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FLIN vs. GLIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLINGLIN
YTD Return8.49%10.42%
1Y Return31.88%47.79%
3Y Return (Ann)12.75%12.92%
5Y Return (Ann)11.19%3.78%
Sharpe Ratio2.813.41
Daily Std Dev11.70%13.92%
Max Drawdown-41.90%-79.39%
Current Drawdown-0.53%-42.66%

Correlation

-0.50.00.51.00.8

The correlation between FLIN and GLIN 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.

Performance

FLIN vs. GLIN - Performance Comparison

In the year-to-date period, FLIN achieves a 8.49% return, which is significantly lower than GLIN's 10.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%December2024FebruaryMarchAprilMay
68.39%
-16.43%
FLIN
GLIN

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Franklin FTSE India ETF

VanEck Vectors India Growth Leaders ETF

FLIN vs. GLIN - Expense Ratio Comparison

FLIN has a 0.19% expense ratio, which is lower than GLIN's 0.82% expense ratio.


GLIN
VanEck Vectors India Growth Leaders ETF
Expense ratio chart for GLIN: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FLIN vs. GLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and VanEck Vectors India Growth Leaders ETF (GLIN). 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.


FLIN
Sharpe ratio
The chart of Sharpe ratio for FLIN, currently valued at 2.81, compared to the broader market0.002.004.002.81
Sortino ratio
The chart of Sortino ratio for FLIN, currently valued at 3.65, compared to the broader market-2.000.002.004.006.008.0010.003.65
Omega ratio
The chart of Omega ratio for FLIN, currently valued at 1.51, compared to the broader market0.501.001.502.002.501.51
Calmar ratio
The chart of Calmar ratio for FLIN, currently valued at 2.29, compared to the broader market0.002.004.006.008.0010.0012.002.29
Martin ratio
The chart of Martin ratio for FLIN, currently valued at 18.18, compared to the broader market0.0020.0040.0060.0080.0018.18
GLIN
Sharpe ratio
The chart of Sharpe ratio for GLIN, currently valued at 3.41, compared to the broader market0.002.004.003.41
Sortino ratio
The chart of Sortino ratio for GLIN, currently valued at 4.52, compared to the broader market-2.000.002.004.006.008.0010.004.52
Omega ratio
The chart of Omega ratio for GLIN, currently valued at 1.60, compared to the broader market0.501.001.502.002.501.60
Calmar ratio
The chart of Calmar ratio for GLIN, currently valued at 1.00, compared to the broader market0.002.004.006.008.0010.0012.001.00
Martin ratio
The chart of Martin ratio for GLIN, currently valued at 25.88, compared to the broader market0.0020.0040.0060.0080.0025.88

FLIN vs. GLIN - Sharpe Ratio Comparison

The current FLIN Sharpe Ratio is 2.81, which roughly equals the GLIN Sharpe Ratio of 3.41. The chart below compares the 12-month rolling Sharpe Ratio of FLIN and GLIN.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2024FebruaryMarchAprilMay
2.81
3.41
FLIN
GLIN

Dividends

FLIN vs. GLIN - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 0.67%, less than GLIN's 0.87% yield.


TTM20232022202120202019201820172016201520142013
FLIN
Franklin FTSE India ETF
0.67%0.73%0.73%2.27%0.68%0.90%0.92%0.00%0.00%0.00%0.00%0.00%
GLIN
VanEck Vectors India Growth Leaders ETF
0.87%0.96%1.70%0.00%0.24%1.29%0.12%0.10%1.39%3.11%0.97%0.44%

Drawdowns

FLIN vs. GLIN - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum GLIN drawdown of -79.39%. Use the drawdown chart below to compare losses from any high point for FLIN and GLIN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-0.53%
-22.62%
FLIN
GLIN

Volatility

FLIN vs. GLIN - Volatility Comparison

The current volatility for Franklin FTSE India ETF (FLIN) is 3.03%, while VanEck Vectors India Growth Leaders ETF (GLIN) has a volatility of 3.52%. This indicates that FLIN experiences smaller price fluctuations and is considered to be less risky than GLIN 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%December2024FebruaryMarchAprilMay
3.03%
3.52%
FLIN
GLIN