PortfoliosLab logo
FLJP vs. BBJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLJP and BBJP is 0.68, 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.


Performance

FLJP vs. BBJP - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FLJP:

0.36

BBJP:

0.34

Sortino Ratio

FLJP:

0.67

BBJP:

0.63

Omega Ratio

FLJP:

1.09

BBJP:

1.08

Calmar Ratio

FLJP:

0.55

BBJP:

0.52

Martin Ratio

FLJP:

1.63

BBJP:

1.54

Ulcer Index

FLJP:

4.82%

BBJP:

4.86%

Daily Std Dev

FLJP:

20.73%

BBJP:

21.31%

Max Drawdown

FLJP:

-32.49%

BBJP:

-32.66%

Current Drawdown

FLJP:

-1.96%

BBJP:

-1.83%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLJP having a 6.78% return and BBJP slightly lower at 6.54%.


FLJP

YTD

6.78%

1M

6.22%

6M

7.34%

1Y

7.49%

5Y*

8.91%

10Y*

N/A

BBJP

YTD

6.54%

1M

6.77%

6M

7.17%

1Y

7.11%

5Y*

8.97%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FLJP vs. BBJP - Expense Ratio Comparison

FLJP has a 0.09% expense ratio, which is lower than BBJP'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%.


Risk-Adjusted Performance

FLJP vs. BBJP — Risk-Adjusted Performance Rank

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

FLJP
The Risk-Adjusted Performance Rank of FLJP is 4343
Overall Rank
The Sharpe Ratio Rank of FLJP is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJP is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FLJP is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FLJP is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FLJP is 4747
Martin Ratio Rank

BBJP
The Risk-Adjusted Performance Rank of BBJP is 4141
Overall Rank
The Sharpe Ratio Rank of BBJP is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of BBJP is 3636
Sortino Ratio Rank
The Omega Ratio Rank of BBJP is 3434
Omega Ratio Rank
The Calmar Ratio Rank of BBJP is 5656
Calmar Ratio Rank
The Martin Ratio Rank of BBJP is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLJP vs. BBJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and JPMorgan BetaBuilders Japan ETF (BBJP). 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.


The current FLJP Sharpe Ratio is 0.36, which is comparable to the BBJP Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FLJP and BBJP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FLJP vs. BBJP - Dividend Comparison

FLJP's dividend yield for the trailing twelve months is around 4.27%, more than BBJP's 2.62% yield.


TTM20242023202220212020201920182017
FLJP
Franklin FTSE Japan ETF
4.27%4.56%3.00%1.92%2.40%1.51%2.26%1.50%0.10%
BBJP
JPMorgan BetaBuilders Japan ETF
2.62%2.80%3.05%1.52%2.89%1.12%2.31%0.65%0.00%

Drawdowns

FLJP vs. BBJP - Drawdown Comparison

The maximum FLJP drawdown since its inception was -32.49%, roughly equal to the maximum BBJP drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FLJP and BBJP. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FLJP vs. BBJP - Volatility Comparison

Franklin FTSE Japan ETF (FLJP) and JPMorgan BetaBuilders Japan ETF (BBJP) have volatilities of 4.12% and 4.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...