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

Key characteristics


FLGRFLJP
YTD Return3.02%4.39%
1Y Return8.49%17.09%
3Y Return (Ann)-0.96%1.74%
5Y Return (Ann)4.40%5.73%
Sharpe Ratio0.491.09
Daily Std Dev14.25%14.74%
Max Drawdown-46.11%-32.49%
Current Drawdown-7.90%-6.44%

Correlation

-0.50.00.51.00.6

The correlation between FLGR and FLJP is 0.63, 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

FLGR vs. FLJP - Performance Comparison

In the year-to-date period, FLGR achieves a 3.02% return, which is significantly lower than FLJP's 4.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
11.06%
27.78%
FLGR
FLJP

Compare stocks, funds, or ETFs

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


Franklin FTSE Germany ETF

Franklin FTSE Japan ETF

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.


FLGR
Sharpe ratio
The chart of Sharpe ratio for FLGR, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.000.49
Sortino ratio
The chart of Sortino ratio for FLGR, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.000.80
Omega ratio
The chart of Omega ratio for FLGR, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for FLGR, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.000.28
Martin ratio
The chart of Martin ratio for FLGR, currently valued at 1.26, compared to the broader market0.0020.0040.0060.001.26
FLJP
Sharpe ratio
The chart of Sharpe ratio for FLJP, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.001.09
Sortino ratio
The chart of Sortino ratio for FLJP, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.001.57
Omega ratio
The chart of Omega ratio for FLJP, currently valued at 1.18, compared to the broader market0.501.001.502.002.501.18
Calmar ratio
The chart of Calmar ratio for FLJP, currently valued at 0.83, compared to the broader market0.002.004.006.008.0010.0012.000.83
Martin ratio
The chart of Martin ratio for FLJP, currently valued at 4.62, compared to the broader market0.0020.0040.0060.004.62

FLGR vs. FLJP - Sharpe Ratio Comparison

The current FLGR Sharpe Ratio is 0.49, which is lower than the FLJP Sharpe Ratio of 1.09. The chart below compares the 12-month rolling Sharpe Ratio of FLGR and FLJP.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
0.49
1.09
FLGR
FLJP

Dividends

FLGR vs. FLJP - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 2.90%, more than FLJP's 2.87% yield.


TTM2023202220212020201920182017
FLGR
Franklin FTSE Germany ETF
2.90%2.99%3.50%2.68%2.61%2.52%3.06%0.00%
FLJP
Franklin FTSE Japan ETF
2.87%3.00%1.92%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-7.90%
-6.44%
FLGR
FLJP

Volatility

FLGR vs. FLJP - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) and Franklin FTSE Japan ETF (FLJP) have volatilities of 4.21% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
4.21%
4.02%
FLGR
FLJP