FLCA vs. VOOG
Compare and contrast key facts about Franklin FTSE Canada ETF (FLCA) and Vanguard S&P 500 Growth ETF (VOOG).
FLCA and VOOG 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. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both FLCA and VOOG 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 VOOG.
Key characteristics
FLCA | VOOG | |
---|---|---|
YTD Return | 16.62% | 35.16% |
1Y Return | 27.31% | 41.67% |
3Y Return (Ann) | 4.92% | 8.09% |
5Y Return (Ann) | 10.49% | 17.87% |
Sharpe Ratio | 2.27 | 2.59 |
Sortino Ratio | 3.10 | 3.32 |
Omega Ratio | 1.40 | 1.48 |
Calmar Ratio | 2.33 | 3.19 |
Martin Ratio | 15.95 | 13.70 |
Ulcer Index | 1.89% | 3.21% |
Daily Std Dev | 13.31% | 16.95% |
Max Drawdown | -41.51% | -32.73% |
Current Drawdown | -0.10% | -0.08% |
Correlation
The correlation between FLCA and VOOG 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. VOOG - Performance Comparison
In the year-to-date period, FLCA achieves a 16.62% return, which is significantly lower than VOOG's 35.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VOOG - Expense Ratio Comparison
FLCA has a 0.09% expense ratio, which is lower than VOOG's 0.10% expense ratio. Despite the difference, 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. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Vanguard S&P 500 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
FLCA's dividend yield for the trailing twelve months is around 2.32%, more than VOOG's 0.59% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Franklin FTSE Canada ETF | 2.32% | 2.49% | 2.20% | 2.03% | 2.50% | 2.29% | 3.02% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
FLCA vs. VOOG - Drawdown Comparison
The maximum FLCA drawdown since its inception was -41.51%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FLCA and VOOG. For additional features, visit the drawdowns tool.
Volatility
FLCA vs. VOOG - Volatility Comparison
The current volatility for Franklin FTSE Canada ETF (FLCA) is 3.24%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.06%. This indicates that FLCA experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.