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FLIN vs. THD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLIN vs. THD - Performance Comparison

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

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FLIN vs. THD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLIN
Franklin FTSE India ETF
-13.92%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-6.70%
THD
iShares MSCI Thailand ETF
16.27%2.36%-2.21%-12.63%1.22%1.87%-9.89%8.32%-8.71%

Returns By Period

In the year-to-date period, FLIN achieves a -13.92% return, which is significantly lower than THD's 16.27% return.


FLIN

1D
2.72%
1M
-10.87%
YTD
-13.92%
6M
-10.56%
1Y
-9.31%
3Y*
7.23%
5Y*
4.59%
10Y*

THD

1D
3.63%
1M
-7.55%
YTD
16.27%
6M
19.40%
1Y
38.44%
3Y*
1.39%
5Y*
-0.40%
10Y*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLIN vs. THD - Expense Ratio Comparison

FLIN has a 0.19% expense ratio, which is lower than THD's 0.59% expense ratio.


Return for Risk

FLIN vs. THD — Risk / Return Rank

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

FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 33
Sortino Ratio Rank
FLIN Omega Ratio Rank: 33
Omega Ratio Rank
FLIN Calmar Ratio Rank: 55
Calmar Ratio Rank
FLIN Martin Ratio Rank: 11
Martin Ratio Rank

THD
THD Risk / Return Rank: 8080
Overall Rank
THD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
THD Sortino Ratio Rank: 8585
Sortino Ratio Rank
THD Omega Ratio Rank: 7777
Omega Ratio Rank
THD Calmar Ratio Rank: 8888
Calmar Ratio Rank
THD Martin Ratio Rank: 7474
Martin Ratio Rank
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. THD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and iShares MSCI Thailand ETF (THD). 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.


FLINTHDDifference

Sharpe ratio

Return per unit of total volatility

-0.59

1.47

-2.06

Sortino ratio

Return per unit of downside risk

-0.76

2.25

-3.01

Omega ratio

Gain probability vs. loss probability

0.91

1.29

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.48

2.79

-3.27

Martin ratio

Return relative to average drawdown

-1.61

7.61

-9.22

FLIN vs. THD - Sharpe Ratio Comparison

The current FLIN Sharpe Ratio is -0.59, which is lower than the THD Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FLIN and THD, 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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Sharpe Ratios by Period


FLINTHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

1.47

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

-0.02

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.17

+0.09

Correlation

The correlation between FLIN and THD is 0.45, 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.


Dividends

FLIN vs. THD - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 0.65%, less than THD's 2.89% yield.


TTM20252024202320222021202020192018201720162015
FLIN
Franklin FTSE India ETF
0.65%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%0.00%0.00%0.00%
THD
iShares MSCI Thailand ETF
2.89%3.36%3.15%2.92%2.41%3.16%2.31%2.42%2.57%2.16%2.61%3.58%

Drawdowns

FLIN vs. THD - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, smaller than the maximum THD drawdown of -64.22%. Use the drawdown chart below to compare losses from any high point for FLIN and THD.


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Drawdown Indicators


FLINTHDDifference

Max Drawdown

Largest peak-to-trough decline

-41.90%

-64.22%

+22.32%

Max Drawdown (1Y)

Largest decline over 1 year

-18.79%

-13.43%

-5.36%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

-40.24%

+17.39%

Max Drawdown (10Y)

Largest decline over 10 years

-49.32%

Current Drawdown

Current decline from peak

-20.75%

-14.62%

-6.13%

Average Drawdown

Average peak-to-trough decline

-7.82%

-18.34%

+10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

4.93%

+0.62%

Volatility

FLIN vs. THD - Volatility Comparison

The current volatility for Franklin FTSE India ETF (FLIN) is 7.10%, while iShares MSCI Thailand ETF (THD) has a volatility of 10.58%. This indicates that FLIN experiences smaller price fluctuations and is considered to be less risky than THD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLINTHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

10.58%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

17.11%

-5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

26.30%

-10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

19.59%

-3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.49%

21.50%

-1.01%