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

Correlation

The correlation between FLIN and VOO is 0.51, 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.


-0.50.00.51.00.5

Performance

FLIN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE India ETF (FLIN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
72.82%
157.97%
FLIN
VOO

Key characteristics

Sharpe Ratio

FLIN:

1.04

VOO:

2.25

Sortino Ratio

FLIN:

1.42

VOO:

2.98

Omega Ratio

FLIN:

1.21

VOO:

1.42

Calmar Ratio

FLIN:

1.47

VOO:

3.31

Martin Ratio

FLIN:

4.30

VOO:

14.77

Ulcer Index

FLIN:

3.58%

VOO:

1.90%

Daily Std Dev

FLIN:

14.76%

VOO:

12.46%

Max Drawdown

FLIN:

-41.90%

VOO:

-33.99%

Current Drawdown

FLIN:

-9.26%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FLIN achieves a 11.34% return, which is significantly lower than VOO's 26.02% return.


FLIN

YTD

11.34%

1M

-0.08%

6M

-1.86%

1Y

12.98%

5Y*

11.93%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Expense Ratio Comparison

FLIN has a 0.19% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FLIN
Franklin FTSE India ETF
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FLIN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India ETF (FLIN) and Vanguard S&P 500 ETF (VOO). 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 market0.002.004.001.042.25
The chart of Sortino ratio for FLIN, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.001.422.98
The chart of Omega ratio for FLIN, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.42
The chart of Calmar ratio for FLIN, currently valued at 1.47, compared to the broader market0.005.0010.0015.001.473.31
The chart of Martin ratio for FLIN, currently valued at 4.30, compared to the broader market0.0020.0040.0060.0080.00100.004.3014.77
FLIN
VOO

The current FLIN Sharpe Ratio is 1.04, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FLIN and VOO, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.04
2.25
FLIN
VOO

Dividends

FLIN vs. VOO - Dividend Comparison

FLIN's dividend yield for the trailing twelve months is around 0.93%, more than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FLIN vs. VOO - Drawdown Comparison

The maximum FLIN drawdown since its inception was -41.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FLIN and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.26%
-2.47%
FLIN
VOO

Volatility

FLIN vs. VOO - Volatility Comparison

Franklin FTSE India ETF (FLIN) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.92% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.92%
3.75%
FLIN
VOO
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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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