PortfoliosLab logoPortfoliosLab logo
FLEU vs. ARGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLEU vs. ARGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Eurozone ETF (FLEU) and Ariel Fund (ARGFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLEU vs. ARGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLEU
Franklin FTSE Eurozone ETF
-1.24%41.56%2.26%16.21%-9.14%23.27%0.95%26.94%-8.54%-1.24%
ARGFX
Ariel Fund
-1.48%14.08%11.56%15.78%-18.68%30.29%10.05%24.64%-13.59%6.70%

Returns By Period

In the year-to-date period, FLEU achieves a -1.24% return, which is significantly higher than ARGFX's -1.48% return.


FLEU

1D
1.62%
1M
-5.27%
YTD
-1.24%
6M
2.55%
1Y
22.68%
3Y*
14.94%
5Y*
11.26%
10Y*

ARGFX

1D
3.37%
1M
-7.96%
YTD
-1.48%
6M
1.18%
1Y
22.08%
3Y*
10.82%
5Y*
4.86%
10Y*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLEU vs. ARGFX - Expense Ratio Comparison

FLEU has a 0.09% expense ratio, which is lower than ARGFX's 1.00% expense ratio.


Return for Risk

FLEU vs. ARGFX — Risk / Return Rank

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

FLEU
FLEU Risk / Return Rank: 6565
Overall Rank
FLEU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FLEU Sortino Ratio Rank: 6868
Sortino Ratio Rank
FLEU Omega Ratio Rank: 6464
Omega Ratio Rank
FLEU Calmar Ratio Rank: 6565
Calmar Ratio Rank
FLEU Martin Ratio Rank: 6363
Martin Ratio Rank

ARGFX
ARGFX Risk / Return Rank: 4545
Overall Rank
ARGFX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ARGFX Sortino Ratio Rank: 4646
Sortino Ratio Rank
ARGFX Omega Ratio Rank: 3939
Omega Ratio Rank
ARGFX Calmar Ratio Rank: 5757
Calmar Ratio Rank
ARGFX Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLEU vs. ARGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Eurozone ETF (FLEU) and Ariel Fund (ARGFX). 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.


FLEUARGFXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.90

+0.28

Sortino ratio

Return per unit of downside risk

1.76

1.41

+0.35

Omega ratio

Gain probability vs. loss probability

1.24

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.72

1.43

+0.29

Martin ratio

Return relative to average drawdown

6.61

4.66

+1.96

FLEU vs. ARGFX - Sharpe Ratio Comparison

The current FLEU Sharpe Ratio is 1.18, which is higher than the ARGFX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of FLEU and ARGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLEUARGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.90

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.22

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.54

-0.01

Correlation

The correlation between FLEU and ARGFX is 0.60, 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

FLEU vs. ARGFX - Dividend Comparison

FLEU's dividend yield for the trailing twelve months is around 2.25%, less than ARGFX's 11.98% yield.


TTM20252024202320222021202020192018201720162015
FLEU
Franklin FTSE Eurozone ETF
2.25%2.22%3.18%3.25%21.45%3.03%1.94%6.06%12.17%0.07%0.00%0.00%
ARGFX
Ariel Fund
11.98%11.80%5.49%5.09%9.01%5.56%5.33%5.81%10.35%6.30%6.56%16.28%

Drawdowns

FLEU vs. ARGFX - Drawdown Comparison

The maximum FLEU drawdown since its inception was -33.94%, smaller than the maximum ARGFX drawdown of -71.02%. Use the drawdown chart below to compare losses from any high point for FLEU and ARGFX.


Loading graphics...

Drawdown Indicators


FLEUARGFXDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-71.02%

+37.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-15.50%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.67%

-33.00%

+14.33%

Max Drawdown (10Y)

Largest decline over 10 years

-45.29%

Current Drawdown

Current decline from peak

-8.47%

-9.41%

+0.94%

Average Drawdown

Average peak-to-trough decline

-4.73%

-8.47%

+3.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

4.76%

-1.27%

Volatility

FLEU vs. ARGFX - Volatility Comparison

Franklin FTSE Eurozone ETF (FLEU) has a higher volatility of 8.27% compared to Ariel Fund (ARGFX) at 7.12%. This indicates that FLEU's price experiences larger fluctuations and is considered to be riskier than ARGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLEUARGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

7.12%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

14.19%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

24.69%

-5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.92%

22.34%

-6.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

22.77%

-4.61%