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

Key characteristics


FLCAVOOG
YTD Return16.62%35.16%
1Y Return27.31%41.67%
3Y Return (Ann)4.92%8.09%
5Y Return (Ann)10.49%17.87%
Sharpe Ratio2.272.59
Sortino Ratio3.103.32
Omega Ratio1.401.48
Calmar Ratio2.333.19
Martin Ratio15.9513.70
Ulcer Index1.89%3.21%
Daily Std Dev13.31%16.95%
Max Drawdown-41.51%-32.73%
Current Drawdown-0.10%-0.08%

Correlation

-0.50.00.51.00.6

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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.92%
16.90%
FLCA
VOOG

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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%.


VOOG
Vanguard S&P 500 Growth ETF
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for FLCA: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

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.


FLCA
Sharpe ratio
The chart of Sharpe ratio for FLCA, currently valued at 2.27, compared to the broader market-2.000.002.004.002.27
Sortino ratio
The chart of Sortino ratio for FLCA, currently valued at 3.10, compared to the broader market-2.000.002.004.006.008.0010.0012.003.10
Omega ratio
The chart of Omega ratio for FLCA, currently valued at 1.40, compared to the broader market1.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for FLCA, currently valued at 2.33, compared to the broader market0.005.0010.0015.002.33
Martin ratio
The chart of Martin ratio for FLCA, currently valued at 15.95, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.95
VOOG
Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 2.59, compared to the broader market-2.000.002.004.002.59
Sortino ratio
The chart of Sortino ratio for VOOG, currently valued at 3.32, compared to the broader market-2.000.002.004.006.008.0010.0012.003.32
Omega ratio
The chart of Omega ratio for VOOG, currently valued at 1.48, compared to the broader market1.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for VOOG, currently valued at 3.19, compared to the broader market0.005.0010.0015.003.19
Martin ratio
The chart of Martin ratio for VOOG, currently valued at 13.70, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.70

FLCA vs. VOOG - Sharpe Ratio Comparison

The current FLCA Sharpe Ratio is 2.27, which is comparable to the VOOG Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of FLCA and VOOG, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.27
2.59
FLCA
VOOG

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.


TTM20232022202120202019201820172016201520142013
FLCA
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%
VOOG
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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.10%
-0.08%
FLCA
VOOG

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
3.24%
5.06%
FLCA
VOOG