PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
10.32%
0
FLCH
ASHX

Key characteristics

Returns By Period


FLCH

YTD

-3.04%

1M

-4.22%

6M

9.85%

1Y

25.94%

5Y*

-5.27%

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.


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 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 3131
Overall Rank
The Sharpe Ratio Rank of FLCH is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 2626
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.


Sharpe ratio
The chart of Sharpe ratio for FLCH, currently valued at 0.74, compared to the broader market0.002.004.000.740.59
The chart of Sortino ratio for FLCH, currently valued at 1.27, compared to the broader market-2.000.002.004.006.008.0010.001.271.00
The chart of Omega ratio for FLCH, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.31
The chart of Calmar ratio for FLCH, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.390.07
The chart of Martin ratio for FLCH, currently valued at 1.96, compared to the broader market0.0020.0040.0060.0080.00100.001.964.98
FLCH
ASHX


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.74
0.59
FLCH
ASHX

Dividends

FLCH vs. ASHX - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.97%, while ASHX has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
FLCH
Franklin FTSE China ETF
2.97%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
100.38%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%AugustSeptemberOctoberNovemberDecember2025
-48.44%
-76.33%
FLCH
ASHX

Volatility

FLCH vs. ASHX - Volatility Comparison

Franklin FTSE China ETF (FLCH) has a higher volatility of 5.20% 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%AugustSeptemberOctoberNovemberDecember2025
5.20%
0
FLCH
ASHX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab