX
FLCA vs. SCHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Schwab U.S. Large-Cap ETF (SCHX). 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.
| FLCA | SCHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 0.98 | +1.07 |
Sortino ratioReturn per unit of downside risk | 2.73 | 1.50 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.23 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.51 | +1.82 |
Martin ratioReturn relative to average drawdown | 15.48 | 7.02 | +8.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FLCA | SCHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 0.98 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.66 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.80 | -0.23 |
Correlation
The correlation between FLCA and SCHX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FLCA vs. SCHX - Dividend Comparison
FLCA's dividend yield for the trailing twelve months is around 1.81%, more than SCHX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCA Franklin FTSE Canada ETF | 1.81% | 1.85% | 2.50% | 2.49% | 2.20% | 2.02% | 2.49% | 2.29% | 3.03% | 0.09% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.16% | 1.09% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.02% | 1.70% | 1.92% | 2.04% |
Drawdowns
FLCA vs. SCHX - Drawdown Comparison
The maximum FLCA drawdown since its inception was -41.51%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for FLCA and SCHX.
Loading graphics...
Drawdown Indicators
| FLCA | SCHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.51% | -34.33% | -7.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -12.19% | +1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.23% | -25.41% | +1.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.33% | — |
Current DrawdownCurrent decline from peak | -4.89% | -5.67% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -4.00% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.62% | -0.32% |
Volatility
FLCA vs. SCHX - Volatility Comparison
Franklin FTSE Canada ETF (FLCA) has a higher volatility of 5.71% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.36%. This indicates that FLCA's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FLCA | SCHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 5.36% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 9.67% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 18.33% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 17.13% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 18.13% | +1.01% |