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FLHK vs. CNYA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLHK and CNYA is 0.44, 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: 0.4

Performance

FLHK vs. CNYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Hong Kong ETF (FLHK) and iShares MSCI China A ETF (CNYA). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-11.66%
2.01%
FLHK
CNYA

Key characteristics

Sharpe Ratio

FLHK:

0.64

CNYA:

0.22

Sortino Ratio

FLHK:

1.04

CNYA:

0.55

Omega Ratio

FLHK:

1.13

CNYA:

1.09

Calmar Ratio

FLHK:

0.39

CNYA:

0.15

Martin Ratio

FLHK:

1.27

CNYA:

0.40

Ulcer Index

FLHK:

12.31%

CNYA:

18.43%

Daily Std Dev

FLHK:

24.41%

CNYA:

33.91%

Max Drawdown

FLHK:

-41.81%

CNYA:

-49.48%

Current Drawdown

FLHK:

-31.31%

CNYA:

-38.74%

Returns By Period

In the year-to-date period, FLHK achieves a 0.94% return, which is significantly higher than CNYA's -2.19% return.


FLHK

YTD

0.94%

1M

-4.19%

6M

-3.29%

1Y

11.71%

5Y*

-0.33%

10Y*

N/A

CNYA

YTD

-2.19%

1M

-3.67%

6M

-4.79%

1Y

8.23%

5Y*

1.42%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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FLHK vs. CNYA - Expense Ratio Comparison

FLHK has a 0.09% expense ratio, which is lower than CNYA's 0.60% expense ratio.


Expense ratio chart for CNYA: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CNYA: 0.60%
Expense ratio chart for FLHK: 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%
FLHK: 0.09%

Risk-Adjusted Performance

FLHK vs. CNYA — Risk-Adjusted Performance Rank

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

FLHK
The Risk-Adjusted Performance Rank of FLHK is 6161
Overall Rank
The Sharpe Ratio Rank of FLHK is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FLHK is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FLHK is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FLHK is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FLHK is 4848
Martin Ratio Rank

CNYA
The Risk-Adjusted Performance Rank of CNYA is 4040
Overall Rank
The Sharpe Ratio Rank of CNYA is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CNYA is 4545
Sortino Ratio Rank
The Omega Ratio Rank of CNYA is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CNYA is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CNYA is 3232
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.

FLHK vs. CNYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Hong Kong ETF (FLHK) and iShares MSCI China A ETF (CNYA). 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 FLHK, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.00
FLHK: 0.64
CNYA: 0.22
The chart of Sortino ratio for FLHK, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.00
FLHK: 1.04
CNYA: 0.55
The chart of Omega ratio for FLHK, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
FLHK: 1.13
CNYA: 1.09
The chart of Calmar ratio for FLHK, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.0012.00
FLHK: 0.39
CNYA: 0.15
The chart of Martin ratio for FLHK, currently valued at 1.27, compared to the broader market0.0020.0040.0060.00
FLHK: 1.27
CNYA: 0.40

The current FLHK Sharpe Ratio is 0.64, which is higher than the CNYA Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of FLHK and CNYA, 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-0.200.000.200.400.600.80NovemberDecember2025FebruaryMarchApril
0.64
0.22
FLHK
CNYA

Dividends

FLHK vs. CNYA - Dividend Comparison

FLHK's dividend yield for the trailing twelve months is around 4.42%, more than CNYA's 2.57% yield.


TTM202420232022202120202019201820172016
FLHK
Franklin FTSE Hong Kong ETF
4.42%4.46%5.40%3.85%2.81%3.11%3.00%2.59%0.25%0.00%
CNYA
iShares MSCI China A ETF
2.57%2.51%4.23%2.69%1.11%1.05%1.21%3.92%0.98%1.38%

Drawdowns

FLHK vs. CNYA - Drawdown Comparison

The maximum FLHK drawdown since its inception was -41.81%, smaller than the maximum CNYA drawdown of -49.48%. Use the drawdown chart below to compare losses from any high point for FLHK and CNYA. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%NovemberDecember2025FebruaryMarchApril
-31.31%
-38.74%
FLHK
CNYA

Volatility

FLHK vs. CNYA - Volatility Comparison

Franklin FTSE Hong Kong ETF (FLHK) and iShares MSCI China A ETF (CNYA) have volatilities of 11.13% and 10.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
11.13%
10.74%
FLHK
CNYA