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

Correlation

The correlation between FLIN and SMIN is 0.83, 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.


-0.50.00.51.00.8

Performance

FLIN vs. SMIN - Performance Comparison

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

70.00%75.00%80.00%85.00%90.00%95.00%JulyAugustSeptemberOctoberNovemberDecember
72.82%
91.49%
FLIN
SMIN

Key characteristics

Sharpe Ratio

FLIN:

1.04

SMIN:

1.57

Sortino Ratio

FLIN:

1.42

SMIN:

1.98

Omega Ratio

FLIN:

1.21

SMIN:

1.29

Calmar Ratio

FLIN:

1.47

SMIN:

2.71

Martin Ratio

FLIN:

4.30

SMIN:

8.25

Ulcer Index

FLIN:

3.58%

SMIN:

3.47%

Daily Std Dev

FLIN:

14.76%

SMIN:

18.29%

Max Drawdown

FLIN:

-41.90%

SMIN:

-60.50%

Current Drawdown

FLIN:

-9.26%

SMIN:

-1.79%

Returns By Period

In the year-to-date period, FLIN achieves a 11.34% return, which is significantly lower than SMIN's 23.50% return.


FLIN

YTD

11.34%

1M

-0.08%

6M

-1.86%

1Y

12.98%

5Y*

11.93%

10Y*

N/A

SMIN

YTD

23.50%

1M

8.33%

6M

6.88%

1Y

24.66%

5Y*

20.38%

10Y*

11.36%

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FLIN vs. SMIN - Expense Ratio Comparison

FLIN has a 0.19% expense ratio, which is lower than SMIN's 0.76% expense ratio.


SMIN
iShares MSCI India Small-Cap ETF
Expense ratio chart for SMIN: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
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. SMIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and iShares MSCI India Small-Cap ETF (SMIN). 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 market0.002.004.001.041.57
The chart of Sortino ratio for FLIN, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.001.421.98
The chart of Omega ratio for FLIN, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.29
The chart of Calmar ratio for FLIN, currently valued at 1.47, compared to the broader market0.005.0010.0015.001.472.71
The chart of Martin ratio for FLIN, currently valued at 4.30, compared to the broader market0.0020.0040.0060.0080.00100.004.308.25
FLIN
SMIN

The current FLIN Sharpe Ratio is 1.04, which is lower than the SMIN Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of FLIN and SMIN, 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
1.57
FLIN
SMIN

Dividends

FLIN vs. SMIN - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 0.93%, less than SMIN's 11.31% 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%
SMIN
iShares MSCI India Small-Cap ETF
11.31%0.41%0.01%1.27%1.07%1.74%1.68%0.89%2.30%0.93%0.34%0.75%

Drawdowns

FLIN vs. SMIN - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum SMIN drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for FLIN and SMIN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.26%
-1.79%
FLIN
SMIN

Volatility

FLIN vs. SMIN - Volatility Comparison

The current volatility for Franklin FTSE India ETF (FLIN) is 3.92%, while iShares MSCI India Small-Cap ETF (SMIN) has a volatility of 5.65%. This indicates that FLIN experiences smaller price fluctuations and is considered to be less risky than SMIN 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%
5.65%
FLIN
SMIN
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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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