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FLJH vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLJH and SCHD is 0.53, 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.


-0.50.00.51.00.5

Performance

FLJH vs. SCHD - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.74%
7.11%
FLJH
SCHD

Key characteristics

Sharpe Ratio

FLJH:

1.26

SCHD:

1.02

Sortino Ratio

FLJH:

1.65

SCHD:

1.51

Omega Ratio

FLJH:

1.24

SCHD:

1.18

Calmar Ratio

FLJH:

1.20

SCHD:

1.55

Martin Ratio

FLJH:

4.19

SCHD:

5.23

Ulcer Index

FLJH:

5.84%

SCHD:

2.21%

Daily Std Dev

FLJH:

19.47%

SCHD:

11.28%

Max Drawdown

FLJH:

-31.36%

SCHD:

-33.37%

Current Drawdown

FLJH:

-6.46%

SCHD:

-7.44%

Returns By Period

In the year-to-date period, FLJH achieves a 21.85% return, which is significantly higher than SCHD's 10.68% return.


FLJH

YTD

21.85%

1M

-0.50%

6M

2.07%

1Y

23.37%

5Y*

15.23%

10Y*

N/A

SCHD

YTD

10.68%

1M

-5.06%

6M

7.69%

1Y

10.91%

5Y*

10.81%

10Y*

10.89%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLJH vs. SCHD - Expense Ratio Comparison

FLJH has a 0.09% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


FLJH
Franklin FTSE Japan Hedged ETF
Expense ratio chart for FLJH: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FLJH vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for FLJH, currently valued at 1.26, compared to the broader market0.002.004.001.261.02
The chart of Sortino ratio for FLJH, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.001.651.51
The chart of Omega ratio for FLJH, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.241.18
The chart of Calmar ratio for FLJH, currently valued at 1.20, compared to the broader market0.005.0010.0015.001.201.55
The chart of Martin ratio for FLJH, currently valued at 4.19, compared to the broader market0.0020.0040.0060.0080.00100.004.195.23
FLJH
SCHD

The current FLJH Sharpe Ratio is 1.26, which is comparable to the SCHD Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FLJH and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.26
1.02
FLJH
SCHD

Dividends

FLJH vs. SCHD - Dividend Comparison

FLJH's dividend yield for the trailing twelve months is around 2.42%, less than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
FLJH
Franklin FTSE Japan Hedged ETF
2.42%25.59%26.67%1.29%0.00%0.00%5.92%0.05%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.67%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

FLJH vs. SCHD - Drawdown Comparison

The maximum FLJH drawdown since its inception was -31.36%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FLJH and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.46%
-7.44%
FLJH
SCHD

Volatility

FLJH vs. SCHD - Volatility Comparison

Franklin FTSE Japan Hedged ETF (FLJH) has a higher volatility of 4.28% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that FLJH's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.28%
3.57%
FLJH
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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