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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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.46%
-4.34%
FLGR
SWISX

Key characteristics

Sharpe Ratio

FLGR:

1.08

SWISX:

0.36

Sortino Ratio

FLGR:

1.57

SWISX:

0.57

Omega Ratio

FLGR:

1.19

SWISX:

1.07

Calmar Ratio

FLGR:

1.12

SWISX:

0.45

Martin Ratio

FLGR:

4.63

SWISX:

1.12

Ulcer Index

FLGR:

3.39%

SWISX:

4.16%

Daily Std Dev

FLGR:

14.58%

SWISX:

12.95%

Max Drawdown

FLGR:

-46.11%

SWISX:

-60.65%

Current Drawdown

FLGR:

-3.41%

SWISX:

-8.83%

Returns By Period

In the year-to-date period, FLGR achieves a 3.17% return, which is significantly higher than SWISX's 0.62% return.


FLGR

YTD

3.17%

1M

-0.39%

6M

4.46%

1Y

17.91%

5Y*

5.23%

10Y*

N/A

SWISX

YTD

0.62%

1M

-1.99%

6M

-4.34%

1Y

6.25%

5Y*

4.63%

10Y*

5.37%

*Annualized

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 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 5050
Overall Rank
The Sharpe Ratio Rank of FLGR is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FLGR is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FLGR is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FLGR is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FLGR is 5050
Martin Ratio Rank

SWISX
The Risk-Adjusted Performance Rank of SWISX is 2929
Overall Rank
The Sharpe Ratio Rank of SWISX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SWISX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SWISX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SWISX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SWISX is 2525
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.


Sharpe ratio
The chart of Sharpe ratio for FLGR, currently valued at 1.08, compared to the broader market0.002.004.001.080.36
The chart of Sortino ratio for FLGR, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.0010.0012.001.570.57
The chart of Omega ratio for FLGR, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.07
The chart of Calmar ratio for FLGR, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.120.45
The chart of Martin ratio for FLGR, currently valued at 4.63, compared to the broader market0.0020.0040.0060.0080.00100.004.631.12
FLGR
SWISX

The current FLGR Sharpe Ratio is 1.08, which is higher than the SWISX Sharpe Ratio of 0.36. 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 Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.08
0.36
FLGR
SWISX

Dividends

FLGR vs. SWISX - Dividend Comparison

FLGR's dividend yield for the trailing twelve months is around 2.32%, less than SWISX's 3.27% yield.


TTM20242023202220212020201920182017201620152014
FLGR
Franklin FTSE Germany ETF
2.32%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
3.27%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.41%
-8.83%
FLGR
SWISX

Volatility

FLGR vs. SWISX - Volatility Comparison

Franklin FTSE Germany ETF (FLGR) has a higher volatility of 5.12% compared to Schwab International Index Fund (SWISX) at 3.82%. 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%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.12%
3.82%
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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