FLCH vs. VNQ
Compare and contrast key facts about Franklin FTSE China ETF (FLCH) and Vanguard Real Estate ETF (VNQ).
FLCH and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004. Both FLCH and VNQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLCH or VNQ.
Key characteristics
| FLCH | VNQ | |
|---|---|---|
| YTD Return | 22.96% | 11.73% |
| 1Y Return | 20.96% | 33.45% |
| 3Y Return (Ann) | -7.45% | -0.66% |
| 5Y Return (Ann) | -1.61% | 4.94% |
| Sharpe Ratio | 0.63 | 1.83 |
| Sortino Ratio | 1.11 | 2.62 |
| Omega Ratio | 1.14 | 1.33 |
| Calmar Ratio | 0.32 | 1.01 |
| Martin Ratio | 1.92 | 7.04 |
| Ulcer Index | 10.05% | 4.45% |
| Daily Std Dev | 30.71% | 17.13% |
| Max Drawdown | -62.09% | -73.07% |
| Current Drawdown | -44.59% | -7.83% |
Correlation
The correlation between FLCH and VNQ is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FLCH vs. VNQ - Performance Comparison
In the year-to-date period, FLCH achieves a 22.96% return, which is significantly higher than VNQ's 11.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLCH vs. VNQ - Expense Ratio Comparison
FLCH has a 0.19% expense ratio, which is higher than VNQ's 0.12% 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%.
Risk-Adjusted Performance
FLCH vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Vanguard Real Estate ETF (VNQ). 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.
Dividends
FLCH vs. VNQ - Dividend Comparison
FLCH's dividend yield for the trailing twelve months is around 2.49%, less than VNQ's 3.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | 2.49% | 3.46% | 2.69% | 1.49% | 0.91% | 1.98% | 1.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.80% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
FLCH vs. VNQ - Drawdown Comparison
The maximum FLCH drawdown since its inception was -62.09%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for FLCH and VNQ. For additional features, visit the drawdowns tool.
Volatility
FLCH vs. VNQ - Volatility Comparison
Franklin FTSE China ETF (FLCH) has a higher volatility of 12.06% compared to Vanguard Real Estate ETF (VNQ) at 5.30%. This indicates that FLCH's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.