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

Correlation

The correlation between FLIN and INCO is 0.45, 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.


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.

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Key characteristics

Sharpe Ratio

FLIN:

0.29

INCO:

0.04

Sortino Ratio

FLIN:

0.65

INCO:

0.22

Omega Ratio

FLIN:

1.09

INCO:

1.03

Calmar Ratio

FLIN:

0.35

INCO:

0.04

Martin Ratio

FLIN:

0.74

INCO:

0.08

Ulcer Index

FLIN:

9.05%

INCO:

13.59%

Daily Std Dev

FLIN:

16.91%

INCO:

17.07%

Max Drawdown

FLIN:

-41.90%

INCO:

-47.69%

Current Drawdown

FLIN:

-8.26%

INCO:

-15.39%

Returns By Period

In the year-to-date period, FLIN achieves a 2.03% return, which is significantly higher than INCO's -0.06% return.


FLIN

YTD

2.03%

1M

5.95%

6M

1.87%

1Y

4.85%

5Y*

19.13%

10Y*

N/A

INCO

YTD

-0.06%

1M

6.24%

6M

-0.10%

1Y

0.74%

5Y*

19.86%

10Y*

9.05%

*Annualized

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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.


Risk-Adjusted Performance

FLIN vs. INCO — Risk-Adjusted Performance Rank

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

FLIN
The Risk-Adjusted Performance Rank of FLIN is 3434
Overall Rank
The Sharpe Ratio Rank of FLIN is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIN is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FLIN is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FLIN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FLIN is 2727
Martin Ratio Rank

INCO
The Risk-Adjusted Performance Rank of INCO is 1717
Overall Rank
The Sharpe Ratio Rank of INCO is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of INCO is 1717
Sortino Ratio Rank
The Omega Ratio Rank of INCO is 1717
Omega Ratio Rank
The Calmar Ratio Rank of INCO is 1717
Calmar Ratio Rank
The Martin Ratio Rank of INCO is 1616
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.

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.


The current FLIN Sharpe Ratio is 0.29, which is higher than the INCO Sharpe Ratio of 0.04. 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.


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Dividends

FLIN vs. INCO - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 1.55%, less than INCO's 2.88% yield.


TTM20242023202220212020201920182017201620152014
FLIN
Franklin FTSE India ETF
1.55%1.58%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
2.88%2.88%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.


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Volatility

FLIN vs. INCO - Volatility Comparison

The current volatility for Franklin FTSE India ETF (FLIN) is 6.58%, while Columbia India Consumer ETF (INCO) has a volatility of 7.18%. This indicates that FLIN experiences smaller price fluctuations and is considered to be less risky than INCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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