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

Correlation

The correlation between FLIN and INDA is 0.50, 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. INDA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FLIN:

0.35

INDA:

0.29

Sortino Ratio

FLIN:

0.61

INDA:

0.57

Omega Ratio

FLIN:

1.08

INDA:

1.08

Calmar Ratio

FLIN:

0.32

INDA:

0.30

Martin Ratio

FLIN:

0.69

INDA:

0.62

Ulcer Index

FLIN:

9.07%

INDA:

8.96%

Daily Std Dev

FLIN:

16.93%

INDA:

16.53%

Max Drawdown

FLIN:

-41.90%

INDA:

-45.06%

Current Drawdown

FLIN:

-7.03%

INDA:

-7.00%

Returns By Period

In the year-to-date period, FLIN achieves a 3.40% return, which is significantly lower than INDA's 3.84% return.


FLIN

YTD

3.40%

1M

6.87%

6M

3.81%

1Y

5.83%

5Y*

19.42%

10Y*

N/A

INDA

YTD

3.84%

1M

6.90%

6M

3.84%

1Y

4.81%

5Y*

17.84%

10Y*

7.36%

*Annualized

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FLIN vs. INDA - Expense Ratio Comparison

FLIN has a 0.19% expense ratio, which is lower than INDA's 0.69% expense ratio.


Risk-Adjusted Performance

FLIN vs. INDA — 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 3535
Overall Rank
The Sharpe Ratio Rank of FLIN is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIN is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FLIN is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FLIN is 3939
Calmar Ratio Rank
The Martin Ratio Rank of FLIN is 2828
Martin Ratio Rank

INDA
The Risk-Adjusted Performance Rank of INDA is 3333
Overall Rank
The Sharpe Ratio Rank of INDA is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of INDA is 3333
Sortino Ratio Rank
The Omega Ratio Rank of INDA is 3434
Omega Ratio Rank
The Calmar Ratio Rank of INDA is 3737
Calmar Ratio Rank
The Martin Ratio Rank of INDA is 2626
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. INDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and iShares MSCI India ETF (INDA). 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 0.35, which is comparable to the INDA Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of FLIN and INDA, 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. INDA - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 1.53%, more than INDA's 0.73% yield.


TTM20242023202220212020201920182017201620152014
FLIN
Franklin FTSE India ETF
1.53%1.58%0.73%0.73%2.26%0.69%0.90%0.92%0.00%0.00%0.00%0.00%
INDA
iShares MSCI India ETF
0.73%0.76%0.16%0.00%6.44%0.27%1.00%0.94%1.09%0.91%1.19%0.63%

Drawdowns

FLIN vs. INDA - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum INDA drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for FLIN and INDA. For additional features, visit the drawdowns tool.


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Volatility

FLIN vs. INDA - Volatility Comparison

Franklin FTSE India ETF (FLIN) and iShares MSCI India ETF (INDA) have volatilities of 6.69% and 6.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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