FLIN vs. T

Last updated Jun 13, 2026

FLIN (Franklin FTSE India ETF) is Asia Pacific Equities fund tracking the FTSE India RIC Capped Index, while T (AT&T Inc.) is a stock. Over the past 5 years, FLIN returned 3.89%/yr vs 7.38%/yr for T. At a 0.19 correlation, their price movements are largely independent.

Performance

FLIN vs. T - Performance Comparison

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

Returns By Period

In the year-to-date period, FLIN achieves a -10.29% return, which is significantly lower than T's -2.96% return.

FLIN

• 1D: 1.11%
• 1M: 0.44%
• YTD: -10.29%
• 6M: -8.41%
• 1Y: -11.39%
• 3Y*: 5.77%
• 5Y*: 3.89%
• 10Y*: —

T

• 1D: 2.52%
• 1M: -4.69%
• YTD: -2.96%
• 6M: -1.93%
• 1Y: -12.96%
• 3Y*: 20.58%
• 5Y*: 7.38%
• 10Y*: 3.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLIN vs. T - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FLIN Franklin FTSE India ETF	-10.29%	2.40%	10.33%	20.58%	-7.96%	24.96%	14.50%	4.77%	-7.13%
T AT&T Inc.	-2.96%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-21.37%	45.55%	-19.22%

Correlation

The correlation between FLIN and T is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Feb 8, 2018	0.19

The correlation between FLIN and T shifts across timeframes, from -0.04 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FLIN vs. T — Risk / Return Rank

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

FLIN

FLIN Risk / Return Rank: 3
FLIN Sharpe Ratio Rank: 3
FLIN Sortino Ratio Rank: 4
FLIN Omega Ratio Rank: 4
FLIN Calmar Ratio Rank: 5
FLIN Martin Ratio Rank: 2

T

T Risk / Return Rank: 18
T Sharpe Ratio Rank: 17
T Sortino Ratio Rank: 17
T Omega Ratio Rank: 18
T Calmar Ratio Rank: 21
T Martin Ratio Rank: 15

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLIN vs. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and AT&T Inc. (T). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FLIN	T	Difference
Sharpe ratio: Return per unit of total volatility	-0.76	-0.59	-0.17
Sortino ratio: Return per unit of downside risk	-1.03	-0.72	-0.30
Omega ratio: Gain probability vs. loss probability	0.88	0.92	-0.03
Calmar ratio: Return relative to maximum drawdown	-0.61	-0.59	-0.01
Martin ratio: Return relative to average drawdown	-1.44	-1.22	-0.22

FLIN vs. T - Sharpe Ratio Comparison

The current FLIN Sharpe Ratio is -0.76, which is comparable to the T Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of FLIN and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FLIN vs. T - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum T drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for FLIN and T.

Drawdown Indicators

	FLIN	T	Difference
Max Drawdown Largest peak-to-trough decline	-41.90%	-64.15%	+22.25%
Max Drawdown (1Y) Largest decline over 1 year	-18.79%	-21.87%	+3.08%
Max Drawdown (3Y) Largest decline over 3 years	-22.85%	-21.87%	-0.98%
Max Drawdown (5Y) Largest decline over 5 years	-22.85%	-32.01%	+9.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.35%	—
Current Drawdown Current decline from peak	-17.41%	-18.12%	+0.71%
Average Drawdown Average peak-to-trough decline	-8.04%	-15.72%	+7.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.93%	10.64%	-2.71%

Volatility

FLIN vs. T - Volatility Comparison

The current volatility for Franklin FTSE India ETF (FLIN) is 4.11%, while AT&T Inc. (T) has a volatility of 8.21%. This indicates that FLIN experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLIN	T	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.11%	8.21%	-4.10%
Volatility (6M) Calculated over the trailing 6-month period	12.89%	17.80%	-4.91%
Volatility (1Y) Calculated over the trailing 1-year period	15.03%	22.13%	-7.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.76%	24.01%	-8.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.43%	23.73%	-3.30%

Dividends

FLIN vs. T - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 0.62%, less than T's 4.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLIN Franklin FTSE India ETF	0.62%	0.56%	1.58%	0.73%	0.73%	2.26%	0.68%	0.90%	0.92%	0.00%	0.00%	0.00%
T AT&T Inc.	4.71%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%

Frequently Asked Questions

Can I hold both FLIN and T in my portfolio?

FLIN and T have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLIN or T?

T has higher volatility (8.21%) compared to FLIN (4.11%). In terms of maximum drawdown, FLIN dropped -41.90% vs T's -64.15%.

Which has better risk-adjusted returns?

T currently has the higher Sharpe Ratio (-0.59 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.