FLGR vs. FDVV
Compare and contrast key facts about Franklin FTSE Germany ETF (FLGR) and Fidelity High Dividend ETF (FDVV).
FLGR and FDVV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLGR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Germany RIC Capped Index. It was launched on Nov 2, 2017. FDVV is a passively managed fund by Fidelity that tracks the performance of the Fidelity Core Dividend Index. It was launched on Sep 12, 2016. Both FLGR and FDVV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLGR or FDVV.
Performance
FLGR vs. FDVV - Performance Comparison
Returns By Period
In the year-to-date period, FLGR achieves a 9.40% return, which is significantly lower than FDVV's 25.12% return.
FLGR
9.40%
-5.73%
-0.26%
15.67%
5.08%
N/A
FDVV
25.12%
0.15%
12.12%
33.06%
14.55%
N/A
Key characteristics
| FLGR | FDVV | |
|---|---|---|
| Sharpe Ratio | 1.15 | 3.31 |
| Sortino Ratio | 1.64 | 4.52 |
| Omega Ratio | 1.20 | 1.62 |
| Calmar Ratio | 1.02 | 6.69 |
| Martin Ratio | 5.63 | 28.16 |
| Ulcer Index | 2.87% | 1.20% |
| Daily Std Dev | 14.02% | 10.20% |
| Max Drawdown | -46.11% | -40.25% |
| Current Drawdown | -7.42% | -0.56% |
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FLGR vs. FDVV - Expense Ratio Comparison
FLGR has a 0.09% expense ratio, which is lower than FDVV's 0.29% expense ratio.
Correlation
The correlation between FLGR and FDVV is 0.67, 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.
Risk-Adjusted Performance
FLGR vs. FDVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and Fidelity High Dividend ETF (FDVV). 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
FLGR vs. FDVV - Dividend Comparison
FLGR's dividend yield for the trailing twelve months is around 2.43%, less than FDVV's 2.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
FLGR Franklin FTSE Germany ETF | 2.43% | 2.99% | 3.50% | 2.67% | 2.61% | 2.52% | 3.06% | 0.00% | 0.00% |
FDVV Fidelity High Dividend ETF | 2.72% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.63% | 1.04% |
Drawdowns
FLGR vs. FDVV - Drawdown Comparison
The maximum FLGR drawdown since its inception was -46.11%, which is greater than FDVV's maximum drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for FLGR and FDVV. For additional features, visit the drawdowns tool.
Volatility
FLGR vs. FDVV - Volatility Comparison
Franklin FTSE Germany ETF (FLGR) has a higher volatility of 4.92% compared to Fidelity High Dividend ETF (FDVV) at 2.54%. This indicates that FLGR's price experiences larger fluctuations and is considered to be riskier than FDVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.