FLJH vs. SCJ
Compare and contrast key facts about Franklin FTSE Japan Hedged ETF (FLJH) and iShares MSCI Japan Small Cap ETF (SCJ).
FLJH and SCJ 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. SCJ is a passively managed fund by iShares that tracks the performance of the MSCI Japan Small Cap Index. It was launched on Dec 20, 2007. Both FLJH and SCJ 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. SCJ - Performance Comparison
Loading graphics...
FLJH vs. SCJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 6.40% | 25.26% | 25.89% | 36.02% | -2.75% | 12.68% | 10.65% | 20.34% | -14.66% | 1.26% |
SCJ iShares MSCI Japan Small Cap ETF | 5.74% | 29.58% | 3.41% | 13.22% | -12.75% | -2.95% | 7.46% | 16.16% | -17.17% | 4.08% |
Returns By Period
In the year-to-date period, FLJH achieves a 6.40% return, which is significantly higher than SCJ's 5.74% return.
FLJH
- 1D
- 2.17%
- 1M
- -7.04%
- YTD
- 6.40%
- 6M
- 13.61%
- 1Y
- 35.61%
- 3Y*
- 27.63%
- 5Y*
- 17.84%
- 10Y*
- —
SCJ
- 1D
- 2.63%
- 1M
- -9.21%
- YTD
- 5.74%
- 6M
- 7.75%
- 1Y
- 30.63%
- 3Y*
- 15.14%
- 5Y*
- 5.57%
- 10Y*
- 7.50%
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. SCJ - Expense Ratio Comparison
FLJH has a 0.09% expense ratio, which is lower than SCJ's 0.49% expense ratio.
Return for Risk
FLJH vs. SCJ — Risk / Return Rank
FLJH
SCJ
FLJH vs. SCJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and iShares MSCI Japan Small Cap ETF (SCJ). 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 | SCJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.77 | -0.21 |
Sortino ratioReturn per unit of downside risk | 2.18 | 2.48 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.83 | 2.41 | +0.42 |
Martin ratioReturn relative to average drawdown | 10.73 | 9.17 | +1.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FLJH | SCJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.77 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.36 | +0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.28 | +0.39 |
Correlation
The correlation between FLJH and SCJ is 0.67, 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. SCJ - Dividend Comparison
FLJH's dividend yield for the trailing twelve months is around 3.67%, more than SCJ's 2.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SCJ iShares MSCI Japan Small Cap ETF | 2.97% | 3.14% | 1.79% | 1.99% | 1.18% | 1.87% | 0.89% | 1.85% | 1.44% | 1.45% | 2.73% | 1.53% |
Drawdowns
FLJH vs. SCJ - Drawdown Comparison
The maximum FLJH drawdown since its inception was -31.51%, smaller than the maximum SCJ drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for FLJH and SCJ.
Loading graphics...
Drawdown Indicators
| FLJH | SCJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.51% | -43.52% | +12.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -12.17% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -33.25% | +12.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.87% | — |
Current DrawdownCurrent decline from peak | -7.52% | -9.21% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -10.44% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.19% | +0.04% |
Volatility
FLJH vs. SCJ - Volatility Comparison
Franklin FTSE Japan Hedged ETF (FLJH) has a higher volatility of 8.09% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 7.26%. This indicates that FLJH's price experiences larger fluctuations and is considered to be riskier than SCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FLJH | SCJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.09% | 7.26% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.31% | 12.11% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.87% | 17.40% | +5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.47% | 15.64% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 16.23% | +3.65% |