FLCH vs. IMMR
FLCH (Franklin FTSE China ETF) is China Equities fund tracking the FTSE China RIC Capped Index, while IMMR (Immersion Corporation) is a stock. Over the past 5 years, FLCH returned -4.30%/yr vs -1.45%/yr for IMMR. At a 0.33 correlation, their price movements are largely independent.
Performance
FLCH vs. IMMR - Performance Comparison
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Returns By Period
In the year-to-date period, FLCH achieves a -9.29% return, which is significantly lower than IMMR's -2.12% return.
FLCH
- 1D
- 1.99%
- 1M
- 1.65%
- 6M
- -12.52%
- YTD
- -9.29%
- 1Y
- -3.28%
- 3Y*
- 9.28%
- 5Y*
- -4.30%
- 10Y*
- —
- ALL TIME*
- 0.20%
IMMR
- 1D
- -2.06%
- 1M
- -2.64%
- 6M
- 1.39%
- YTD
- -2.12%
- 1Y
- -14.13%
- 3Y*
- 1.05%
- 5Y*
- -1.45%
- 10Y*
- -0.41%
- ALL TIME*
- -3.17%
FLCH vs. IMMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | -9.29% | 32.55% | 18.00% | -11.21% | -22.74% | -20.87% | 30.09% | 24.32% | -19.52% | 1.51% |
IMMR Immersion Corporation | -2.12% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 51.95% | -17.08% | 26.91% | -6.86% |
Correlation
The correlation between FLCH and IMMR is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.33 |
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Return for Risk
FLCH vs. IMMR — Risk / Return Rank
FLCH
IMMR
FLCH vs. IMMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Immersion Corporation (IMMR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLCH | IMMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.97 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | -0.56 | +0.40 |
| Martin ratioReturn relative to average drawdown | -0.34 | -1.22 | +0.88 |
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Drawdowns
FLCH vs. IMMR - Drawdown Comparison
The maximum FLCH drawdown since its inception was -62.09%, smaller than the maximum IMMR drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for FLCH and IMMR.
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Drawdown Indicators
| FLCH | IMMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.09% | -98.66% | +36.57% |
Max Drawdown (1Y)Largest decline over 1 year | -21.48% | -25.48% | +4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -25.43% | -56.90% | +31.47% |
Max Drawdown (5Y)Largest decline over 5 years | -52.45% | -56.90% | +4.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -74.29% | — |
Current DrawdownCurrent decline from peak | -36.06% | -89.91% | +53.85% |
Average DrawdownAverage peak-to-trough decline | -30.61% | -88.21% | +57.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 15.11% | -5.34% |
Volatility
FLCH vs. IMMR - Volatility Comparison
The current volatility for Franklin FTSE China ETF (FLCH) is 6.16%, while Immersion Corporation (IMMR) has a volatility of 11.39%. This indicates that FLCH experiences smaller price fluctuations and is considered to be less risky than IMMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCH | IMMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 11.39% | -5.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.05% | 27.95% | -13.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.88% | 40.69% | -20.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.62% | 45.82% | -16.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.82% | 50.93% | -23.11% |
Dividends
FLCH vs. IMMR - Dividend Comparison
FLCH's dividend yield for the trailing twelve months is around 2.39%, less than IMMR's 4.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | 2.39% | 2.36% | 2.87% | 3.47% | 2.69% | 1.48% | 0.91% | 1.98% | 1.92% | 0.01% |
IMMR Immersion Corporation | 4.90% | 5.59% | 2.06% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FLCH and IMMR have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (11.39%) compared to FLCH (6.16%). In terms of maximum drawdown, FLCH dropped -62.09% vs IMMR's -98.66%.
FLCH currently has the higher Sharpe Ratio (-0.17 vs -0.35), 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.
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