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FLJH vs. FLKR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLJH vs. FLKR - Performance Comparison

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

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FLJH vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLJH
Franklin FTSE Japan Hedged ETF
8.49%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-14.66%1.26%
FLKR
Franklin FTSE South Korea ETF
24.40%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%

Returns By Period

In the year-to-date period, FLJH achieves a 8.49% return, which is significantly lower than FLKR's 24.40% return.


FLJH

1D
-0.73%
1M
0.07%
YTD
8.49%
6M
16.71%
1Y
38.95%
3Y*
28.30%
5Y*
18.30%
10Y*

FLKR

1D
-2.35%
1M
-7.24%
YTD
24.40%
6M
47.49%
1Y
123.34%
3Y*
28.94%
5Y*
8.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLJH vs. FLKR - Expense Ratio Comparison

Both FLJH and FLKR have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FLJH vs. FLKR — Risk / Return Rank

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

FLJH
FLJH Risk / Return Rank: 8585
Overall Rank
FLJH Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FLJH Sortino Ratio Rank: 8484
Sortino Ratio Rank
FLJH Omega Ratio Rank: 8484
Omega Ratio Rank
FLJH Calmar Ratio Rank: 8989
Calmar Ratio Rank
FLJH Martin Ratio Rank: 8888
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9696
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9797
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. FLKR - Risk-Adjusted Trends Comparison

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


FLJHFLKRDifference

Sharpe ratio

Return per unit of total volatility

1.70

3.51

-1.81

Sortino ratio

Return per unit of downside risk

2.35

3.74

-1.39

Omega ratio

Gain probability vs. loss probability

1.35

1.53

-0.18

Calmar ratio

Return relative to maximum drawdown

3.34

5.34

-2.00

Martin ratio

Return relative to average drawdown

12.32

20.98

-8.66

FLJH vs. FLKR - Sharpe Ratio Comparison

The current FLJH Sharpe Ratio is 1.70, which is lower than the FLKR Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of FLJH and FLKR, 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


FLJHFLKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

3.51

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.31

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.31

+0.38

Correlation

The correlation between FLJH and FLKR is 0.46, 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.


Dividends

FLJH vs. FLKR - Dividend Comparison

FLJH's dividend yield for the trailing twelve months is around 3.60%, more than FLKR's 3.11% yield.


TTM202520242023202220212020201920182017
FLJH
Franklin FTSE Japan Hedged ETF
3.60%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%
FLKR
Franklin FTSE South Korea ETF
3.11%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%

Drawdowns

FLJH vs. FLKR - Drawdown Comparison

The maximum FLJH drawdown since its inception was -31.51%, smaller than the maximum FLKR drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for FLJH and FLKR.


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Drawdown Indicators


FLJHFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-31.51%

-50.06%

+18.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-23.03%

+12.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-49.51%

+29.12%

Current Drawdown

Current decline from peak

-5.70%

-18.75%

+13.05%

Average Drawdown

Average peak-to-trough decline

-5.39%

-22.44%

+17.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

5.86%

-2.65%

Volatility

FLJH vs. FLKR - Volatility Comparison

The current volatility for Franklin FTSE Japan Hedged ETF (FLJH) is 7.61%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 19.80%. This indicates that FLJH experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLJHFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

19.80%

-12.19%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

30.31%

-15.81%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

35.36%

-12.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.50%

26.02%

-7.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

26.41%

-6.51%