PortfoliosLab logoPortfoliosLab logo
FLCH vs. DRGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLCH vs. DRGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and Themes China Generative Artificial Intelligence ETF (DRGN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FLCH achieves a -6.60% return, which is significantly lower than DRGN's 15.39% return.


FLCH

1D
-0.31%
1M
-2.97%
YTD
-6.60%
6M
-7.51%
1Y
5.91%
3Y*
10.54%
5Y*
-4.99%
10Y*

DRGN

1D
-1.00%
1M
4.18%
YTD
15.39%
6M
15.70%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCH vs. DRGN - Yearly Performance Comparison


Correlation

The correlation between FLCH and DRGN is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.66

Compare stocks, funds, or ETFs

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


Return for Risk

FLCH vs. DRGN — Risk / Return Rank

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

FLCH
FLCH Risk / Return Rank: 1414
Overall Rank
FLCH Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 1414
Sortino Ratio Rank
FLCH Omega Ratio Rank: 1414
Omega Ratio Rank
FLCH Calmar Ratio Rank: 1414
Calmar Ratio Rank
FLCH Martin Ratio Rank: 1313
Martin Ratio Rank

DRGN
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.

FLCH vs. DRGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Themes China Generative Artificial Intelligence ETF (DRGN). 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.


FLCHDRGNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.07

Calmar ratioReturn relative to maximum drawdown

0.38

Martin ratioReturn relative to average drawdown

0.80

FLCH vs. DRGN - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


FLCHDRGNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

1.52

-1.51

Drawdowns

FLCH vs. DRGN - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, which is greater than DRGN's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for FLCH and DRGN.


Loading charts...

Drawdown Indicators


FLCHDRGNDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-20.86%

-41.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.52%

Max Drawdown (3Y)

Largest decline over 3 years

-25.43%

Max Drawdown (5Y)

Largest decline over 5 years

-55.78%

Current Drawdown

Current decline from peak

-34.16%

-7.97%

-26.19%

Average Drawdown

Average peak-to-trough decline

-30.53%

-7.93%

-22.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.43%

Volatility

FLCH vs. DRGN - Volatility Comparison


Loading charts...

Volatility by Period


FLCHDRGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

Volatility (1Y)

Calculated over the trailing 1-year period

19.20%

34.79%

-15.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.59%

34.79%

-5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.91%

34.79%

-6.88%

FLCH vs. DRGN - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is lower than DRGN's 0.39% expense ratio.


Dividends

FLCH vs. DRGN - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.53%, more than DRGN's 1.05% yield.


PositionTTM202520242023202220212020201920182017
DRGN
Themes China Generative Artificial Intelligence ETF
1.05%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLCH
Franklin FTSE China ETF
2.53%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%

Frequently Asked Questions


FLCH and DRGN have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLCH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLCH is cheaper with a 0.19% expense ratio, compared with 0.39% for DRGN.

FLCH has the higher dividend yield at 2.53%, compared with 1.05% for DRGN.

FLCH is categorized as China Equities, while DRGN is Technology Equities. FLCH tracks FTSE China RIC Capped Index, while DRGN tracks BITA China Generative AI Select Index. They also come from different issuers: Franklin Templeton and Themes. Their fees differ too: 0.19% for FLCH and 0.39% for DRGN.

Portfolio Optimizer

Find the right allocation for FLCH and DRGN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer