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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.


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.

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Key characteristics

Sharpe Ratio

FLGB:

0.70

VFIAX:

0.66

Sortino Ratio

FLGB:

1.18

VFIAX:

1.18

Omega Ratio

FLGB:

1.17

VFIAX:

1.17

Calmar Ratio

FLGB:

1.02

VFIAX:

0.79

Martin Ratio

FLGB:

3.65

VFIAX:

3.05

Ulcer Index

FLGB:

3.65%

VFIAX:

4.87%

Daily Std Dev

FLGB:

16.81%

VFIAX:

19.63%

Max Drawdown

FLGB:

-42.61%

VFIAX:

-55.20%

Current Drawdown

FLGB:

0.00%

VFIAX:

-3.40%

Returns By Period

In the year-to-date period, FLGB achieves a 13.74% return, which is significantly higher than VFIAX's 1.07% return.


FLGB

YTD

13.74%

1M

6.01%

6M

14.09%

1Y

11.74%

5Y*

14.65%

10Y*

N/A

VFIAX

YTD

1.07%

1M

9.75%

6M

0.12%

1Y

12.92%

5Y*

17.41%

10Y*

12.74%

*Annualized

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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 Rank

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

FLGB
The Risk-Adjusted Performance Rank of FLGB is 7474
Overall Rank
The Sharpe Ratio Rank of FLGB is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGB is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FLGB is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FLGB is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FLGB is 7979
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 7373
Overall Rank
The Sharpe Ratio Rank of VFIAX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 7474
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.

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.


The current FLGB Sharpe Ratio is 0.70, which is comparable to the VFIAX Sharpe Ratio of 0.66. 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.


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Dividends

FLGB vs. VFIAX - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 3.89%, more than VFIAX's 1.28% yield.


TTM20242023202220212020201920182017201620152014
FLGB
Franklin FTSE United Kingdom ETF
3.89%4.42%3.95%4.23%2.93%2.67%4.30%3.92%0.43%0.00%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.28%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

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.


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Volatility

FLGB vs. VFIAX - Volatility Comparison

The current volatility for Franklin FTSE United Kingdom ETF (FLGB) is 3.77%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 6.12%. This indicates that FLGB experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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