FLIN vs. EPI
Compare and contrast key facts about Franklin FTSE India ETF (FLIN) and WisdomTree India Earnings Fund (EPI).
FLIN and EPI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLIN is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE India RIC Capped Index. It was launched on Feb 6, 2018. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008. Both FLIN and EPI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLIN or EPI.
Performance
FLIN vs. EPI - Performance Comparison
Returns By Period
In the year-to-date period, FLIN achieves a 10.48% return, which is significantly lower than EPI's 11.66% return.
FLIN
10.48%
-4.09%
-0.25%
19.89%
12.38%
N/A
EPI
11.66%
-4.01%
-1.51%
21.85%
15.68%
8.54%
Key characteristics
| FLIN | EPI | |
|---|---|---|
| Sharpe Ratio | 1.37 | 1.32 |
| Sortino Ratio | 1.78 | 1.67 |
| Omega Ratio | 1.27 | 1.26 |
| Calmar Ratio | 1.95 | 2.09 |
| Martin Ratio | 6.81 | 6.90 |
| Ulcer Index | 2.99% | 3.16% |
| Daily Std Dev | 14.87% | 16.55% |
| Max Drawdown | -41.90% | -66.21% |
| Current Drawdown | -9.97% | -9.92% |
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FLIN vs. EPI - Expense Ratio Comparison
FLIN has a 0.19% expense ratio, which is lower than EPI's 0.84% expense ratio.
Correlation
The correlation between FLIN and EPI is 0.94, 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.
Risk-Adjusted Performance
FLIN vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and WisdomTree India Earnings Fund (EPI). 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.
Dividends
FLIN vs. EPI - Dividend Comparison
FLIN's dividend yield for the trailing twelve months is around 1.59%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLIN Franklin FTSE India ETF | 1.59% | 0.73% | 0.73% | 2.26% | 0.69% | 0.90% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
Drawdowns
FLIN vs. EPI - Drawdown Comparison
The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for FLIN and EPI. For additional features, visit the drawdowns tool.
Volatility
FLIN vs. EPI - Volatility Comparison
The current volatility for Franklin FTSE India ETF (FLIN) is 3.50%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.85%. This indicates that FLIN experiences smaller price fluctuations and is considered to be less risky than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.