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FLCH vs. ASHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCH and ASHX is 0.67, 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.


-0.50.00.51.00.7

Performance

FLCH vs. ASHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and Xtrackers MSCI China A Inclusion Equity ETF (ASHX). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.06%
-66.55%
FLCH
ASHX

Key characteristics

Returns By Period


FLCH

YTD

17.76%

1M

-1.05%

6M

9.50%

1Y

19.24%

5Y*

-3.47%

10Y*

N/A

ASHX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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FLCH vs. ASHX - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is lower than ASHX's 0.60% expense ratio.


ASHX
Xtrackers MSCI China A Inclusion Equity ETF
Expense ratio chart for ASHX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for FLCH: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FLCH vs. ASHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Xtrackers MSCI China A Inclusion Equity ETF (ASHX). 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.


Sharpe ratio
The chart of Sharpe ratio for FLCH, currently valued at 0.65, compared to the broader market0.002.004.000.650.26
The chart of Sortino ratio for FLCH, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.0010.001.150.48
The chart of Omega ratio for FLCH, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.12
The chart of Calmar ratio for FLCH, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.340.04
The chart of Martin ratio for FLCH, currently valued at 1.95, compared to the broader market0.0020.0040.0060.0080.00100.001.951.32
FLCH
ASHX


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.65
0.26
FLCH
ASHX

Dividends

FLCH vs. ASHX - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 0.63%, while ASHX has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
FLCH
Franklin FTSE China ETF
0.63%3.46%2.69%1.49%0.91%1.98%1.93%0.00%0.00%0.00%
ASHX
Xtrackers MSCI China A Inclusion Equity ETF
100.38%2.38%1.76%0.84%0.80%1.78%1.07%2.48%80.25%0.00%

Drawdowns

FLCH vs. ASHX - Drawdown Comparison


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-46.93%
-76.33%
FLCH
ASHX

Volatility

FLCH vs. ASHX - Volatility Comparison

Franklin FTSE China ETF (FLCH) has a higher volatility of 10.14% compared to Xtrackers MSCI China A Inclusion Equity ETF (ASHX) at 0.00%. This indicates that FLCH's price experiences larger fluctuations and is considered to be riskier than ASHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.14%
0
FLCH
ASHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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