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FLEE vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLEE and VYMI is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FLEE vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Europe ETF (FLEE) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

40.00%45.00%50.00%55.00%60.00%NovemberDecember2025FebruaryMarchApril
58.38%
56.96%
FLEE
VYMI

Key characteristics

Sharpe Ratio

FLEE:

0.76

VYMI:

0.96

Sortino Ratio

FLEE:

1.16

VYMI:

1.40

Omega Ratio

FLEE:

1.15

VYMI:

1.19

Calmar Ratio

FLEE:

0.89

VYMI:

1.22

Martin Ratio

FLEE:

2.58

VYMI:

4.24

Ulcer Index

FLEE:

5.01%

VYMI:

3.69%

Daily Std Dev

FLEE:

16.98%

VYMI:

16.29%

Max Drawdown

FLEE:

-37.27%

VYMI:

-40.00%

Current Drawdown

FLEE:

-0.99%

VYMI:

-0.56%

Returns By Period

In the year-to-date period, FLEE achieves a 15.04% return, which is significantly higher than VYMI's 11.54% return.


FLEE

YTD

15.04%

1M

1.92%

6M

8.34%

1Y

13.61%

5Y*

13.74%

10Y*

N/A

VYMI

YTD

11.54%

1M

0.75%

6M

7.73%

1Y

16.12%

5Y*

15.32%

10Y*

N/A

*Annualized

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FLEE vs. VYMI - Expense Ratio Comparison

FLEE has a 0.09% expense ratio, which is lower than VYMI's 0.22% 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%.


Expense ratio chart for VYMI: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYMI: 0.22%
Expense ratio chart for FLEE: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLEE: 0.09%

Risk-Adjusted Performance

FLEE vs. VYMI — Risk-Adjusted Performance Rank

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

FLEE
The Risk-Adjusted Performance Rank of FLEE is 7272
Overall Rank
The Sharpe Ratio Rank of FLEE is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEE is 7272
Sortino Ratio Rank
The Omega Ratio Rank of FLEE is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FLEE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FLEE is 6767
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8080
Overall Rank
The Sharpe Ratio Rank of VYMI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8181
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.

FLEE vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and Vanguard International High Dividend Yield ETF (VYMI). 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.


The chart of Sharpe ratio for FLEE, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.00
FLEE: 0.76
VYMI: 0.96
The chart of Sortino ratio for FLEE, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.00
FLEE: 1.16
VYMI: 1.40
The chart of Omega ratio for FLEE, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
FLEE: 1.15
VYMI: 1.19
The chart of Calmar ratio for FLEE, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.00
FLEE: 0.89
VYMI: 1.22
The chart of Martin ratio for FLEE, currently valued at 2.58, compared to the broader market0.0020.0040.0060.00
FLEE: 2.58
VYMI: 4.24

The current FLEE Sharpe Ratio is 0.76, which is comparable to the VYMI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FLEE and VYMI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.76
0.96
FLEE
VYMI

Dividends

FLEE vs. VYMI - Dividend Comparison

FLEE's dividend yield for the trailing twelve months is around 3.41%, less than VYMI's 4.35% yield.


TTM202420232022202120202019201820172016
FLEE
Franklin FTSE Europe ETF
3.41%3.93%2.57%3.48%3.61%1.88%3.02%3.85%0.02%0.00%
VYMI
Vanguard International High Dividend Yield ETF
4.35%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

FLEE vs. VYMI - Drawdown Comparison

The maximum FLEE drawdown since its inception was -37.27%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for FLEE and VYMI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.99%
-0.56%
FLEE
VYMI

Volatility

FLEE vs. VYMI - Volatility Comparison

Franklin FTSE Europe ETF (FLEE) and Vanguard International High Dividend Yield ETF (VYMI) have volatilities of 11.28% and 10.99%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.28%
10.99%
FLEE
VYMI