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FLGR vs. FDVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLGR vs. FDVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Germany ETF (FLGR) and Fidelity High Dividend ETF (FDVV). The values are adjusted to include any dividend payments, if applicable.

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FLGR vs. FDVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLGR
Franklin FTSE Germany ETF
-6.72%36.67%10.63%24.22%-21.96%5.40%12.11%19.99%-21.50%-0.27%
FDVV
Fidelity High Dividend ETF
-1.78%17.08%21.81%18.00%-4.21%29.24%2.80%24.07%-1.26%5.16%

Returns By Period

In the year-to-date period, FLGR achieves a -6.72% return, which is significantly lower than FDVV's -1.78% return.


FLGR

1D
3.40%
1M
-10.78%
YTD
-6.72%
6M
-4.77%
1Y
8.79%
3Y*
15.06%
5Y*
6.26%
10Y*

FDVV

1D
2.35%
1M
-5.66%
YTD
-1.78%
6M
0.65%
1Y
14.82%
3Y*
16.89%
5Y*
12.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

FLGR vs. FDVV — Risk / Return Rank

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

FLGR
FLGR Risk / Return Rank: 2626
Overall Rank
FLGR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FLGR Sortino Ratio Rank: 2828
Sortino Ratio Rank
FLGR Omega Ratio Rank: 2727
Omega Ratio Rank
FLGR Calmar Ratio Rank: 2525
Calmar Ratio Rank
FLGR Martin Ratio Rank: 2525
Martin Ratio Rank

FDVV
FDVV Risk / Return Rank: 6060
Overall Rank
FDVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FDVV Sortino Ratio Rank: 5858
Sortino Ratio Rank
FDVV Omega Ratio Rank: 6565
Omega Ratio Rank
FDVV Calmar Ratio Rank: 5757
Calmar Ratio Rank
FDVV Martin Ratio Rank: 6363
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.

FLGR vs. FDVV - Risk-Adjusted Trends 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.


FLGRFDVVDifference

Sharpe ratio

Return per unit of total volatility

0.44

0.97

-0.53

Sortino ratio

Return per unit of downside risk

0.77

1.41

-0.65

Omega ratio

Gain probability vs. loss probability

1.10

1.23

-0.12

Calmar ratio

Return relative to maximum drawdown

0.55

1.29

-0.75

Martin ratio

Return relative to average drawdown

1.72

5.68

-3.96

FLGR vs. FDVV - Sharpe Ratio Comparison

The current FLGR Sharpe Ratio is 0.44, which is lower than the FDVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FLGR and FDVV, 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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Sharpe Ratios by Period


FLGRFDVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.97

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.86

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.74

-0.50

Correlation

The correlation between FLGR and FDVV 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.


Dividends

FLGR vs. FDVV - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 1.85%, less than FDVV's 3.00% yield.


TTM2025202420232022202120202019201820172016
FLGR
Franklin FTSE Germany ETF
1.85%1.72%2.40%2.99%3.50%2.67%2.61%2.52%3.06%0.00%0.00%
FDVV
Fidelity High Dividend ETF
3.00%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%

Drawdowns

FLGR vs. FDVV - Drawdown Comparison

The maximum FLGR drawdown since its inception was -46.21%, 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.


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Drawdown Indicators


FLGRFDVVDifference

Max Drawdown

Largest peak-to-trough decline

-46.21%

-40.25%

-5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-12.34%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-43.54%

-20.18%

-23.36%

Current Drawdown

Current decline from peak

-11.09%

-7.04%

-4.05%

Average Drawdown

Average peak-to-trough decline

-12.52%

-3.85%

-8.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

2.81%

+1.77%

Volatility

FLGR vs. FDVV - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) has a higher volatility of 8.57% compared to Fidelity High Dividend ETF (FDVV) at 4.48%. 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.


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Volatility by Period


FLGRFDVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.57%

4.48%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.38%

7.68%

+4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

20.15%

15.34%

+4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.10%

14.74%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

17.09%

+4.34%