FLGR vs. FLJP
Compare and contrast key facts about Franklin FTSE Germany ETF (FLGR) and Franklin FTSE Japan ETF (FLJP).
FLGR and FLJP 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. FLJP is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Japan RIC Capped Index. It was launched on Nov 2, 2017. Both FLGR and FLJP 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 FLJP.
Performance
FLGR vs. FLJP - Performance Comparison
Returns By Period
In the year-to-date period, FLGR achieves a 9.66% return, which is significantly higher than FLJP's 6.55% return.
FLGR
9.66%
-5.50%
-0.25%
16.46%
5.13%
N/A
FLJP
6.55%
-3.39%
-0.92%
11.27%
4.76%
N/A
Key characteristics
| FLGR | FLJP | |
|---|---|---|
| Sharpe Ratio | 1.27 | 0.77 |
| Sortino Ratio | 1.78 | 1.13 |
| Omega Ratio | 1.22 | 1.14 |
| Calmar Ratio | 1.12 | 1.01 |
| Martin Ratio | 6.27 | 3.35 |
| Ulcer Index | 2.84% | 3.86% |
| Daily Std Dev | 14.04% | 16.68% |
| Max Drawdown | -46.11% | -32.49% |
| Current Drawdown | -7.19% | -7.19% |
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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%.
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.
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.
Dividends
FLGR vs. FLJP - Dividend Comparison
FLGR's dividend yield for the trailing twelve months is around 2.42%, less than FLJP's 5.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FLGR Franklin FTSE Germany ETF | 2.42% | 2.99% | 3.50% | 2.67% | 2.61% | 2.52% | 3.06% | 0.00% |
FLJP Franklin FTSE Japan ETF | 5.23% | 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.
Volatility
FLGR vs. FLJP - Volatility Comparison
Franklin FTSE Germany ETF (FLGR) has a higher volatility of 5.04% compared to Franklin FTSE Japan ETF (FLJP) at 4.42%. 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.