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FLIA vs. FLKR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLIA vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Liberty International Aggregate Bond ETF (FLIA) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

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FLIA vs. FLKR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLIA
Franklin Liberty International Aggregate Bond ETF
0.35%2.12%2.42%7.17%-7.68%-1.98%1.37%7.58%-2.59%
FLKR
Franklin FTSE South Korea ETF
27.39%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-17.97%

Returns By Period

In the year-to-date period, FLIA achieves a 0.35% return, which is significantly lower than FLKR's 27.39% return.


FLIA

1D
-0.05%
1M
-1.07%
YTD
0.35%
6M
0.68%
1Y
2.47%
3Y*
3.15%
5Y*
0.73%
10Y*

FLKR

1D
2.41%
1M
-14.74%
YTD
27.39%
6M
53.78%
1Y
128.35%
3Y*
29.91%
5Y*
8.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLIA vs. FLKR - Expense Ratio Comparison

FLIA has a 0.25% expense ratio, which is higher than FLKR's 0.09% 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%.


Return for Risk

FLIA vs. FLKR — Risk / Return Rank

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

FLIA
FLIA Risk / Return Rank: 3838
Overall Rank
FLIA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FLIA Sortino Ratio Rank: 3232
Sortino Ratio Rank
FLIA Omega Ratio Rank: 2828
Omega Ratio Rank
FLIA Calmar Ratio Rank: 4949
Calmar Ratio Rank
FLIA Martin Ratio Rank: 4444
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9797
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLIA vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty International Aggregate Bond ETF (FLIA) and Franklin FTSE South Korea ETF (FLKR). 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.


FLIAFLKRDifference

Sharpe ratio

Return per unit of total volatility

0.69

3.66

-2.97

Sortino ratio

Return per unit of downside risk

0.99

3.85

-2.86

Omega ratio

Gain probability vs. loss probability

1.12

1.55

-0.43

Calmar ratio

Return relative to maximum drawdown

1.36

5.74

-4.38

Martin ratio

Return relative to average drawdown

4.45

22.99

-18.54

FLIA vs. FLKR - Sharpe Ratio Comparison

The current FLIA Sharpe Ratio is 0.69, which is lower than the FLKR Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of FLIA and FLKR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLIAFLKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

3.66

-2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.33

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.33

-0.11

Correlation

The correlation between FLIA and FLKR is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLIA vs. FLKR - Dividend Comparison

FLIA's dividend yield for the trailing twelve months is around 2.61%, less than FLKR's 3.04% yield.


TTM202520242023202220212020201920182017
FLIA
Franklin Liberty International Aggregate Bond ETF
2.61%2.62%2.97%0.93%18.12%2.26%0.43%2.93%1.23%0.00%
FLKR
Franklin FTSE South Korea ETF
3.04%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%

Drawdowns

FLIA vs. FLKR - Drawdown Comparison

The maximum FLIA drawdown since its inception was -11.24%, smaller than the maximum FLKR drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for FLIA and FLKR.


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Drawdown Indicators


FLIAFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-11.24%

-50.06%

+38.82%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-23.03%

+20.99%

Max Drawdown (5Y)

Largest decline over 5 years

-9.42%

-49.51%

+40.09%

Current Drawdown

Current decline from peak

-1.46%

-16.79%

+15.33%

Average Drawdown

Average peak-to-trough decline

-3.86%

-22.44%

+18.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

5.75%

-5.13%

Volatility

FLIA vs. FLKR - Volatility Comparison

The current volatility for Franklin Liberty International Aggregate Bond ETF (FLIA) is 1.58%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 19.74%. This indicates that FLIA experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLIAFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

19.74%

-18.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.16%

30.25%

-28.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.59%

35.28%

-31.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.38%

26.00%

-21.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

26.40%

-21.67%