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

Correlation

The correlation between FLIN and PIN is 0.93, 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. PIN - Performance Comparison

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

70.00%75.00%80.00%85.00%90.00%95.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
72.82%
81.75%
FLIN
PIN

Key characteristics

Sharpe Ratio

FLIN:

1.04

PIN:

1.00

Sortino Ratio

FLIN:

1.42

PIN:

1.38

Omega Ratio

FLIN:

1.21

PIN:

1.19

Calmar Ratio

FLIN:

1.47

PIN:

1.45

Martin Ratio

FLIN:

4.30

PIN:

4.11

Ulcer Index

FLIN:

3.58%

PIN:

3.66%

Daily Std Dev

FLIN:

14.76%

PIN:

15.08%

Max Drawdown

FLIN:

-41.90%

PIN:

-64.54%

Current Drawdown

FLIN:

-9.26%

PIN:

-8.84%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLIN having a 11.34% return and PIN slightly lower at 10.78%.


FLIN

YTD

11.34%

1M

-0.08%

6M

-1.86%

1Y

12.98%

5Y*

11.93%

10Y*

N/A

PIN

YTD

10.78%

1M

0.32%

6M

-1.01%

1Y

13.03%

5Y*

12.26%

10Y*

8.63%

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. PIN - Expense Ratio Comparison

FLIN has a 0.19% expense ratio, which is lower than PIN's 0.78% expense ratio.


PIN
Invesco India ETF
Expense ratio chart for PIN: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
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. PIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and Invesco India ETF (PIN). 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 market0.002.004.001.041.00
The chart of Sortino ratio for FLIN, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.001.421.38
The chart of Omega ratio for FLIN, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.19
The chart of Calmar ratio for FLIN, currently valued at 1.47, compared to the broader market0.005.0010.0015.001.471.45
The chart of Martin ratio for FLIN, currently valued at 4.30, compared to the broader market0.0020.0040.0060.0080.00100.004.304.11
FLIN
PIN

The current FLIN Sharpe Ratio is 1.04, which is comparable to the PIN Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FLIN and PIN, 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.04
1.00
FLIN
PIN

Dividends

FLIN vs. PIN - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 0.93%, while PIN has not paid dividends to shareholders.


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%
PIN
Invesco India ETF
0.00%2.08%14.07%6.95%0.72%27.85%0.96%1.01%1.18%0.60%0.99%0.48%

Drawdowns

FLIN vs. PIN - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum PIN drawdown of -64.54%. Use the drawdown chart below to compare losses from any high point for FLIN and PIN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.26%
-8.84%
FLIN
PIN

Volatility

FLIN vs. PIN - Volatility Comparison

The current volatility for Franklin FTSE India ETF (FLIN) is 3.92%, while Invesco India ETF (PIN) has a volatility of 4.24%. This indicates that FLIN experiences smaller price fluctuations and is considered to be less risky than PIN 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%
4.24%
FLIN
PIN
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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.

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