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FLCH vs. FLIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLCH vs. FLIN - Performance Comparison

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

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FLCH vs. FLIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLCH
Franklin FTSE China ETF
-5.65%32.55%18.00%-11.21%-22.74%-20.87%30.09%24.32%-18.42%
FLIN
Franklin FTSE India ETF
-13.94%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-6.70%

Returns By Period

In the year-to-date period, FLCH achieves a -5.65% return, which is significantly higher than FLIN's -13.94% return.


FLCH

1D
0.29%
1M
-4.32%
YTD
-5.65%
6M
-12.56%
1Y
7.43%
3Y*
7.60%
5Y*
-4.85%
10Y*

FLIN

1D
-0.03%
1M
-8.71%
YTD
-13.94%
6M
-11.16%
1Y
-8.65%
3Y*
7.22%
5Y*
4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLCH vs. FLIN - Expense Ratio Comparison

Both FLCH and FLIN have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FLCH vs. FLIN — Risk / Return Rank

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

FLCH
FLCH Risk / Return Rank: 2121
Overall Rank
FLCH Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 2020
Sortino Ratio Rank
FLCH Omega Ratio Rank: 2121
Omega Ratio Rank
FLCH Calmar Ratio Rank: 2222
Calmar Ratio Rank
FLCH Martin Ratio Rank: 2020
Martin Ratio Rank

FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 33
Sortino Ratio Rank
FLIN Omega Ratio Rank: 33
Omega Ratio Rank
FLIN Calmar Ratio Rank: 44
Calmar Ratio Rank
FLIN Martin Ratio Rank: 11
Martin Ratio Rank
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. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Franklin FTSE India ETF (FLIN). 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.


FLCHFLINDifference

Sharpe ratio

Return per unit of total volatility

0.32

-0.55

+0.87

Sortino ratio

Return per unit of downside risk

0.59

-0.69

+1.28

Omega ratio

Gain probability vs. loss probability

1.08

0.92

+0.16

Calmar ratio

Return relative to maximum drawdown

0.45

-0.50

+0.95

Martin ratio

Return relative to average drawdown

1.29

-1.65

+2.94

FLCH vs. FLIN - Sharpe Ratio Comparison

The current FLCH Sharpe Ratio is 0.32, which is higher than the FLIN Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of FLCH and FLIN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLCHFLINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

-0.55

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.29

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.25

-0.23

Correlation

The correlation between FLCH and FLIN is 0.38, 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.


Dividends

FLCH vs. FLIN - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.50%, more than FLIN's 0.65% yield.


TTM202520242023202220212020201920182017
FLCH
Franklin FTSE China ETF
2.50%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%
FLIN
Franklin FTSE India ETF
0.65%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%0.00%

Drawdowns

FLCH vs. FLIN - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for FLCH and FLIN.


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Drawdown Indicators


FLCHFLINDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-41.90%

-20.19%

Max Drawdown (1Y)

Largest decline over 1 year

-16.65%

-18.79%

+2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-56.06%

-22.85%

-33.21%

Current Drawdown

Current decline from peak

-33.49%

-20.77%

-12.72%

Average Drawdown

Average peak-to-trough decline

-30.50%

-7.83%

-22.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.02%

5.65%

+0.37%

Volatility

FLCH vs. FLIN - Volatility Comparison

The current volatility for Franklin FTSE China ETF (FLCH) is 6.44%, while Franklin FTSE India ETF (FLIN) has a volatility of 7.02%. This indicates that FLCH experiences smaller price fluctuations and is considered to be less risky than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLCHFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

7.02%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.92%

11.13%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

23.03%

15.78%

+7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.58%

15.71%

+13.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.06%

20.48%

+7.58%