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FLCH vs. IPAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCH and IPAC is 0.51, 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.


Performance

FLCH vs. IPAC - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FLCH:

0.64

IPAC:

0.60

Sortino Ratio

FLCH:

1.11

IPAC:

1.05

Omega Ratio

FLCH:

1.15

IPAC:

1.14

Calmar Ratio

FLCH:

0.39

IPAC:

0.84

Martin Ratio

FLCH:

1.67

IPAC:

2.64

Ulcer Index

FLCH:

12.88%

IPAC:

4.89%

Daily Std Dev

FLCH:

33.88%

IPAC:

19.46%

Max Drawdown

FLCH:

-62.09%

IPAC:

-30.99%

Current Drawdown

FLCH:

-39.57%

IPAC:

-1.37%

Returns By Period

In the year-to-date period, FLCH achieves a 13.64% return, which is significantly higher than IPAC's 9.82% return.


FLCH

YTD

13.64%

1M

2.86%

6M

14.24%

1Y

21.53%

3Y*

4.68%

5Y*

-0.26%

10Y*

N/A

IPAC

YTD

9.82%

1M

3.60%

6M

8.38%

1Y

11.61%

3Y*

8.48%

5Y*

8.40%

10Y*

5.48%

*Annualized

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Franklin FTSE China ETF

iShares Core MSCI Pacific ETF

FLCH vs. IPAC - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is higher than IPAC's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FLCH vs. IPAC — 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 5656
Overall Rank
The Sharpe Ratio Rank of FLCH is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 4848
Martin Ratio Rank

IPAC
The Risk-Adjusted Performance Rank of IPAC is 6464
Overall Rank
The Sharpe Ratio Rank of IPAC is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of IPAC is 6262
Sortino Ratio Rank
The Omega Ratio Rank of IPAC is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IPAC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of IPAC is 6666
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. IPAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and iShares Core MSCI Pacific ETF (IPAC). 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.


The current FLCH Sharpe Ratio is 0.64, which is comparable to the IPAC Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of FLCH and IPAC, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FLCH vs. IPAC - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.53%, less than IPAC's 3.12% yield.


TTM20242023202220212020201920182017201620152014
FLCH
Franklin FTSE China ETF
2.53%2.88%3.46%2.69%1.49%0.91%1.98%1.93%0.00%0.00%0.00%0.00%
IPAC
iShares Core MSCI Pacific ETF
3.12%3.43%3.16%2.76%4.03%1.68%3.37%2.95%2.98%2.66%2.60%0.96%

Drawdowns

FLCH vs. IPAC - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, which is greater than IPAC's maximum drawdown of -30.99%. Use the drawdown chart below to compare losses from any high point for FLCH and IPAC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FLCH vs. IPAC - Volatility Comparison

Franklin FTSE China ETF (FLCH) has a higher volatility of 6.20% compared to iShares Core MSCI Pacific ETF (IPAC) at 3.58%. This indicates that FLCH's price experiences larger fluctuations and is considered to be riskier than IPAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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