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FLJH vs. EWJV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLJH and EWJV 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.


-0.50.00.51.0
Correlation: 0.5

Performance

FLJH vs. EWJV - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
122.95%
67.36%
FLJH
EWJV

Key characteristics

Sharpe Ratio

FLJH:

0.20

EWJV:

0.47

Sortino Ratio

FLJH:

0.42

EWJV:

0.78

Omega Ratio

FLJH:

1.06

EWJV:

1.10

Calmar Ratio

FLJH:

0.24

EWJV:

0.69

Martin Ratio

FLJH:

0.70

EWJV:

2.34

Ulcer Index

FLJH:

6.87%

EWJV:

4.30%

Daily Std Dev

FLJH:

24.76%

EWJV:

21.36%

Max Drawdown

FLJH:

-31.36%

EWJV:

-30.05%

Current Drawdown

FLJH:

-6.07%

EWJV:

-2.67%

Returns By Period

In the year-to-date period, FLJH achieves a -2.81% return, which is significantly lower than EWJV's 8.18% return.


FLJH

YTD

-2.81%

1M

-4.25%

6M

2.59%

1Y

5.32%

5Y*

19.60%

10Y*

N/A

EWJV

YTD

8.18%

1M

-1.80%

6M

11.74%

1Y

11.76%

5Y*

13.68%

10Y*

N/A

*Annualized

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FLJH vs. EWJV - Expense Ratio Comparison

FLJH has a 0.09% expense ratio, which is lower than EWJV's 0.15% 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%.


Expense ratio chart for EWJV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWJV: 0.15%
Expense ratio chart for FLJH: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLJH: 0.09%

Risk-Adjusted Performance

FLJH vs. EWJV — Risk-Adjusted Performance Rank

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

FLJH
The Risk-Adjusted Performance Rank of FLJH is 3535
Overall Rank
The Sharpe Ratio Rank of FLJH is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJH is 3434
Sortino Ratio Rank
The Omega Ratio Rank of FLJH is 3535
Omega Ratio Rank
The Calmar Ratio Rank of FLJH is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FLJH is 3535
Martin Ratio Rank

EWJV
The Risk-Adjusted Performance Rank of EWJV is 6060
Overall Rank
The Sharpe Ratio Rank of EWJV is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of EWJV is 5454
Sortino Ratio Rank
The Omega Ratio Rank of EWJV is 5252
Omega Ratio Rank
The Calmar Ratio Rank of EWJV is 7373
Calmar Ratio Rank
The Martin Ratio Rank of EWJV is 6464
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.

FLJH vs. EWJV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and iShares MSCI Japan Value ETF (EWJV). 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.


The chart of Sharpe ratio for FLJH, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.00
FLJH: 0.20
EWJV: 0.47
The chart of Sortino ratio for FLJH, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.00
FLJH: 0.42
EWJV: 0.78
The chart of Omega ratio for FLJH, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
FLJH: 1.06
EWJV: 1.10
The chart of Calmar ratio for FLJH, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.00
FLJH: 0.24
EWJV: 0.69
The chart of Martin ratio for FLJH, currently valued at 0.70, compared to the broader market0.0020.0040.0060.00
FLJH: 0.70
EWJV: 2.34

The current FLJH Sharpe Ratio is 0.20, which is lower than the EWJV Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of FLJH and EWJV, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.20
0.47
FLJH
EWJV

Dividends

FLJH vs. EWJV - Dividend Comparison

FLJH's dividend yield for the trailing twelve months is around 5.21%, more than EWJV's 3.79% yield.


TTM20242023202220212020201920182017
FLJH
Franklin FTSE Japan Hedged ETF
5.21%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.05%
EWJV
iShares MSCI Japan Value ETF
3.79%4.10%3.32%2.71%2.47%1.97%4.29%0.00%0.00%

Drawdowns

FLJH vs. EWJV - Drawdown Comparison

The maximum FLJH drawdown since its inception was -31.36%, roughly equal to the maximum EWJV drawdown of -30.05%. Use the drawdown chart below to compare losses from any high point for FLJH and EWJV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.07%
-2.67%
FLJH
EWJV

Volatility

FLJH vs. EWJV - Volatility Comparison

Franklin FTSE Japan Hedged ETF (FLJH) has a higher volatility of 15.11% compared to iShares MSCI Japan Value ETF (EWJV) at 12.38%. This indicates that FLJH's price experiences larger fluctuations and is considered to be riskier than EWJV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.11%
12.38%
FLJH
EWJV