FLCH vs. RDVT
FLCH (Franklin FTSE China ETF) is China Equities fund tracking the FTSE China RIC Capped Index, while RDVT (Red Violet, Inc.) is a stock. Over the past 5 years, FLCH returned -4.30%/yr vs 23.87%/yr for RDVT. At a 0.16 correlation, their price movements are largely independent.
Performance
FLCH vs. RDVT - 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 RDVT's 16.75% 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%
RDVT
- 1D
- 1.96%
- 1M
- 20.67%
- 6M
- 32.45%
- YTD
- 16.75%
- 1Y
- 46.36%
- 3Y*
- 47.32%
- 5Y*
- 23.87%
- 10Y*
- —
- ALL TIME*
- 10.60%
FLCH vs. RDVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | -9.29% | 32.55% | 18.00% | -11.21% | -22.74% | -20.87% | 30.09% | 24.32% | -19.93% |
RDVT Red Violet, Inc. | 16.75% | 58.63% | 81.27% | -13.25% | -42.00% | 52.01% | 41.06% | 174.63% | -76.76% |
Correlation
The correlation between FLCH and RDVT is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2018 | 0.16 |
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Return for Risk
FLCH vs. RDVT — Risk / Return Rank
FLCH
RDVT
FLCH vs. RDVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Red Violet, Inc. (RDVT). 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 | RDVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.20 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.11 | -1.26 |
| Martin ratioReturn relative to average drawdown | -0.34 | 2.52 | -2.85 |
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Drawdowns
FLCH vs. RDVT - Drawdown Comparison
The maximum FLCH drawdown since its inception was -62.09%, smaller than the maximum RDVT drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for FLCH and RDVT.
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Drawdown Indicators
| FLCH | RDVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.09% | -90.17% | +28.08% |
Max Drawdown (1Y)Largest decline over 1 year | -21.48% | -42.11% | +20.63% |
Max Drawdown (3Y)Largest decline over 3 years | -25.43% | -42.11% | +16.68% |
Max Drawdown (5Y)Largest decline over 5 years | -52.45% | -63.73% | +11.28% |
Current DrawdownCurrent decline from peak | -36.06% | -3.23% | -32.83% |
Average DrawdownAverage peak-to-trough decline | -30.61% | -49.83% | +19.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 18.46% | -8.69% |
Volatility
FLCH vs. RDVT - Volatility Comparison
The current volatility for Franklin FTSE China ETF (FLCH) is 6.16%, while Red Violet, Inc. (RDVT) has a volatility of 11.06%. This indicates that FLCH experiences smaller price fluctuations and is considered to be less risky than RDVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCH | RDVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 11.06% | -4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 14.05% | 36.89% | -22.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.88% | 45.88% | -26.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.62% | 49.32% | -19.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.82% | 71.08% | -43.26% |
Dividends
FLCH vs. RDVT - Dividend Comparison
FLCH's dividend yield for the trailing twelve months is around 2.39%, while RDVT has not paid dividends to shareholders.
| 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% |
RDVT Red Violet, Inc. | 0.00% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FLCH and RDVT have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDVT has higher volatility (11.06%) compared to FLCH (6.16%). In terms of maximum drawdown, FLCH dropped -62.09% vs RDVT's -90.17%.
RDVT currently has the higher Sharpe Ratio (1.02 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.
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