FLCH vs. SSGJX
Compare and contrast key facts about Franklin FTSE China ETF (FLCH) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX).
FLCH is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE China RIC Capped Index. It was launched on Nov 2, 2017. SSGJX is managed by State Street. It was launched on Sep 17, 2014.
Performance
FLCH vs. SSGJX - Performance Comparison
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FLCH vs. SSGJX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | -5.65% | 32.55% | 18.00% | -11.21% | -22.74% | -20.87% | 30.09% | 24.32% | -19.52% | 0.91% |
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 1.26% | 32.51% | 4.92% | 15.59% | -16.57% | 8.21% | -88.91% | 21.27% | -14.19% | 2.40% |
Returns By Period
In the year-to-date period, FLCH achieves a -5.65% return, which is significantly lower than SSGJX's 1.26% return.
FLCH
- 1D
- 0.29%
- 1M
- -4.32%
- YTD
- -5.65%
- 6M
- -12.56%
- 1Y
- 7.43%
- 3Y*
- 7.60%
- 5Y*
- -4.85%
- 10Y*
- —
SSGJX
- 1D
- 1.93%
- 1M
- -7.38%
- YTD
- 1.26%
- 6M
- 5.20%
- 1Y
- 26.67%
- 3Y*
- 15.05%
- 5Y*
- 6.95%
- 10Y*
- -13.69%
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FLCH vs. SSGJX - Expense Ratio Comparison
FLCH has a 0.19% expense ratio, which is lower than SSGJX's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FLCH vs. SSGJX — Risk / Return Rank
FLCH
SSGJX
FLCH vs. SSGJX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX). 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.
| FLCH | SSGJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 1.76 | -1.43 |
Sortino ratioReturn per unit of downside risk | 0.59 | 2.36 | -1.77 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.36 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.45 | 2.34 | -1.89 |
Martin ratioReturn relative to average drawdown | 1.29 | 9.12 | -7.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLCH | SSGJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 1.76 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.48 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | -0.43 | +0.45 |
Correlation
The correlation between FLCH and SSGJX is 0.65, 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.
Dividends
FLCH vs. SSGJX - Dividend Comparison
FLCH's dividend yield for the trailing twelve months is around 2.50%, less than SSGJX's 4.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | 2.50% | 2.36% | 2.87% | 3.47% | 2.69% | 1.48% | 0.91% | 1.98% | 1.92% | 0.01% | 0.00% | 0.00% |
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 4.29% | 4.34% | 4.43% | 2.93% | 2.73% | 4.07% | 1.57% | 4.69% | 8.03% | 3.98% | 1.52% | 2.09% |
Drawdowns
FLCH vs. SSGJX - Drawdown Comparison
The maximum FLCH drawdown since its inception was -62.09%, smaller than the maximum SSGJX drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for FLCH and SSGJX.
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Drawdown Indicators
| FLCH | SSGJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.09% | -92.55% | +30.46% |
Max Drawdown (1Y)Largest decline over 1 year | -16.65% | -11.23% | -5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -56.06% | -30.19% | -25.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.55% | — |
Current DrawdownCurrent decline from peak | -33.49% | -84.22% | +50.73% |
Average DrawdownAverage peak-to-trough decline | -30.50% | -50.15% | +19.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.02% | 2.88% | +3.14% |
Volatility
FLCH vs. SSGJX - Volatility Comparison
Franklin FTSE China ETF (FLCH) and State Street Global All Cap Equity ex-U.S. Index Fund (SSGJX) have volatilities of 6.44% and 6.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCH | SSGJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 6.71% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.92% | 10.18% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.03% | 15.57% | +7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.58% | 14.52% | +15.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.06% | 32.52% | -4.46% |