FLJH vs. ABBV
FLJH (Franklin FTSE Japan Hedged ETF) is Japan Equities fund tracking the FTSE Japan RIC Capped Hedged to USD Net Tax Index, while ABBV (AbbVie Inc.) is a stock. Over the past 5 years, FLJH returned 20.54%/yr vs 18.94%/yr for ABBV. At a 0.22 correlation, their price movements are largely independent.
Performance
FLJH vs. ABBV - Performance Comparison
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Returns By Period
In the year-to-date period, FLJH achieves a 18.85% return, which is significantly higher than ABBV's 1.30% return.
FLJH
- 1D
- 0.82%
- 1M
- 1.43%
- YTD
- 18.85%
- 6M
- 15.00%
- 1Y
- 45.89%
- 3Y*
- 25.97%
- 5Y*
- 20.54%
- 10Y*
- —
ABBV
- 1D
- 1.32%
- 1M
- 8.24%
- YTD
- 1.30%
- 6M
- 3.65%
- 1Y
- 23.06%
- 3Y*
- 22.39%
- 5Y*
- 18.94%
- 10Y*
- 19.10%
FLJH vs. ABBV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 18.85% | 25.26% | 25.89% | 36.02% | -2.75% | 12.68% | 10.65% | 20.34% | -14.66% | 1.26% |
ABBV AbbVie Inc. | 1.30% | 33.08% | 18.86% | -0.23% | 24.01% | 32.43% | 27.72% | 1.47% | -0.96% | 4.77% |
Correlation
The correlation between FLJH and ABBV is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.22 |
The correlation between FLJH and ABBV shifts across timeframes, from -0.02 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FLJH vs. ABBV — Risk / Return Rank
FLJH
ABBV
FLJH vs. ABBV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and AbbVie Inc. (ABBV). 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.
| FLJH | ABBV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.18 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 1.29 | +2.91 |
| Martin ratioReturn relative to average drawdown | 16.28 | 2.88 | +13.40 |
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Drawdowns
FLJH vs. ABBV - Drawdown Comparison
The maximum FLJH drawdown since its inception was -31.51%, smaller than the maximum ABBV drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for FLJH and ABBV.
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Drawdown Indicators
| FLJH | ABBV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.51% | -45.09% | +13.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -17.32% | +6.52% |
Max Drawdown (3Y)Largest decline over 3 years | -20.39% | -20.74% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -21.92% | +1.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.09% | — |
Current DrawdownCurrent decline from peak | -1.30% | -4.60% | +3.30% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -10.71% | +5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 7.75% | -4.97% |
Volatility
FLJH vs. ABBV - Volatility Comparison
The current volatility for Franklin FTSE Japan Hedged ETF (FLJH) is 5.20%, while AbbVie Inc. (ABBV) has a volatility of 6.10%. This indicates that FLJH experiences smaller price fluctuations and is considered to be less risky than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLJH | ABBV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 6.10% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | 17.85% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 24.31% | -5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 22.89% | -4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 25.73% | -5.89% |
Dividends
FLJH vs. ABBV - Dividend Comparison
FLJH's dividend yield for the trailing twelve months is around 3.28%, more than ABBV's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 2.96% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
FLJH Franklin FTSE Japan Hedged ETF | 3.28% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% | 0.00% | 0.00% |
Frequently Asked Questions
FLJH and ABBV have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABBV has higher volatility (6.10%) compared to FLJH (5.20%). In terms of maximum drawdown, FLJH dropped -31.51% vs ABBV's -45.09%.
FLJH currently has the higher Sharpe Ratio (2.46 vs 0.92), 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.
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