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FLJH vs. FGDL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLJH vs. FGDL - Performance Comparison

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

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FLJH vs. FGDL - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLJH
Franklin FTSE Japan Hedged ETF
9.29%25.26%25.89%36.02%2.11%
FGDL
Franklin Responsibly Sourced Gold ETF
10.02%64.15%27.31%12.92%0.91%

Returns By Period

In the year-to-date period, FLJH achieves a 9.29% return, which is significantly lower than FGDL's 10.02% return.


FLJH

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

FGDL

1D
1.93%
1M
-10.91%
YTD
10.02%
6M
22.55%
1Y
52.44%
3Y*
33.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLJH vs. FGDL - Expense Ratio Comparison

FLJH has a 0.09% expense ratio, which is lower than FGDL'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%.


Return for Risk

FLJH vs. FGDL — 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

FGDL
FGDL Risk / Return Rank: 8484
Overall Rank
FGDL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 8484
Sortino Ratio Rank
FGDL Omega Ratio Rank: 8383
Omega Ratio Rank
FGDL Calmar Ratio Rank: 8585
Calmar Ratio Rank
FGDL Martin Ratio Rank: 8282
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. FGDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and Franklin Responsibly Sourced Gold ETF (FGDL). 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.


FLJHFGDLDifference

Sharpe ratio

Return per unit of total volatility

1.77

1.88

-0.11

Sortino ratio

Return per unit of downside risk

2.43

2.29

+0.14

Omega ratio

Gain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratio

Return relative to maximum drawdown

3.32

2.68

+0.64

Martin ratio

Return relative to average drawdown

12.34

9.56

+2.78

FLJH vs. FGDL - Sharpe Ratio Comparison

The current FLJH Sharpe Ratio is 1.77, which is comparable to the FGDL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of FLJH and FGDL, 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


FLJHFGDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

1.88

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.55

-0.86

Correlation

The correlation between FLJH and FGDL is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLJH vs. FGDL - Dividend Comparison

FLJH's dividend yield for the trailing twelve months is around 3.57%, while FGDL has not paid dividends to shareholders.


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%
FGDL
Franklin Responsibly Sourced Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLJH vs. FGDL - Drawdown Comparison

The maximum FLJH drawdown since its inception was -31.51%, which is greater than FGDL's maximum drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for FLJH and FGDL.


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Drawdown Indicators


FLJHFGDLDifference

Max Drawdown

Largest peak-to-trough decline

-31.51%

-19.23%

-12.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-19.23%

+7.40%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Current Drawdown

Current decline from peak

-5.01%

-12.10%

+7.09%

Average Drawdown

Average peak-to-trough decline

-5.39%

-3.35%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

5.39%

-2.20%

Volatility

FLJH vs. FGDL - Volatility Comparison

The current volatility for Franklin FTSE Japan Hedged ETF (FLJH) is 7.76%, while Franklin Responsibly Sourced Gold ETF (FGDL) has a volatility of 10.10%. This indicates that FLJH experiences smaller price fluctuations and is considered to be less risky than FGDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLJHFGDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

10.10%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

24.42%

-9.92%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

28.02%

-5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

18.97%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

18.97%

+0.93%