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FLGB vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLGB and VFIAX is 0.65, 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.


-0.50.00.51.00.7

Performance

FLGB vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE United Kingdom ETF (FLGB) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
33.30%
157.64%
FLGB
VFIAX

Key characteristics

Sharpe Ratio

FLGB:

0.66

VFIAX:

2.23

Sortino Ratio

FLGB:

0.96

VFIAX:

2.96

Omega Ratio

FLGB:

1.11

VFIAX:

1.42

Calmar Ratio

FLGB:

0.86

VFIAX:

3.30

Martin Ratio

FLGB:

2.91

VFIAX:

14.60

Ulcer Index

FLGB:

2.76%

VFIAX:

1.91%

Daily Std Dev

FLGB:

12.19%

VFIAX:

12.52%

Max Drawdown

FLGB:

-42.61%

VFIAX:

-55.20%

Current Drawdown

FLGB:

-9.32%

VFIAX:

-2.57%

Returns By Period

In the year-to-date period, FLGB achieves a 6.20% return, which is significantly lower than VFIAX's 25.97% return.


FLGB

YTD

6.20%

1M

-2.85%

6M

-1.58%

1Y

6.90%

5Y*

4.24%

10Y*

N/A

VFIAX

YTD

25.97%

1M

-0.19%

6M

9.23%

1Y

26.41%

5Y*

14.74%

10Y*

13.05%

Compare stocks, funds, or ETFs

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


FLGB vs. VFIAX - Expense Ratio Comparison

FLGB has a 0.09% expense ratio, which is higher than VFIAX's 0.04% 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%.


FLGB
Franklin FTSE United Kingdom ETF
Expense ratio chart for FLGB: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FLGB vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FLGB, currently valued at 0.66, compared to the broader market0.002.004.000.662.23
The chart of Sortino ratio for FLGB, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.962.96
The chart of Omega ratio for FLGB, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.42
The chart of Calmar ratio for FLGB, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.863.30
The chart of Martin ratio for FLGB, currently valued at 2.91, compared to the broader market0.0020.0040.0060.0080.00100.002.9114.60
FLGB
VFIAX

The current FLGB Sharpe Ratio is 0.66, which is lower than the VFIAX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of FLGB and VFIAX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.66
2.23
FLGB
VFIAX

Dividends

FLGB vs. VFIAX - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 2.45%, more than VFIAX's 0.90% yield.


TTM20232022202120202019201820172016201520142013
FLGB
Franklin FTSE United Kingdom ETF
2.45%3.95%4.24%2.93%2.67%4.30%3.92%0.44%0.00%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
0.90%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FLGB vs. VFIAX - Drawdown Comparison

The maximum FLGB drawdown since its inception was -42.61%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FLGB and VFIAX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.32%
-2.57%
FLGB
VFIAX

Volatility

FLGB vs. VFIAX - Volatility Comparison

Franklin FTSE United Kingdom ETF (FLGB) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 3.96% and 3.79%, 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.96%
3.79%
FLGB
VFIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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