FLCA vs. VTI

Last updated Jun 5, 2026

FLCA (Franklin FTSE Canada ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - FLCA is a Canada Equities fund tracking the FTSE Canada RIC Capped Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, FLCA returned 11.96%/yr vs 12.80%/yr for VTI. A 0.71 correlation means they provide meaningful diversification when combined. FLCA charges 0.09%/yr vs 0.03%/yr for VTI.

Performance

FLCA vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Canada ETF (FLCA) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLCA achieves a 10.02% return, which is significantly lower than VTI's 11.72% return.

FLCA

• 1D: 1.41%
• 1M: 3.13%
• YTD: 10.02%
• 6M: 12.97%
• 1Y: 31.90%
• 3Y*: 22.71%
• 5Y*: 11.96%
• 10Y*: —

VTI

• 1D: 0.47%
• 1M: 4.59%
• YTD: 11.72%
• 6M: 11.43%
• 1Y: 28.79%
• 3Y*: 22.37%
• 5Y*: 12.80%
• 10Y*: 15.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCA vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLCA Franklin FTSE Canada ETF	10.02%	34.62%	13.02%	14.71%	-11.93%	28.67%	6.31%	28.42%	-15.55%	2.49%
VTI Vanguard Total Stock Market ETF	11.72%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	3.65%

Correlation

The correlation between FLCA and VTI is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Nov 7, 2017	0.71

The correlation between FLCA and VTI has been stable across timeframes, ranging from 0.71 to 0.74 - a consistent structural relationship.

FLCA vs. VTI - Sectors Allocation Comparison

Sectors	FLCA	VTI
Financial Services	39.0%	12.0%
Energy	18.0%	3.7%
Basic Materials	15.7%	2.0%
Industrials	10.4%	9.8%
Technology	7.6%	33.5%
Consumer Cyclical	3.3%	10.0%
Consumer Defensive	2.9%	4.7%
Utilities	2.3%	2.3%
Communication Services	0.5%	10.3%
Real Estate	0.2%	2.4%
Healthcare	-	9.2%

Return for Risk

FLCA vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLCA

FLCA Risk / Return Rank: 72
FLCA Sharpe Ratio Rank: 71
FLCA Sortino Ratio Rank: 66
FLCA Omega Ratio Rank: 67
FLCA Calmar Ratio Rank: 75
FLCA Martin Ratio Rank: 79

VTI

VTI Risk / Return Rank: 73
VTI Sharpe Ratio Rank: 74
VTI Sortino Ratio Rank: 73
VTI Omega Ratio Rank: 73
VTI Calmar Ratio Rank: 66
VTI Martin Ratio Rank: 78

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLCA vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Vanguard Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.29	2.38	-0.09
Sortino ratio: Return per unit of downside risk	3.01	3.24	-0.24
Omega ratio: Gain probability vs. loss probability	1.39	1.43	-0.03
Calmar ratio: Return relative to maximum drawdown	3.75	3.24	+0.50
Martin ratio: Return relative to average drawdown	15.30	14.94	+0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLCA vs. VTI - Sharpe Ratio Comparison

The current FLCA Sharpe Ratio is 2.29, which is comparable to the VTI Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of FLCA and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLCA	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	2.38	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.74	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.51	+0.11

Drawdowns

FLCA vs. VTI - Drawdown Comparison

The maximum FLCA drawdown since its inception was -41.51%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FLCA and VTI.

Drawdown Indicators

	FLCA	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-41.51%	-55.45%	+13.94%
Max Drawdown (1Y) Largest decline over 1 year	-8.55%	-8.92%	+0.37%
Max Drawdown (3Y) Largest decline over 3 years	-12.58%	-19.30%	+6.72%
Max Drawdown (5Y) Largest decline over 5 years	-24.23%	-25.36%	+1.13%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.13%	-0.26%	+0.13%
Average Drawdown Average peak-to-trough decline	-5.90%	-8.03%	+2.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	1.93%	+0.16%

Volatility

FLCA vs. VTI - Volatility Comparison

Franklin FTSE Canada ETF (FLCA) has a higher volatility of 3.72% compared to Vanguard Total Stock Market ETF (VTI) at 2.90%. This indicates that FLCA's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLCA	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	2.90%	+0.82%
Volatility (6M) Calculated over the trailing 6-month period	11.23%	9.13%	+2.10%
Volatility (1Y) Calculated over the trailing 1-year period	14.00%	12.17%	+1.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	17.40%	-0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.05%	18.30%	+0.75%

FLCA vs. VTI - Expense Ratio Comparison

FLCA has a 0.09% expense ratio, which is higher than VTI'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%.

Dividends

FLCA vs. VTI - Dividend Comparison

FLCA's dividend yield for the trailing twelve months is around 1.69%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLCA Franklin FTSE Canada ETF	1.69%	1.85%	2.50%	2.49%	2.20%	2.02%	2.49%	2.29%	3.03%	0.09%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both FLCA and VTI in my portfolio?

FLCA and VTI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLCA or VTI?

FLCA has higher volatility (3.72%) compared to VTI (2.90%). In terms of maximum drawdown, FLCA dropped -41.51% vs VTI's -55.45%.

Which ETF is better, FLCA or VTI?

On 5-year performance, VTI leads with 12.80% vs 11.96% for FLCA. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 2.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FLCA or VTI?

Over the 5-year period, VTI has performed better with a 12.80% return vs 11.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FLCA or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.09% for FLCA.

Which ETF pays a higher dividend yield, FLCA or VTI?

FLCA has the higher dividend yield at 1.69%, compared with 1.01% for VTI.

What is the main difference between FLCA and VTI?

FLCA is categorized as Canada Equities, while VTI is Large Cap Blend Equities. FLCA tracks FTSE Canada RIC Capped Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.09% for FLCA and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.38 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.