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

Correlation

The correlation between FLCH and ASHX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

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%NovemberDecember2025FebruaryMarchApril
-6.74%
-66.55%
FLCH
ASHX

Key characteristics

Returns By Period


FLCH

YTD

10.87%

1M

-5.59%

6M

6.25%

1Y

28.19%

5Y*

-0.25%

10Y*

N/A

ASHX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLCH vs. ASHX - Expense Ratio Comparison

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


Expense ratio chart for ASHX: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ASHX: 0.60%
Expense ratio chart for FLCH: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLCH: 0.19%

Risk-Adjusted Performance

FLCH vs. ASHX — Risk-Adjusted Performance Rank

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

FLCH
The Risk-Adjusted Performance Rank of FLCH is 7373
Overall Rank
The Sharpe Ratio Rank of FLCH is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 7979
Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 6363
Martin Ratio Rank

ASHX
The Risk-Adjusted Performance Rank of ASHX is 44
Overall Rank
The Sharpe Ratio Rank of ASHX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of ASHX is 33
Sortino Ratio Rank
The Omega Ratio Rank of ASHX is 33
Omega Ratio Rank
The Calmar Ratio Rank of ASHX is 88
Calmar Ratio Rank
The Martin Ratio Rank of ASHX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FLCH, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.00
FLCH: 0.90
The chart of Sortino ratio for FLCH, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.00
FLCH: 1.44
The chart of Omega ratio for FLCH, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
FLCH: 1.20
The chart of Calmar ratio for FLCH, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.0012.00
FLCH: 0.56
ASHX: 0.00
The chart of Martin ratio for FLCH, currently valued at 2.27, compared to the broader market0.0020.0040.0060.00
FLCH: 2.27


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.90
1.00
FLCH
ASHX

Dividends

FLCH vs. ASHX - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.59%, while ASHX has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
FLCH
Franklin FTSE China ETF
2.59%2.88%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
0.00%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%NovemberDecember2025FebruaryMarchApril
-41.04%
-76.33%
FLCH
ASHX

Volatility

FLCH vs. ASHX - Volatility Comparison

Franklin FTSE China ETF (FLCH) has a higher volatility of 14.22% 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%NovemberDecember2025FebruaryMarchApril
14.22%
0
FLCH
ASHX