FLGB vs. VFIAX
Compare and contrast key facts about Franklin FTSE United Kingdom ETF (FLGB) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
FLGB is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE UK RIC Capped Index. It was launched on Nov 2, 2017. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLGB or VFIAX.
Key characteristics
| FLGB | VFIAX | |
|---|---|---|
| YTD Return | 8.56% | 26.91% |
| 1Y Return | 15.69% | 34.96% |
| 3Y Return (Ann) | 5.77% | 10.19% |
| 5Y Return (Ann) | 5.66% | 15.73% |
| Sharpe Ratio | 1.45 | 3.06 |
| Sortino Ratio | 2.05 | 4.07 |
| Omega Ratio | 1.25 | 1.58 |
| Calmar Ratio | 2.46 | 4.45 |
| Martin Ratio | 8.50 | 20.13 |
| Ulcer Index | 2.12% | 1.87% |
| Daily Std Dev | 12.39% | 12.28% |
| Max Drawdown | -42.61% | -55.20% |
| Current Drawdown | -7.30% | -0.26% |
Correlation
The correlation between FLGB and VFIAX is 0.66, 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
FLGB vs. VFIAX - Performance Comparison
In the year-to-date period, FLGB achieves a 8.56% return, which is significantly lower than VFIAX's 26.91% 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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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%.
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.
Dividends
FLGB vs. VFIAX - Dividend Comparison
FLGB's dividend yield for the trailing twelve months is around 4.32%, more than VFIAX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLGB Franklin FTSE United Kingdom ETF | 4.32% | 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 | 1.22% | 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.
Volatility
FLGB vs. VFIAX - Volatility Comparison
Franklin FTSE United Kingdom ETF (FLGB) has a higher volatility of 3.98% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.75%. This indicates that FLGB's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.