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FLJH vs. FLCH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLJH vs. FLCH - Performance Comparison

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

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FLJH vs. FLCH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLJH
Franklin FTSE Japan Hedged ETF
9.29%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-14.66%1.26%
FLCH
Franklin FTSE China ETF
-5.65%32.55%18.00%-11.21%-22.74%-20.87%30.09%24.32%-19.52%0.91%

Returns By Period

In the year-to-date period, FLJH achieves a 9.29% return, which is significantly higher than FLCH's -5.65% return.


FLJH

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

FLCH

1D
0.29%
1M
-4.32%
YTD
-5.65%
6M
-12.56%
1Y
7.43%
3Y*
7.60%
5Y*
-4.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLJH vs. FLCH - Expense Ratio Comparison

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

FLCH
FLCH Risk / Return Rank: 2121
Overall Rank
FLCH Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 2020
Sortino Ratio Rank
FLCH Omega Ratio Rank: 2121
Omega Ratio Rank
FLCH Calmar Ratio Rank: 2222
Calmar Ratio Rank
FLCH Martin Ratio Rank: 2020
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. FLCH - Risk-Adjusted Trends Comparison

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


FLJHFLCHDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.32

+1.45

Sortino ratio

Return per unit of downside risk

2.43

0.59

+1.83

Omega ratio

Gain probability vs. loss probability

1.36

1.08

+0.28

Calmar ratio

Return relative to maximum drawdown

3.32

0.45

+2.87

Martin ratio

Return relative to average drawdown

12.34

1.29

+11.05

FLJH vs. FLCH - Sharpe Ratio Comparison

The current FLJH Sharpe Ratio is 1.77, which is higher than the FLCH Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FLJH and FLCH, 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


FLJHFLCHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.32

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

-0.16

+1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.02

+0.67

Correlation

The correlation between FLJH and FLCH is 0.37, 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. FLCH - Dividend Comparison

FLJH's dividend yield for the trailing twelve months is around 3.57%, more than FLCH's 2.50% 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%
FLCH
Franklin FTSE China ETF
2.50%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%

Drawdowns

FLJH vs. FLCH - Drawdown Comparison

The maximum FLJH drawdown since its inception was -31.51%, smaller than the maximum FLCH drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for FLJH and FLCH.


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Drawdown Indicators


FLJHFLCHDifference

Max Drawdown

Largest peak-to-trough decline

-31.51%

-62.09%

+30.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-16.65%

+4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-56.06%

+35.67%

Current Drawdown

Current decline from peak

-5.01%

-33.49%

+28.48%

Average Drawdown

Average peak-to-trough decline

-5.39%

-30.50%

+25.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

6.02%

-2.83%

Volatility

FLJH vs. FLCH - Volatility Comparison

Franklin FTSE Japan Hedged ETF (FLJH) has a higher volatility of 7.76% compared to Franklin FTSE China ETF (FLCH) at 6.44%. This indicates that FLJH's price experiences larger fluctuations and is considered to be riskier than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLJHFLCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.76%

6.44%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

13.92%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

23.03%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

29.58%

-11.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

28.06%

-8.16%