FLGR vs. SWISX
Compare and contrast key facts about Franklin FTSE Germany ETF (FLGR) and Schwab International Index Fund (SWISX).
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. SWISX is a passively managed fund by Charles Schwab that tracks the performance of the MSCI EAFE Index. It was launched on May 19, 1997. Both FLGR and SWISX 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 SWISX.
Performance
FLGR vs. SWISX - Performance Comparison
Returns By Period
In the year-to-date period, FLGR achieves a 9.66% return, which is significantly higher than SWISX's 4.83% return.
FLGR
9.66%
-5.50%
-0.25%
16.46%
5.13%
N/A
SWISX
4.83%
-5.29%
-3.31%
11.42%
5.74%
5.04%
Key characteristics
| FLGR | SWISX | |
|---|---|---|
| Sharpe Ratio | 1.27 | 1.00 |
| Sortino Ratio | 1.78 | 1.45 |
| Omega Ratio | 1.22 | 1.18 |
| Calmar Ratio | 1.12 | 1.45 |
| Martin Ratio | 6.27 | 4.71 |
| Ulcer Index | 2.84% | 2.75% |
| Daily Std Dev | 14.04% | 12.88% |
| Max Drawdown | -46.11% | -60.65% |
| Current Drawdown | -7.19% | -8.26% |
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FLGR vs. SWISX - Expense Ratio Comparison
FLGR has a 0.09% expense ratio, which is higher than SWISX's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between FLGR and SWISX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FLGR vs. SWISX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Germany ETF (FLGR) and Schwab International Index Fund (SWISX). 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. SWISX - Dividend Comparison
FLGR's dividend yield for the trailing twelve months is around 2.42%, less than SWISX's 3.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLGR Franklin FTSE Germany ETF | 2.42% | 2.99% | 3.50% | 2.67% | 2.61% | 2.52% | 3.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWISX Schwab International Index Fund | 3.16% | 3.31% | 2.73% | 3.34% | 1.88% | 3.09% | 3.15% | 2.71% | 3.19% | 2.71% | 3.37% | 2.54% |
Drawdowns
FLGR vs. SWISX - Drawdown Comparison
The maximum FLGR drawdown since its inception was -46.11%, smaller than the maximum SWISX drawdown of -60.65%. Use the drawdown chart below to compare losses from any high point for FLGR and SWISX. For additional features, visit the drawdowns tool.
Volatility
FLGR vs. SWISX - Volatility Comparison
Franklin FTSE Germany ETF (FLGR) has a higher volatility of 5.04% compared to Schwab International Index Fund (SWISX) at 3.88%. This indicates that FLGR's price experiences larger fluctuations and is considered to be riskier than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.