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

Correlation

The correlation between FLGR and SWISX is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

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.

20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
47.01%
50.18%
FLGR
SWISX

Key characteristics

Sharpe Ratio

FLGR:

1.55

SWISX:

0.73

Sortino Ratio

FLGR:

2.32

SWISX:

1.10

Omega Ratio

FLGR:

1.30

SWISX:

1.15

Calmar Ratio

FLGR:

2.06

SWISX:

0.91

Martin Ratio

FLGR:

8.18

SWISX:

2.62

Ulcer Index

FLGR:

3.91%

SWISX:

4.74%

Daily Std Dev

FLGR:

20.55%

SWISX:

16.98%

Max Drawdown

FLGR:

-46.11%

SWISX:

-60.65%

Current Drawdown

FLGR:

-0.58%

SWISX:

-1.18%

Returns By Period

In the year-to-date period, FLGR achieves a 23.27% return, which is significantly higher than SWISX's 10.84% return.


FLGR

YTD

23.27%

1M

1.66%

6M

19.41%

1Y

30.32%

5Y*

15.34%

10Y*

N/A

SWISX

YTD

10.84%

1M

-0.20%

6M

5.97%

1Y

11.30%

5Y*

11.99%

10Y*

5.25%

*Annualized

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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%.


Expense ratio chart for FLGR: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLGR: 0.09%
Expense ratio chart for SWISX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWISX: 0.06%

Risk-Adjusted Performance

FLGR vs. SWISX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLGR
The Risk-Adjusted Performance Rank of FLGR is 9191
Overall Rank
The Sharpe Ratio Rank of FLGR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGR is 9292
Sortino Ratio Rank
The Omega Ratio Rank of FLGR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of FLGR is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FLGR is 9191
Martin Ratio Rank

SWISX
The Risk-Adjusted Performance Rank of SWISX is 7272
Overall Rank
The Sharpe Ratio Rank of SWISX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SWISX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SWISX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SWISX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SWISX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FLGR, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.00
FLGR: 1.55
SWISX: 0.73
The chart of Sortino ratio for FLGR, currently valued at 2.32, compared to the broader market-2.000.002.004.006.008.00
FLGR: 2.32
SWISX: 1.10
The chart of Omega ratio for FLGR, currently valued at 1.30, compared to the broader market0.501.001.502.002.50
FLGR: 1.30
SWISX: 1.15
The chart of Calmar ratio for FLGR, currently valued at 2.06, compared to the broader market0.002.004.006.008.0010.0012.00
FLGR: 2.06
SWISX: 0.91
The chart of Martin ratio for FLGR, currently valued at 8.18, compared to the broader market0.0020.0040.0060.00
FLGR: 8.18
SWISX: 2.62

The current FLGR Sharpe Ratio is 1.55, which is higher than the SWISX Sharpe Ratio of 0.73. 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.55
0.73
FLGR
SWISX

Dividends

FLGR vs. SWISX - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 1.95%, less than SWISX's 2.97% yield.


TTM20242023202220212020201920182017201620152014
FLGR
Franklin FTSE Germany ETF
1.95%2.40%2.99%3.50%2.67%2.61%2.52%3.06%0.00%0.00%0.00%0.00%
SWISX
Schwab International Index Fund
2.97%3.30%3.31%2.73%3.34%1.88%3.09%3.15%2.71%3.19%2.71%3.37%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.58%
-1.18%
FLGR
SWISX

Volatility

FLGR vs. SWISX - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) has a higher volatility of 13.30% compared to Schwab International Index Fund (SWISX) at 10.89%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.30%
10.89%
FLGR
SWISX