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FLCH vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLCH and VWO is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FLCH vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE China ETF (FLCH) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FLCH:

25.48%

VWO:

12.91%

Max Drawdown

FLCH:

-2.41%

VWO:

-1.90%

Current Drawdown

FLCH:

-1.42%

VWO:

-1.20%

Returns By Period


FLCH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VWO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FLCH vs. VWO - Expense Ratio Comparison

FLCH has a 0.19% expense ratio, which is higher than VWO's 0.08% 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. VWO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLCH
The Risk-Adjusted Performance Rank of FLCH is 6565
Overall Rank
The Sharpe Ratio Rank of FLCH is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 5656
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 6262
Overall Rank
The Sharpe Ratio Rank of VWO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLCH vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE China ETF (FLCH) and Vanguard FTSE Emerging Markets ETF (VWO). 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.



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Dividends

FLCH vs. VWO - Dividend Comparison

FLCH's dividend yield for the trailing twelve months is around 2.54%, less than VWO's 3.06% yield.


TTM20242023202220212020201920182017201620152014
FLCH
Franklin FTSE China ETF
2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLCH vs. VWO - Drawdown Comparison

The maximum FLCH drawdown since its inception was -2.41%, which is greater than VWO's maximum drawdown of -1.90%. Use the drawdown chart below to compare losses from any high point for FLCH and VWO. For additional features, visit the drawdowns tool.


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Volatility

FLCH vs. VWO - Volatility Comparison


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