FLGV vs. FLJH
Compare and contrast key facts about Franklin Liberty U.S. Treasury Bond ETF (FLGV) and Franklin FTSE Japan Hedged ETF (FLJH).
FLGV and FLJH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLGV is an actively managed fund by Franklin Templeton. It was launched on Jun 9, 2020. FLJH is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Japan RIC Capped Hedged to USD Net Tax Index. It was launched on Nov 2, 2017.
Performance
FLGV vs. FLJH - Performance Comparison
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FLGV vs. FLJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FLGV Franklin Liberty U.S. Treasury Bond ETF | 0.05% | 6.22% | 0.62% | 4.18% | -11.53% | -2.39% | -0.27% |
FLJH Franklin FTSE Japan Hedged ETF | 9.29% | 25.26% | 25.89% | 36.02% | -2.75% | 12.68% | 19.87% |
Returns By Period
In the year-to-date period, FLGV achieves a 0.05% return, which is significantly lower than FLJH's 9.29% return.
FLGV
- 1D
- -0.14%
- 1M
- -1.35%
- YTD
- 0.05%
- 6M
- 0.50%
- 1Y
- 3.04%
- 3Y*
- 2.62%
- 5Y*
- -0.01%
- 10Y*
- —
FLJH
- 1D
- 2.72%
- 1M
- -2.83%
- YTD
- 9.29%
- 6M
- 17.51%
- 1Y
- 40.53%
- 3Y*
- 28.77%
- 5Y*
- 18.48%
- 10Y*
- —
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FLGV vs. FLJH - Expense Ratio Comparison
Both FLGV and FLJH 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%.
Return for Risk
FLGV vs. FLJH — Risk / Return Rank
FLGV
FLJH
FLGV vs. FLJH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty U.S. Treasury Bond ETF (FLGV) and Franklin FTSE Japan Hedged ETF (FLJH). 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.
| FLGV | FLJH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.77 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.11 | 2.43 | -1.32 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.36 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 3.32 | -1.98 |
Martin ratioReturn relative to average drawdown | 3.48 | 12.34 | -8.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLGV | FLJH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.77 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 1.00 | -1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.69 | -0.83 |
Correlation
The correlation between FLGV and FLJH is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
FLGV vs. FLJH - Dividend Comparison
FLGV's dividend yield for the trailing twelve months is around 4.11%, more than FLJH's 3.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLGV Franklin Liberty U.S. Treasury Bond ETF | 4.11% | 4.07% | 4.13% | 3.46% | 2.21% | 1.92% | 0.97% | 0.00% | 0.00% | 0.00% |
FLJH Franklin FTSE Japan Hedged ETF | 3.57% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% |
Drawdowns
FLGV vs. FLJH - Drawdown Comparison
The maximum FLGV drawdown since its inception was -17.63%, smaller than the maximum FLJH drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for FLGV and FLJH.
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Drawdown Indicators
| FLGV | FLJH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.63% | -31.51% | +13.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.45% | -11.83% | +9.38% |
Max Drawdown (5Y)Largest decline over 5 years | -15.26% | -20.39% | +5.13% |
Current DrawdownCurrent decline from peak | -5.55% | -5.01% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -5.39% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 3.19% | -2.25% |
Volatility
FLGV vs. FLJH - Volatility Comparison
The current volatility for Franklin Liberty U.S. Treasury Bond ETF (FLGV) is 1.45%, while Franklin FTSE Japan Hedged ETF (FLJH) has a volatility of 7.76%. This indicates that FLGV experiences smaller price fluctuations and is considered to be less risky than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLGV | FLJH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 7.76% | -6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 2.53% | 14.50% | -11.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.13% | 23.00% | -18.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.41% | 18.50% | -13.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.19% | 19.90% | -14.71% |