FLJH vs. FLMX
Compare and contrast key facts about Franklin FTSE Japan Hedged ETF (FLJH) and Franklin FTSE Mexico ETF (FLMX).
FLJH and FLMX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLJH is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Japan RIC Capped Hedged to USD Net Tax Index. It was launched on Nov 2, 2017. FLMX is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Mexico RIC Capped Index. It was launched on Nov 3, 2017. Both FLJH and FLMX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLJH vs. FLMX - Performance Comparison
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FLJH vs. FLMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLMX Franklin FTSE Mexico ETF | 10.13% | 53.62% | -28.45% | 39.35% | 2.40% | 19.58% | -3.50% | 12.13% | -13.32% | -0.92% |
Returns By Period
In the year-to-date period, FLJH achieves a 9.29% return, which is significantly lower than FLMX's 10.13% return.
FLJH
- 1D
- 2.72%
- 1M
- -2.83%
- YTD
- 9.29%
- 6M
- 17.51%
- 1Y
- 40.53%
- 3Y*
- 28.77%
- 5Y*
- 18.48%
- 10Y*
- —
FLMX
- 1D
- 1.53%
- 1M
- -4.48%
- YTD
- 10.13%
- 6M
- 16.88%
- 1Y
- 52.18%
- 3Y*
- 12.10%
- 5Y*
- 14.59%
- 10Y*
- —
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FLJH vs. FLMX - Expense Ratio Comparison
FLJH has a 0.09% expense ratio, which is lower than FLMX'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. FLMX — Risk / Return Rank
FLJH
FLMX
FLJH vs. FLMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and Franklin FTSE Mexico ETF (FLMX). 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.
| FLJH | FLMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 2.16 | -0.39 |
Sortino ratioReturn per unit of downside risk | 2.43 | 2.82 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 3.91 | -0.59 |
Martin ratioReturn relative to average drawdown | 12.34 | 14.93 | -2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLJH | FLMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 2.16 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | 0.67 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.33 | +0.37 |
Correlation
The correlation between FLJH and FLMX is 0.38, 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. FLMX - Dividend Comparison
FLJH's dividend yield for the trailing twelve months is around 3.57%, less than FLMX's 3.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FLMX Franklin FTSE Mexico ETF | 3.62% | 3.99% | 3.31% | 2.90% | 4.22% | 3.15% | 1.48% | 2.95% | 2.51% | 0.31% |
Drawdowns
FLJH vs. FLMX - Drawdown Comparison
The maximum FLJH drawdown since its inception was -31.51%, smaller than the maximum FLMX drawdown of -50.05%. Use the drawdown chart below to compare losses from any high point for FLJH and FLMX.
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Drawdown Indicators
| FLJH | FLMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.51% | -50.05% | +18.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -14.18% | +2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -31.72% | +11.33% |
Current DrawdownCurrent decline from peak | -5.01% | -6.39% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -12.21% | +6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.71% | -0.52% |
Volatility
FLJH vs. FLMX - Volatility Comparison
The current volatility for Franklin FTSE Japan Hedged ETF (FLJH) is 7.76%, while Franklin FTSE Mexico ETF (FLMX) has a volatility of 10.31%. This indicates that FLJH experiences smaller price fluctuations and is considered to be less risky than FLMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLJH | FLMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 10.31% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.50% | 17.34% | -2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.00% | 24.36% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.50% | 21.90% | -3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 24.76% | -4.86% |