FLEE vs. VONG
Compare and contrast key facts about Franklin FTSE Europe ETF (FLEE) and Vanguard Russell 1000 Growth ETF (VONG).
FLEE and VONG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLEE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Developed Europe RIC Capped Index. It was launched on Nov 2, 2017. VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010. Both FLEE and VONG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLEE vs. VONG - Performance Comparison
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FLEE vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLEE Franklin FTSE Europe ETF | -0.49% | 35.76% | 2.03% | 20.46% | -15.22% | 16.84% | 5.33% | 24.41% | -14.97% | 1.47% |
VONG Vanguard Russell 1000 Growth ETF | -9.79% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 3.11% |
Returns By Period
In the year-to-date period, FLEE achieves a -0.49% return, which is significantly higher than VONG's -9.79% return.
FLEE
- 1D
- 3.33%
- 1M
- -7.60%
- YTD
- -0.49%
- 6M
- 5.81%
- 1Y
- 21.11%
- 3Y*
- 14.51%
- 5Y*
- 9.16%
- 10Y*
- —
VONG
- 1D
- 3.76%
- 1M
- -5.21%
- YTD
- -9.79%
- 6M
- -8.75%
- 1Y
- 18.79%
- 3Y*
- 21.10%
- 5Y*
- 12.35%
- 10Y*
- 16.65%
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FLEE vs. VONG - Expense Ratio Comparison
FLEE has a 0.09% expense ratio, which is higher than VONG's 0.06% 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%.
Return for Risk
FLEE vs. VONG — Risk / Return Rank
FLEE
VONG
FLEE vs. VONG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and Vanguard Russell 1000 Growth ETF (VONG). 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.
| FLEE | VONG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.84 | +0.36 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.36 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.16 | +0.45 |
Martin ratioReturn relative to average drawdown | 6.22 | 4.00 | +2.22 |
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
| FLEE | VONG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.84 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.58 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.84 | -0.43 |
Correlation
The correlation between FLEE and VONG is 0.63, 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
FLEE vs. VONG - Dividend Comparison
FLEE's dividend yield for the trailing twelve months is around 2.77%, more than VONG's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLEE Franklin FTSE Europe ETF | 2.77% | 2.76% | 3.93% | 2.57% | 3.48% | 3.61% | 1.88% | 3.02% | 3.85% | 0.02% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.51% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Drawdowns
FLEE vs. VONG - Drawdown Comparison
The maximum FLEE drawdown since its inception was -37.27%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for FLEE and VONG.
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Drawdown Indicators
| FLEE | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.27% | -32.72% | -4.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -16.23% | +3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -31.62% | -32.72% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.72% | — |
Current DrawdownCurrent decline from peak | -8.60% | -13.09% | +4.49% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -4.90% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 4.72% | -1.51% |
Volatility
FLEE vs. VONG - Volatility Comparison
Franklin FTSE Europe ETF (FLEE) has a higher volatility of 7.57% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.72%. This indicates that FLEE's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLEE | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.57% | 6.72% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 12.34% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.61% | 22.40% | -4.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 21.35% | -4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.92% | 20.82% | -1.90% |