FLJP vs. FLBL
Compare and contrast key facts about Franklin FTSE Japan ETF (FLJP) and Franklin Liberty Senior Loan ETF (FLBL).
FLJP and FLBL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLJP is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Japan RIC Capped Index. It was launched on Nov 2, 2017. FLBL is an actively managed fund by Franklin Templeton. It was launched on May 30, 2018.
Performance
FLJP vs. FLBL - Performance Comparison
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FLJP vs. FLBL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLJP Franklin FTSE Japan ETF | 7.49% | 26.79% | 6.99% | 20.00% | -16.57% | 0.99% | 15.76% | 18.99% | -14.27% |
FLBL Franklin Liberty Senior Loan ETF | -0.69% | 3.59% | 8.26% | 14.83% | -2.69% | 4.35% | 2.17% | 7.67% | -1.63% |
Returns By Period
In the year-to-date period, FLJP achieves a 7.49% return, which is significantly higher than FLBL's -0.69% return.
FLJP
- 1D
- 2.35%
- 1M
- -4.22%
- YTD
- 7.49%
- 6M
- 11.85%
- 1Y
- 33.62%
- 3Y*
- 17.62%
- 5Y*
- 7.52%
- 10Y*
- —
FLBL
- 1D
- 0.07%
- 1M
- 1.52%
- YTD
- -0.69%
- 6M
- -0.66%
- 1Y
- 2.75%
- 3Y*
- 6.85%
- 5Y*
- 5.21%
- 10Y*
- —
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FLJP vs. FLBL - Expense Ratio Comparison
FLJP has a 0.09% expense ratio, which is lower than FLBL's 0.45% expense ratio.
Return for Risk
FLJP vs. FLBL — Risk / Return Rank
FLJP
FLBL
FLJP vs. FLBL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and Franklin Liberty Senior Loan ETF (FLBL). 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.
| FLJP | FLBL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 0.64 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.24 | 0.93 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.16 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 0.79 | +1.66 |
Martin ratioReturn relative to average drawdown | 9.31 | 2.63 | +6.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLJP | FLBL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.64 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.35 | -0.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.77 | -0.37 |
Correlation
The correlation between FLJP and FLBL is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FLJP vs. FLBL - Dividend Comparison
FLJP's dividend yield for the trailing twelve months is around 4.79%, less than FLBL's 7.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLJP Franklin FTSE Japan ETF | 4.79% | 5.15% | 4.56% | 3.00% | 1.92% | 2.40% | 1.51% | 2.26% | 1.50% | 0.10% |
FLBL Franklin Liberty Senior Loan ETF | 7.46% | 7.24% | 8.05% | 8.37% | 5.53% | 3.57% | 3.22% | 3.97% | 2.21% | 0.00% |
Drawdowns
FLJP vs. FLBL - Drawdown Comparison
The maximum FLJP drawdown since its inception was -32.49%, which is greater than FLBL's maximum drawdown of -19.52%. Use the drawdown chart below to compare losses from any high point for FLJP and FLBL.
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Drawdown Indicators
| FLJP | FLBL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.49% | -19.52% | -12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.30% | -3.26% | -10.04% |
Max Drawdown (5Y)Largest decline over 5 years | -32.49% | -6.80% | -25.69% |
Current DrawdownCurrent decline from peak | -7.59% | -1.49% | -6.10% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -1.01% | -8.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 1.00% | +2.50% |
Volatility
FLJP vs. FLBL - Volatility Comparison
Franklin FTSE Japan ETF (FLJP) has a higher volatility of 8.84% compared to Franklin Liberty Senior Loan ETF (FLBL) at 1.11%. This indicates that FLJP's price experiences larger fluctuations and is considered to be riskier than FLBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLJP | FLBL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.84% | 1.11% | +7.73% |
Volatility (6M)Calculated over the trailing 6-month period | 14.51% | 2.23% | +12.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.28% | 4.29% | +16.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.64% | 3.88% | +13.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 5.77% | +12.00% |