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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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.16%
1.98%
FLGR
FLJP

Key characteristics

Sharpe Ratio

FLGR:

0.81

FLJP:

0.53

Sortino Ratio

FLGR:

1.20

FLJP:

0.83

Omega Ratio

FLGR:

1.14

FLJP:

1.10

Calmar Ratio

FLGR:

0.82

FLJP:

0.78

Martin Ratio

FLGR:

3.58

FLJP:

2.17

Ulcer Index

FLGR:

3.20%

FLJP:

4.20%

Daily Std Dev

FLGR:

14.17%

FLJP:

17.12%

Max Drawdown

FLGR:

-46.11%

FLJP:

-32.49%

Current Drawdown

FLGR:

-6.11%

FLJP:

-7.74%

Returns By Period

In the year-to-date period, FLGR achieves a 10.95% return, which is significantly higher than FLJP's 5.92% return.


FLGR

YTD

10.95%

1M

1.42%

6M

5.16%

1Y

12.81%

5Y*

5.00%

10Y*

N/A

FLJP

YTD

5.92%

1M

-0.45%

6M

1.98%

1Y

9.60%

5Y*

4.22%

10Y*

N/A

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 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 0.81, compared to the broader market0.002.004.000.810.53
The chart of Sortino ratio for FLGR, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.0010.001.200.83
The chart of Omega ratio for FLGR, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.10
The chart of Calmar ratio for FLGR, currently valued at 0.82, compared to the broader market0.005.0010.0015.000.820.78
The chart of Martin ratio for FLGR, currently valued at 3.58, compared to the broader market0.0020.0040.0060.0080.00100.003.582.17
FLGR
FLJP

The current FLGR Sharpe Ratio is 0.81, which is higher than the FLJP Sharpe Ratio of 0.53. 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.81
0.53
FLGR
FLJP

Dividends

FLGR vs. FLJP - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 2.39%, less than FLJP's 3.59% yield.


TTM2023202220212020201920182017
FLGR
Franklin FTSE Germany ETF
2.39%2.99%3.50%2.67%2.61%2.52%3.06%0.00%
FLJP
Franklin FTSE Japan ETF
3.59%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%JulyAugustSeptemberOctoberNovemberDecember
-6.11%
-7.74%
FLGR
FLJP

Volatility

FLGR vs. FLJP - Volatility Comparison

The current volatility for Franklin FTSE Germany ETF (FLGR) is 3.61%, while Franklin FTSE Japan ETF (FLJP) has a volatility of 5.09%. This indicates that FLGR experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
3.61%
5.09%
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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