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

Correlation

The correlation between FLIY and VTI is 0.60, 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.


-0.50.00.51.00.6

Performance

FLIY vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Italy ETF (FLIY) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember20250
9.97%
FLIY
VTI

Key characteristics

Returns By Period


FLIY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTI

YTD

2.20%

1M

2.33%

6M

9.96%

1Y

26.84%

5Y*

13.66%

10Y*

12.97%

*Annualized

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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 Rank

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

FLIY

VTI
The Risk-Adjusted Performance Rank of VTI is 8181
Overall Rank
The Sharpe Ratio Rank of VTI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
No data
The chart of Calmar ratio for FLIY, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.003.26
FLIY
VTI


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.00
2.14
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 1.24%.


TTM20242023202220212020201920182017201620152014
FLIY
Franklin FTSE Italy ETF
0.00%0.00%3.07%0.28%4.04%2.33%3.60%3.02%0.20%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.24%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

FLIY vs. VTI - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.69%
-1.75%
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 5.14%. 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%6.00%AugustSeptemberOctoberNovemberDecember20250
5.14%
FLIY
VTI
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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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