FLJH vs. STEW
FLJH (Franklin FTSE Japan Hedged ETF) and STEW (SRH Total Return Fund Inc.) are both funds - FLJH is a Japan Equities fund tracking the FTSE Japan RIC Capped Hedged to USD Net Tax Index, while STEW is a Diversified Portfolio fund managed by SRH. Over the past 3 years, FLJH returned 25.97%/yr vs 14.95%/yr for STEW. At a 0.48 correlation, their price movements are largely independent. FLJH charges 0.09%/yr vs 2.28%/yr for STEW.
Performance
FLJH vs. STEW - Performance Comparison
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Returns By Period
In the year-to-date period, FLJH achieves a 18.85% return, which is significantly higher than STEW's -2.05% return.
FLJH
- 1D
- 0.82%
- 1M
- 1.43%
- YTD
- 18.85%
- 6M
- 15.00%
- 1Y
- 45.89%
- 3Y*
- 25.97%
- 5Y*
- 20.54%
- 10Y*
- —
STEW
- 1D
- 0.23%
- 1M
- 0.62%
- YTD
- -2.05%
- 6M
- -0.22%
- 1Y
- 7.81%
- 3Y*
- 14.95%
- 5Y*
- —
- 10Y*
- —
FLJH vs. STEW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 18.85% | 25.26% | 25.89% | 36.02% | -1.44% |
STEW SRH Total Return Fund Inc. | -2.05% | 20.28% | 19.90% | 13.54% | -10.14% |
Correlation
The correlation between FLJH and STEW is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2022 | 0.48 |
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Return for Risk
FLJH vs. STEW — Risk / Return Rank
FLJH
STEW
FLJH vs. STEW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan Hedged ETF (FLJH) and SRH Total Return Fund Inc. (STEW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLJH | STEW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.12 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 0.73 | +3.47 |
| Martin ratioReturn relative to average drawdown | 16.28 | 2.24 | +14.04 |
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Drawdowns
FLJH vs. STEW - Drawdown Comparison
The maximum FLJH drawdown since its inception was -31.51%, which is greater than STEW's maximum drawdown of -25.25%. Use the drawdown chart below to compare losses from any high point for FLJH and STEW.
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Drawdown Indicators
| FLJH | STEW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.51% | -25.25% | -6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.80% | -9.68% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -20.39% | -11.30% | -9.09% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | — | — |
Current DrawdownCurrent decline from peak | -1.30% | -2.29% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -5.32% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 3.14% | -0.36% |
Volatility
FLJH vs. STEW - Volatility Comparison
Franklin FTSE Japan Hedged ETF (FLJH) has a higher volatility of 5.20% compared to SRH Total Return Fund Inc. (STEW) at 2.82%. This indicates that FLJH's price experiences larger fluctuations and is considered to be riskier than STEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLJH | STEW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 2.82% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | 8.28% | +5.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.44% | 11.08% | +7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 15.44% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.84% | 15.44% | +4.40% |
FLJH vs. STEW - Expense Ratio Comparison
FLJH has a 0.09% expense ratio, which is lower than STEW's 2.28% expense ratio.
Dividends
FLJH vs. STEW - Dividend Comparison
FLJH's dividend yield for the trailing twelve months is around 3.28%, less than STEW's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLJH Franklin FTSE Japan Hedged ETF | 3.28% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% |
STEW SRH Total Return Fund Inc. | 4.11% | 3.56% | 3.43% | 3.60% | 2.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FLJH and STEW have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLJH has higher volatility (5.20%) compared to STEW (2.82%). In terms of maximum drawdown, FLJH dropped -31.51% vs STEW's -25.25%.
FLJH currently has the higher Sharpe Ratio (2.46 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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