PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLIN vs. INDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLIN and INDY is 0.92, 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.


-0.50.00.51.00.9

Performance

FLIN vs. INDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE India ETF (FLIN) and iShares India 50 ETF (INDY). The values are adjusted to include any dividend payments, if applicable.

65.00%70.00%75.00%80.00%85.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
72.82%
63.97%
FLIN
INDY

Key characteristics

Sharpe Ratio

FLIN:

1.04

INDY:

0.60

Sortino Ratio

FLIN:

1.42

INDY:

0.89

Omega Ratio

FLIN:

1.21

INDY:

1.12

Calmar Ratio

FLIN:

1.47

INDY:

0.80

Martin Ratio

FLIN:

4.30

INDY:

2.21

Ulcer Index

FLIN:

3.58%

INDY:

3.70%

Daily Std Dev

FLIN:

14.76%

INDY:

13.57%

Max Drawdown

FLIN:

-41.90%

INDY:

-44.74%

Current Drawdown

FLIN:

-9.26%

INDY:

-9.59%

Returns By Period

In the year-to-date period, FLIN achieves a 11.34% return, which is significantly higher than INDY's 5.18% return.


FLIN

YTD

11.34%

1M

-0.08%

6M

-1.86%

1Y

12.98%

5Y*

11.93%

10Y*

N/A

INDY

YTD

5.18%

1M

-0.29%

6M

-1.45%

1Y

6.47%

5Y*

8.19%

10Y*

7.12%

Compare stocks, funds, or ETFs

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


FLIN vs. INDY - Expense Ratio Comparison

FLIN has a 0.19% expense ratio, which is lower than INDY's 0.94% expense ratio.


INDY
iShares India 50 ETF
Expense ratio chart for INDY: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
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. INDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and iShares India 50 ETF (INDY). 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 1.04, compared to the broader market0.002.004.001.040.60
The chart of Sortino ratio for FLIN, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.001.420.89
The chart of Omega ratio for FLIN, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.12
The chart of Calmar ratio for FLIN, currently valued at 1.47, compared to the broader market0.005.0010.0015.001.470.80
The chart of Martin ratio for FLIN, currently valued at 4.30, compared to the broader market0.0020.0040.0060.0080.00100.004.302.21
FLIN
INDY

The current FLIN Sharpe Ratio is 1.04, which is higher than the INDY Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of FLIN and INDY, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.04
0.60
FLIN
INDY

Dividends

FLIN vs. INDY - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 0.93%, more than INDY's 0.24% yield.


TTM20232022202120202019201820172016201520142013
FLIN
Franklin FTSE India ETF
0.93%0.73%0.73%2.26%0.69%0.90%0.92%0.00%0.00%0.00%0.00%0.00%
INDY
iShares India 50 ETF
0.24%0.39%3.75%7.12%0.08%0.58%0.59%0.27%0.48%0.57%0.52%0.77%

Drawdowns

FLIN vs. INDY - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum INDY drawdown of -44.74%. Use the drawdown chart below to compare losses from any high point for FLIN and INDY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.26%
-9.59%
FLIN
INDY

Volatility

FLIN vs. INDY - Volatility Comparison

The current volatility for Franklin FTSE India ETF (FLIN) is 3.92%, while iShares India 50 ETF (INDY) has a volatility of 4.14%. This indicates that FLIN experiences smaller price fluctuations and is considered to be less risky than INDY 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%JulyAugustSeptemberOctoberNovemberDecember
3.92%
4.14%
FLIN
INDY
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab