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

Performance

FLIN vs. INCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE India ETF (FLIN) and Columbia India Consumer ETF (INCO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
0.95%
1.03%
FLIN
INCO

Returns By Period

In the year-to-date period, FLIN achieves a 10.51% return, which is significantly lower than INCO's 13.66% return.


FLIN

YTD

10.51%

1M

-5.61%

6M

1.19%

1Y

20.36%

5Y (annualized)

12.24%

10Y (annualized)

N/A

INCO

YTD

13.66%

1M

-7.09%

6M

0.19%

1Y

23.48%

5Y (annualized)

14.53%

10Y (annualized)

9.65%

Key characteristics


FLININCO
Sharpe Ratio1.391.81
Sortino Ratio1.812.61
Omega Ratio1.281.31
Calmar Ratio1.971.61
Martin Ratio7.346.29
Ulcer Index2.80%3.93%
Daily Std Dev14.85%13.65%
Max Drawdown-41.90%-47.69%
Current Drawdown-9.95%-14.62%

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FLIN vs. INCO - Expense Ratio Comparison

FLIN has a 0.19% expense ratio, which is lower than INCO's 0.75% expense ratio.


INCO
Columbia India Consumer ETF
Expense ratio chart for INCO: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
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%

Correlation

-0.50.00.51.00.8

The correlation between FLIN and INCO is 0.82, 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. INCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and Columbia India Consumer ETF (INCO). 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.


Sharpe ratio
The chart of Sharpe ratio for FLIN, currently valued at 1.39, compared to the broader market0.002.004.001.391.81
The chart of Sortino ratio for FLIN, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.001.812.61
The chart of Omega ratio for FLIN, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.31
The chart of Calmar ratio for FLIN, currently valued at 1.97, compared to the broader market0.005.0010.0015.001.971.61
The chart of Martin ratio for FLIN, currently valued at 7.34, compared to the broader market0.0020.0040.0060.0080.00100.007.346.29
FLIN
INCO

The current FLIN Sharpe Ratio is 1.39, which is comparable to the INCO Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FLIN and INCO, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.39
1.81
FLIN
INCO

Dividends

FLIN vs. INCO - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 1.59%, less than INCO's 3.35% yield.


TTM2023202220212020201920182017201620152014
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%
INCO
Columbia India Consumer ETF
3.35%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%

Drawdowns

FLIN vs. INCO - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum INCO drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for FLIN and INCO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.95%
-14.62%
FLIN
INCO

Volatility

FLIN vs. INCO - Volatility Comparison

Franklin FTSE India ETF (FLIN) has a higher volatility of 3.37% compared to Columbia India Consumer ETF (INCO) at 3.14%. This indicates that FLIN's price experiences larger fluctuations and is considered to be riskier than INCO 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%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
3.37%
3.14%
FLIN
INCO