FLCH vs. ECON
FLCH (Franklin FTSE China ETF) and ECON (Columbia Emerging Markets Consumer ETF) are both exchange-traded funds - FLCH is a China Equities fund tracking the FTSE China RIC Capped Index, while ECON is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Consumer Titans Index. Both are passively managed. Over the past 5 years, FLCH returned -4.93%/yr vs 7.11%/yr for ECON. Their correlation of 0.85 suggests significant overlap in exposure. FLCH charges 0.19%/yr vs 0.49%/yr for ECON.
Performance
FLCH vs. ECON - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FLCH achieves a -6.30% return, which is significantly lower than ECON's 35.02% return.
FLCH
- 1D
- -1.68%
- 1M
- -2.79%
- YTD
- -6.30%
- 6M
- -7.45%
- 1Y
- 8.36%
- 3Y*
- 10.66%
- 5Y*
- -4.93%
- 10Y*
- —
ECON
- 1D
- -1.24%
- 1M
- 13.52%
- YTD
- 35.02%
- 6M
- 38.26%
- 1Y
- 65.21%
- 3Y*
- 23.87%
- 5Y*
- 7.11%
- 10Y*
- 6.10%
FLCH vs. ECON - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | -6.30% | 32.55% | 18.00% | -11.21% | -22.74% | -20.87% | 30.09% | 24.32% | -19.52% | 0.91% |
ECON Columbia Emerging Markets Consumer ETF | 35.02% | 34.15% | 0.22% | 7.51% | -16.00% | -14.11% | 20.83% | 17.22% | -26.87% | 2.00% |
Correlation
The correlation between FLCH and ECON 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 (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2017 | 0.85 |
The correlation between FLCH and ECON shifts across timeframes, from 0.66 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
FLCH vs. ECON - Sectors Allocation Comparison
Sectors
FLCH
ECON
Consumer Cyclical
Financial Services
Communication Services
Technology
Industrials
Basic Materials
Healthcare
Energy
Consumer Defensive
Utilities
Real Estate
Consumer Cyclical
FLCH
ECON
Financial Services
FLCH
ECON
Communication Services
FLCH
ECON
Technology
FLCH
ECON
Industrials
FLCH
ECON
Basic Materials
FLCH
ECON
Healthcare
FLCH
ECON
Energy
FLCH
ECON
Consumer Defensive
FLCH
ECON
Utilities
FLCH
ECON
Real Estate
FLCH
ECON
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. ECON — Risk / Return Rank
FLCH
ECON
FLCH vs. ECON - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Columbia Emerging Markets Consumer ETF (ECON). 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.
| FLCH | ECON | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.78 | ||
| Sortino ratioReturn per unit of downside risk | -3.41 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.58 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | 0.54 | 4.76 | -4.22 |
| Martin ratioReturn relative to average drawdown | 1.14 | 17.83 | -16.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| FLCH | ECON | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 3.22 | -2.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | 0.35 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.24 | -0.22 |
Drawdowns
FLCH vs. ECON - Drawdown Comparison
The maximum FLCH drawdown since its inception was -62.09%, which is greater than ECON's maximum drawdown of -45.37%. Use the drawdown chart below to compare losses from any high point for FLCH and ECON.
Loading charts...
Drawdown Indicators
| FLCH | ECON | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.09% | -45.37% | -16.72% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -13.76% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -25.43% | -16.37% | -9.06% |
Max Drawdown (5Y)Largest decline over 5 years | -55.78% | -38.08% | -17.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.37% | — |
Current DrawdownCurrent decline from peak | -33.95% | -1.24% | -32.71% |
Average DrawdownAverage peak-to-trough decline | -30.53% | -16.65% | -13.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.38% | 3.67% | +3.71% |
Volatility
FLCH vs. ECON - Volatility Comparison
The current volatility for Franklin FTSE China ETF (FLCH) is 6.59%, while Columbia Emerging Markets Consumer ETF (ECON) has a volatility of 9.10%. This indicates that FLCH experiences smaller price fluctuations and is considered to be less risky than ECON based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FLCH | ECON | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 9.10% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 17.65% | -3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.22% | 20.38% | -1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.59% | 20.28% | +9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.91% | 21.03% | +6.88% |
FLCH vs. ECON - Expense Ratio Comparison
FLCH has a 0.19% expense ratio, which is lower than ECON's 0.49% expense ratio.
Dividends
FLCH vs. ECON - Dividend Comparison
FLCH's dividend yield for the trailing twelve months is around 2.52%, more than ECON's 1.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECON Columbia Emerging Markets Consumer ETF | 1.31% | 1.77% | 0.76% | 1.57% | 2.06% | 1.08% | 0.63% | 1.68% | 0.98% | 0.35% | 0.74% | 1.10% |
FLCH Franklin FTSE China ETF | 2.52% | 2.36% | 2.87% | 3.47% | 2.69% | 1.48% | 0.91% | 1.98% | 1.92% | 0.01% | 0.00% | 0.00% |
Frequently Asked Questions
FLCH and ECON 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.
ECON has higher volatility (9.10%) compared to FLCH (6.59%). In terms of maximum drawdown, FLCH dropped -62.09% vs ECON's -45.37%.
On 5-year performance, ECON leads with 7.11% vs -4.93% for FLCH. On fees, FLCH is cheaper at 0.19% per year. On volatility, FLCH has been the lower-risk option at 6.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ECON has performed better with a 7.11% return vs -4.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FLCH is cheaper with a 0.19% expense ratio, compared with 0.49% for ECON.
FLCH has the higher dividend yield at 2.52%, compared with 1.31% for ECON.
FLCH is categorized as China Equities, while ECON is Emerging Markets Equities. FLCH tracks FTSE China RIC Capped Index, while ECON tracks Dow Jones Emerging Markets Consumer Titans Index. They also come from different issuers: Franklin Templeton and Ameriprise Financial. Their fees differ too: 0.19% for FLCH and 0.49% for ECON.
ECON currently has the higher Sharpe Ratio (3.22 vs 0.44), 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.
Find the right allocation for FLCH and ECON
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