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FLJH vs. FLSW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLJH vs. FLSW - Performance Comparison

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

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FLJH vs. FLSW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLJH
Franklin FTSE Japan Hedged ETF
6.40%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-13.66%
FLSW
Franklin FTSE Switzerland ETF
-2.21%32.92%-1.77%16.79%-18.14%20.82%13.25%31.66%-7.85%

Returns By Period

In the year-to-date period, FLJH achieves a 6.40% return, which is significantly higher than FLSW's -2.21% return.


FLJH

1D
2.17%
1M
-7.04%
YTD
6.40%
6M
13.61%
1Y
35.61%
3Y*
27.63%
5Y*
17.84%
10Y*

FLSW

1D
2.29%
1M
-10.00%
YTD
-2.21%
6M
5.90%
1Y
16.22%
3Y*
11.56%
5Y*
8.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLJH vs. FLSW - Expense Ratio Comparison

Both FLJH and FLSW 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. FLSW — Risk / Return Rank

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

FLJH
FLJH Risk / Return Rank: 8686
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: 8989
Martin Ratio Rank

FLSW
FLSW Risk / Return Rank: 5151
Overall Rank
FLSW Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FLSW Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLSW Omega Ratio Rank: 5151
Omega Ratio Rank
FLSW Calmar Ratio Rank: 4444
Calmar Ratio Rank
FLSW Martin Ratio Rank: 4646
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. FLSW - Risk-Adjusted Trends Comparison

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


FLJHFLSWDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.99

+0.57

Sortino ratio

Return per unit of downside risk

2.18

1.46

+0.72

Omega ratio

Gain probability vs. loss probability

1.32

1.19

+0.14

Calmar ratio

Return relative to maximum drawdown

2.83

1.08

+1.75

Martin ratio

Return relative to average drawdown

10.73

4.21

+6.53

FLJH vs. FLSW - Sharpe Ratio Comparison

The current FLJH Sharpe Ratio is 1.56, which is higher than the FLSW Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of FLJH and FLSW, 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


FLJHFLSWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

0.99

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.52

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.54

+0.14

Correlation

The correlation between FLJH and FLSW is 0.42, 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. FLSW - Dividend Comparison

FLJH's dividend yield for the trailing twelve months is around 3.67%, more than FLSW's 2.17% yield.


TTM202520242023202220212020201920182017
FLJH
Franklin FTSE Japan Hedged ETF
3.67%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%
FLSW
Franklin FTSE Switzerland ETF
2.17%2.12%2.04%2.36%2.02%1.86%2.28%1.15%2.86%0.00%

Drawdowns

FLJH vs. FLSW - Drawdown Comparison

The maximum FLJH drawdown since its inception was -31.51%, which is greater than FLSW's maximum drawdown of -28.16%. Use the drawdown chart below to compare losses from any high point for FLJH and FLSW.


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Drawdown Indicators


FLJHFLSWDifference

Max Drawdown

Largest peak-to-trough decline

-31.51%

-28.16%

-3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-13.38%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-28.16%

+7.77%

Current Drawdown

Current decline from peak

-7.52%

-10.00%

+2.48%

Average Drawdown

Average peak-to-trough decline

-5.39%

-5.97%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.43%

-0.20%

Volatility

FLJH vs. FLSW - Volatility Comparison

Franklin FTSE Japan Hedged ETF (FLJH) has a higher volatility of 8.09% compared to Franklin FTSE Switzerland ETF (FLSW) at 6.41%. This indicates that FLJH's price experiences larger fluctuations and is considered to be riskier than FLSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLJHFLSWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

6.41%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

14.31%

10.64%

+3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

22.87%

16.53%

+6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.47%

15.50%

+2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

16.84%

+3.04%