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

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.


-0.50.00.51.00.8

Performance

FLGR vs. SWISX - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
20.13%
30.40%
FLGR
SWISX

Key characteristics

Sharpe Ratio

FLGR:

0.94

SWISX:

0.17

Sortino Ratio

FLGR:

1.37

SWISX:

0.32

Omega Ratio

FLGR:

1.16

SWISX:

1.04

Calmar Ratio

FLGR:

0.95

SWISX:

0.18

Martin Ratio

FLGR:

4.13

SWISX:

0.63

Ulcer Index

FLGR:

3.22%

SWISX:

3.58%

Daily Std Dev

FLGR:

14.12%

SWISX:

13.41%

Max Drawdown

FLGR:

-46.11%

SWISX:

-60.65%

Current Drawdown

FLGR:

-5.69%

SWISX:

-12.80%

Returns By Period

In the year-to-date period, FLGR achieves a 11.43% return, which is significantly higher than SWISX's -0.35% return.


FLGR

YTD

11.43%

1M

2.32%

6M

6.38%

1Y

11.99%

5Y*

5.09%

10Y*

N/A

SWISX

YTD

-0.35%

1M

-4.58%

6M

-5.23%

1Y

0.67%

5Y*

4.02%

10Y*

4.72%

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. 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%.


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 SWISX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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.


Sharpe ratio
The chart of Sharpe ratio for FLGR, currently valued at 0.94, compared to the broader market0.002.004.000.940.17
The chart of Sortino ratio for FLGR, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.370.32
The chart of Omega ratio for FLGR, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.04
The chart of Calmar ratio for FLGR, currently valued at 0.95, compared to the broader market0.005.0010.0015.000.950.18
The chart of Martin ratio for FLGR, currently valued at 4.13, compared to the broader market0.0020.0040.0060.0080.00100.004.130.63
FLGR
SWISX

The current FLGR Sharpe Ratio is 0.94, which is higher than the SWISX Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of FLGR and SWISX, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.94
0.17
FLGR
SWISX

Dividends

FLGR vs. SWISX - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 2.38%, while SWISX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FLGR
Franklin FTSE Germany ETF
2.38%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
0.00%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.69%
-12.80%
FLGR
SWISX

Volatility

FLGR vs. SWISX - Volatility Comparison

The current volatility for Franklin FTSE Germany ETF (FLGR) is 3.59%, while Schwab International Index Fund (SWISX) has a volatility of 4.85%. This indicates that FLGR experiences smaller price fluctuations and is considered to be less risky than SWISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.59%
4.85%
FLGR
SWISX
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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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