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FLIY vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLIYVTI

Correlation

-0.50.00.51.00.6

The correlation between FLIY and VTI is 0.63, 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.

Performance

FLIY vs. VTI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
21.48%
117.44%
FLIY
VTI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Franklin FTSE Italy ETF

Vanguard Total Stock Market ETF

FLIY vs. VTI - Expense Ratio Comparison

FLIY has a 0.09% expense ratio, which is higher than VTI'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%.


FLIY
Franklin FTSE Italy ETF
Expense ratio chart for FLIY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VTI: 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

FLIY vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Italy ETF (FLIY) and Vanguard Total Stock Market ETF (VTI). 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.


FLIY
Sharpe ratio
The chart of Sharpe ratio for FLIY, currently valued at -0.17, compared to the broader market0.002.004.00-0.17
Sortino ratio
The chart of Sortino ratio for FLIY, currently valued at -0.17, compared to the broader market-2.000.002.004.006.008.0010.00-0.17
Omega ratio
The chart of Omega ratio for FLIY, currently valued at 0.97, compared to the broader market0.501.001.502.002.500.97
Calmar ratio
The chart of Calmar ratio for FLIY, currently valued at -0.17, compared to the broader market0.005.0010.00-0.17
Martin ratio
The chart of Martin ratio for FLIY, currently valued at -0.22, compared to the broader market0.0020.0040.0060.0080.00-0.22
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.43, compared to the broader market0.002.004.002.43
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.41, compared to the broader market-2.000.002.004.006.008.0010.003.41
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.99, compared to the broader market0.005.0010.001.99
Martin ratio
The chart of Martin ratio for VTI, currently valued at 9.09, compared to the broader market0.0020.0040.0060.0080.009.09

FLIY vs. VTI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
-0.17
2.43
FLIY
VTI

Dividends

FLIY vs. VTI - Dividend Comparison

FLIY has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.36%.


TTM20232022202120202019201820172016201520142013
FLIY
Franklin FTSE Italy ETF
3.07%3.07%0.28%4.04%2.33%3.60%3.02%0.20%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.36%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FLIY vs. VTI - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-10.69%
-0.17%
FLIY
VTI

Volatility

FLIY vs. VTI - Volatility Comparison

The current volatility for Franklin FTSE Italy ETF (FLIY) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.40%. This indicates that FLIY experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay0
3.40%
FLIY
VTI