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

Correlation

The correlation between FLEH and VYMI is 0.61, 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.


Performance

FLEH vs. VYMI - Performance Comparison

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

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Key characteristics

Returns By Period


FLEH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VYMI

YTD

15.78%

1M

7.86%

6M

14.37%

1Y

14.63%

5Y*

16.27%

10Y*

N/A

*Annualized

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FLEH vs. VYMI - Expense Ratio Comparison

FLEH 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%.


Risk-Adjusted Performance

FLEH vs. VYMI — Risk-Adjusted Performance Rank

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

FLEH
The Risk-Adjusted Performance Rank of FLEH is 6161
Overall Rank
The Sharpe Ratio Rank of FLEH is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FLEH is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FLEH is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FLEH is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FLEH is 9898
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8080
Overall Rank
The Sharpe Ratio Rank of VYMI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8585
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.

FLEH vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe Hedged ETF (FLEH) 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.



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Dividends

FLEH vs. VYMI - Dividend Comparison

FLEH has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 4.20%.


TTM202420232022202120202019201820172016
FLEH
Franklin FTSE Europe Hedged ETF
0.00%1.88%3.25%1.84%3.03%1.94%6.06%12.17%0.07%0.00%
VYMI
Vanguard International High Dividend Yield ETF
4.20%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

FLEH vs. VYMI - Drawdown Comparison


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Volatility

FLEH vs. VYMI - Volatility Comparison


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