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FLCH vs. RYCEY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FLCH vs. RYCEY

Last updated Jun 9, 2026

FLCH (Franklin FTSE China ETF) is China Equities fund tracking the FTSE China RIC Capped Index, while RYCEY (Rolls-Royce Holdings plc) is a stock. Over the past 5 years, FLCH returned -5.25%/yr vs 60.04%/yr for RYCEY. At a 0.28 correlation, their price movements are largely independent.

Performance

FLCH vs. RYCEY - Performance Comparison

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

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Returns By Period

In the year-to-date period, FLCH achieves a -9.50% return, which is significantly lower than RYCEY's 6.89% return.

FLCH

1D
-0.60%
1M
-8.03%
YTD
-9.50%
6M
-11.21%
1Y
2.19%
3Y*
8.94%
5Y*
-5.25%
10Y*
—

RYCEY

1D
-0.24%
1M
-0.36%
YTD
6.89%
6M
11.28%
1Y
38.97%
3Y*
110.24%
5Y*
60.04%
10Y*
7.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCH vs. RYCEY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FLCH
Franklin FTSE China ETF		-9.50%32.55%18.00%-11.21%-22.74%-20.87%30.09%24.32%-19.52%0.91%
RYCEY
Rolls-Royce Holdings plc		6.89%123.64%88.21%253.27%-33.95%2.53%-82.05%-12.69%-7.35%-11.27%

Correlation

The correlation between FLCH and RYCEY 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

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2017

0.28

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Franklin FTSE China ETF

Rolls-Royce Holdings plc

Often compared with FLCH:
FLCH vs. MCHIFLCH vs. CXSEFLCH vs. CNYAFLCH vs. KWEBFLCH vs. IPACFLCH vs. ASHXFLCH vs. VWO
Often compared with RYCEY:
RYCEY vs. RR.LRYCEY vs. SMRRYCEY vs. RHM.DERYCEY vs. SPYRYCEY vs. BAESYRYCEY vs. VOORYCEY vs. AAPL

Return for Risk

FLCH vs. RYCEY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FLCH
FLCH Risk / Return Rank: 1111
Overall Rank
FLCH Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 1111
Sortino Ratio Rank
FLCH Omega Ratio Rank: 1111
Omega Ratio Rank
FLCH Calmar Ratio Rank: 1111
Calmar Ratio Rank
FLCH Martin Ratio Rank: 1111
Martin Ratio Rank
RYCEY
RYCEY Risk / Return Rank: 7272
Overall Rank
RYCEY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 7070
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 6767
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7373
Calmar Ratio Rank
RYCEY Martin Ratio Rank: 7777
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. RYCEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Rolls-Royce Holdings plc (RYCEY). 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.

FLCHRYCEYDifference
Sharpe ratioReturn per unit of total volatility
0.11
1.04

-0.93

Sortino ratioReturn per unit of downside risk
0.30
1.68

-1.38

Omega ratioGain probability vs. loss probability

1.04

1.20

-0.17

Calmar ratioReturn relative to maximum drawdown

0.13

1.80

-1.67

Martin ratioReturn relative to average drawdown

0.29

5.11

-4.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLCH vs. RYCEY - Sharpe Ratio Comparison

The current FLCH Sharpe Ratio is 0.11, which is lower than the RYCEY Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of FLCH and RYCEY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

FLCHRYCEYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

1.04

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

1.39

-1.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.16

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

-0.23

+0.24

Drawdowns

FLCH vs. RYCEY - Drawdown Comparison

The maximum FLCH drawdown since its inception was -62.09%, smaller than the maximum RYCEY drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for FLCH and RYCEY.

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Drawdown Indicators

FLCHRYCEYDifference

Max Drawdown

Largest peak-to-trough decline

-62.09%

-99.07%

+36.98%

Max Drawdown (1Y)

Largest decline over 1 year

-17.14%

-21.75%

+4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-25.43%

-23.37%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-55.78%

-62.01%

+6.23%

Max Drawdown (10Y)

Largest decline over 10 years

—

-94.64%

—

Current Drawdown

Current decline from peak

-36.20%

-78.78%

+42.58%

Average Drawdown

Average peak-to-trough decline

-30.54%

-84.19%

+53.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.58%

7.65%

-0.07%

Volatility

FLCH vs. RYCEY - Volatility Comparison

The current volatility for Franklin FTSE China ETF (FLCH) is 6.46%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 11.26%. This indicates that FLCH experiences smaller price fluctuations and is considered to be less risky than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FLCHRYCEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

11.26%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

32.56%

-18.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

37.74%

-18.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.61%

43.44%

-13.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.91%

49.35%

-21.44%

Dividends

FLCH vs. RYCEY - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.61%, more than RYCEY's 0.76% yield.

PositionTTM20252024202320222021202020192018201720162015
FLCH
Franklin FTSE China ETF		2.61%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%0.00%0.00%
RYCEY
Rolls-Royce Holdings plc		0.76%0.86%0.00%0.00%0.00%0.00%5.51%1.56%1.32%1.55%4.19%14.44%

Frequently Asked Questions

FLCH and RYCEY 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.

RYCEY has higher volatility (11.26%) compared to FLCH (6.46%). In terms of maximum drawdown, FLCH dropped -62.09% vs RYCEY's -99.07%.

RYCEY currently has the higher Sharpe Ratio (1.04 vs 0.11), 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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