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FLJH vs. BBJP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLJH vs. BBJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Japan Hedged ETF (FLJH) and JPMorgan BetaBuilders Japan ETF (BBJP). The values are adjusted to include any dividend payments, if applicable.

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FLJH vs. BBJP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLJH
Franklin FTSE Japan Hedged ETF
9.29%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-14.94%
BBJP
JPMorgan BetaBuilders Japan ETF
7.19%26.55%7.47%20.65%-17.24%1.21%15.42%18.85%-13.92%

Returns By Period

In the year-to-date period, FLJH achieves a 9.29% return, which is significantly higher than BBJP's 7.19% return.


FLJH

1D
2.72%
1M
-2.83%
YTD
9.29%
6M
17.51%
1Y
40.53%
3Y*
28.77%
5Y*
18.48%
10Y*

BBJP

1D
2.53%
1M
-4.07%
YTD
7.19%
6M
12.46%
1Y
33.37%
3Y*
17.72%
5Y*
7.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLJH vs. BBJP - Expense Ratio Comparison

FLJH has a 0.09% expense ratio, which is lower than BBJP's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLJH vs. BBJP — Risk / Return Rank

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

FLJH
FLJH Risk / Return Rank: 8888
Overall Rank
FLJH Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FLJH Sortino Ratio Rank: 8787
Sortino Ratio Rank
FLJH Omega Ratio Rank: 8787
Omega Ratio Rank
FLJH Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLJH Martin Ratio Rank: 9090
Martin Ratio Rank

BBJP
BBJP Risk / Return Rank: 7979
Overall Rank
BBJP Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BBJP Sortino Ratio Rank: 8181
Sortino Ratio Rank
BBJP Omega Ratio Rank: 7777
Omega Ratio Rank
BBJP Calmar Ratio Rank: 8181
Calmar Ratio Rank
BBJP Martin Ratio Rank: 7878
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.

FLJH vs. BBJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and JPMorgan BetaBuilders Japan ETF (BBJP). 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.


FLJHBBJPDifference

Sharpe ratio

Return per unit of total volatility

1.77

1.53

+0.25

Sortino ratio

Return per unit of downside risk

2.43

2.17

+0.25

Omega ratio

Gain probability vs. loss probability

1.36

1.30

+0.06

Calmar ratio

Return relative to maximum drawdown

3.32

2.40

+0.92

Martin ratio

Return relative to average drawdown

12.34

8.93

+3.41

FLJH vs. BBJP - Sharpe Ratio Comparison

The current FLJH Sharpe Ratio is 1.77, which is comparable to the BBJP Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of FLJH and BBJP, 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


FLJHBBJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.53

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.42

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.40

+0.29

Correlation

The correlation between FLJH and BBJP is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLJH vs. BBJP - Dividend Comparison

FLJH's dividend yield for the trailing twelve months is around 3.57%, less than BBJP's 5.01% yield.


TTM202520242023202220212020201920182017
FLJH
Franklin FTSE Japan Hedged ETF
3.57%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%
BBJP
JPMorgan BetaBuilders Japan ETF
5.01%5.37%2.80%3.05%1.52%2.89%1.12%2.31%0.65%0.00%

Drawdowns

FLJH vs. BBJP - Drawdown Comparison

The maximum FLJH drawdown since its inception was -31.51%, roughly equal to the maximum BBJP drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FLJH and BBJP.


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Drawdown Indicators


FLJHBBJPDifference

Max Drawdown

Largest peak-to-trough decline

-31.51%

-32.66%

+1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-13.60%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-32.66%

+12.27%

Current Drawdown

Current decline from peak

-5.01%

-7.88%

+2.87%

Average Drawdown

Average peak-to-trough decline

-5.39%

-8.61%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.66%

-0.47%

Volatility

FLJH vs. BBJP - Volatility Comparison

The current volatility for Franklin FTSE Japan Hedged ETF (FLJH) is 7.76%, while JPMorgan BetaBuilders Japan ETF (BBJP) has a volatility of 8.95%. This indicates that FLJH experiences smaller price fluctuations and is considered to be less risky than BBJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLJHBBJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

8.95%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

14.93%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

21.97%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

18.05%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

18.27%

+1.63%