FLCH vs. PFE
FLCH (Franklin FTSE China ETF) is China Equities fund tracking the FTSE China RIC Capped Index, while PFE (Pfizer Inc.) is a stock. Over the past 5 years, FLCH returned -4.30%/yr vs -4.86%/yr for PFE. At a 0.19 correlation, their price movements are largely independent.
Performance
FLCH vs. PFE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FLCH achieves a -9.29% return, which is significantly lower than PFE's 2.73% 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%
PFE
- 1D
- -1.20%
- 1M
- -1.82%
- 6M
- -0.27%
- YTD
- 2.73%
- 1Y
- 8.21%
- 3Y*
- -7.26%
- 5Y*
- -4.86%
- 10Y*
- 1.03%
- ALL TIME*
- 9.04%
FLCH vs. PFE - 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% |
PFE Pfizer Inc. | 2.73% | 0.65% | -2.22% | -41.26% | -10.41% | 66.70% | 3.07% | -6.91% | 24.82% | 2.82% |
Correlation
The correlation between FLCH and PFE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.19 |
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. PFE — Risk / Return Rank
FLCH
PFE
FLCH vs. PFE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Pfizer Inc. (PFE). 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 | PFE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.08 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.52 | -0.68 |
| Martin ratioReturn relative to average drawdown | -0.34 | 1.21 | -1.55 |
Loading charts...
Drawdowns
FLCH vs. PFE - Drawdown Comparison
The maximum FLCH drawdown since its inception was -62.09%, smaller than the maximum PFE drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for FLCH and PFE.
Loading charts...
Drawdown Indicators
| FLCH | PFE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.09% | -69.24% | +7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -21.48% | -15.72% | -5.76% |
Max Drawdown (3Y)Largest decline over 3 years | -25.43% | -36.38% | +10.95% |
Max Drawdown (5Y)Largest decline over 5 years | -52.45% | -58.96% | +6.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.96% | — |
Current DrawdownCurrent decline from peak | -36.06% | -48.71% | +12.65% |
Average DrawdownAverage peak-to-trough decline | -30.61% | -22.95% | -7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 6.80% | +2.97% |
Volatility
FLCH vs. PFE - Volatility Comparison
The current volatility for Franklin FTSE China ETF (FLCH) is 6.16%, while Pfizer Inc. (PFE) has a volatility of 7.38%. This indicates that FLCH experiences smaller price fluctuations and is considered to be less risky than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FLCH | PFE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 7.38% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.05% | 15.35% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.88% | 24.30% | -4.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.62% | 25.63% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.82% | 23.97% | +3.85% |
Dividends
FLCH vs. PFE - Dividend Comparison
FLCH's dividend yield for the trailing twelve months is around 2.39%, less than PFE's 6.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
PFE Pfizer Inc. | 6.95% | 6.91% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% |
Frequently Asked Questions
FLCH and PFE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFE has higher volatility (7.38%) compared to FLCH (6.16%). In terms of maximum drawdown, FLCH dropped -62.09% vs PFE's -69.24%.
PFE currently has the higher Sharpe Ratio (0.34 vs -0.17), 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 PFE
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