FLEE vs. VTI
Compare and contrast key facts about Franklin FTSE Europe ETF (FLEE) and Vanguard Total Stock Market ETF (VTI).
FLEE and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both FLEE and VTI 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: FLEE or VTI.
Key characteristics
| FLEE | VTI | |
|---|---|---|
| YTD Return | 7.23% | 25.76% |
| 1Y Return | 19.29% | 38.64% |
| 3Y Return (Ann) | 2.76% | 8.41% |
| 5Y Return (Ann) | 7.12% | 15.27% |
| Sharpe Ratio | 1.57 | 3.05 |
| Sortino Ratio | 2.21 | 4.07 |
| Omega Ratio | 1.27 | 1.57 |
| Calmar Ratio | 2.13 | 4.13 |
| Martin Ratio | 8.30 | 19.90 |
| Ulcer Index | 2.39% | 1.94% |
| Daily Std Dev | 12.65% | 12.68% |
| Max Drawdown | -37.27% | -55.45% |
| Current Drawdown | -5.88% | 0.00% |
Correlation
The correlation between FLEE and VTI is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FLEE vs. VTI - Performance Comparison
In the year-to-date period, FLEE achieves a 7.23% return, which is significantly lower than VTI's 25.76% 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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FLEE vs. VTI - Expense Ratio Comparison
FLEE has a 0.09% expense ratio, which is higher than VTI's 0.03% 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
FLEE vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and Vanguard Total Stock Market ETF (VTI). 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
FLEE vs. VTI - Dividend Comparison
FLEE's dividend yield for the trailing twelve months is around 3.38%, more than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLEE Franklin FTSE Europe ETF | 3.38% | 2.57% | 3.48% | 3.60% | 1.88% | 3.02% | 3.85% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FLEE vs. VTI - Drawdown Comparison
The maximum FLEE drawdown since its inception was -37.27%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FLEE and VTI. For additional features, visit the drawdowns tool.
Volatility
FLEE vs. VTI - Volatility Comparison
Franklin FTSE Europe ETF (FLEE) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.00% and 4.12%, 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.