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FLGR vs. FLJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLGR and FLJP is 0.62, 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.


-0.50.00.51.00.6

Performance

FLGR vs. FLJP - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.10%
-3.47%
FLGR
FLJP

Key characteristics

Sharpe Ratio

FLGR:

1.37

FLJP:

0.25

Sortino Ratio

FLGR:

1.96

FLJP:

0.45

Omega Ratio

FLGR:

1.23

FLJP:

1.06

Calmar Ratio

FLGR:

1.49

FLJP:

0.37

Martin Ratio

FLGR:

5.81

FLJP:

0.92

Ulcer Index

FLGR:

3.40%

FLJP:

4.66%

Daily Std Dev

FLGR:

14.45%

FLJP:

17.07%

Max Drawdown

FLGR:

-46.11%

FLJP:

-32.49%

Current Drawdown

FLGR:

-2.53%

FLJP:

-8.11%

Returns By Period

In the year-to-date period, FLGR achieves a 4.10% return, which is significantly higher than FLJP's -1.40% return.


FLGR

YTD

4.10%

1M

3.81%

6M

7.10%

1Y

18.16%

5Y*

5.42%

10Y*

N/A

FLJP

YTD

-1.40%

1M

-0.40%

6M

-3.47%

1Y

3.18%

5Y*

4.15%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FLGR vs. FLJP - Expense Ratio Comparison

Both FLGR and FLJP have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


FLGR
Franklin FTSE Germany ETF
Expense ratio chart for FLGR: 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 FLJP: 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%

Risk-Adjusted Performance

FLGR vs. FLJP — Risk-Adjusted Performance Rank

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

FLGR
The Risk-Adjusted Performance Rank of FLGR is 5151
Overall Rank
The Sharpe Ratio Rank of FLGR is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGR is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FLGR is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FLGR is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FLGR is 5050
Martin Ratio Rank

FLJP
The Risk-Adjusted Performance Rank of FLJP is 1313
Overall Rank
The Sharpe Ratio Rank of FLJP is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FLJP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FLJP is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FLJP is 1313
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.

FLGR vs. FLJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and Franklin FTSE Japan ETF (FLJP). 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 FLGR, currently valued at 1.37, compared to the broader market0.002.004.001.370.25
The chart of Sortino ratio for FLGR, currently valued at 1.96, compared to the broader market0.005.0010.001.960.45
The chart of Omega ratio for FLGR, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.06
The chart of Calmar ratio for FLGR, currently valued at 1.49, compared to the broader market0.005.0010.0015.001.490.37
The chart of Martin ratio for FLGR, currently valued at 5.81, compared to the broader market0.0020.0040.0060.0080.00100.005.810.92
FLGR
FLJP

The current FLGR Sharpe Ratio is 1.37, which is higher than the FLJP Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of FLGR and FLJP, 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.37
0.25
FLGR
FLJP

Dividends

FLGR vs. FLJP - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 2.30%, less than FLJP's 4.62% yield.


TTM20242023202220212020201920182017
FLGR
Franklin FTSE Germany ETF
2.30%2.40%2.99%3.50%2.67%2.61%2.52%3.06%0.00%
FLJP
Franklin FTSE Japan ETF
4.62%4.56%3.00%1.91%2.40%1.51%2.26%1.50%0.10%

Drawdowns

FLGR vs. FLJP - Drawdown Comparison

The maximum FLGR drawdown since its inception was -46.11%, which is greater than FLJP's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for FLGR and FLJP. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.53%
-8.11%
FLGR
FLJP

Volatility

FLGR vs. FLJP - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) has a higher volatility of 5.16% compared to Franklin FTSE Japan ETF (FLJP) at 4.44%. This indicates that FLGR's price experiences larger fluctuations and is considered to be riskier than FLJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.16%
4.44%
FLGR
FLJP
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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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