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FLJP vs. FLKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLJP and FLKR is 0.60, 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.


-0.50.00.51.00.6

Performance

FLJP vs. FLKR - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-3.47%
-12.71%
FLJP
FLKR

Key characteristics

Sharpe Ratio

FLJP:

0.25

FLKR:

-0.03

Sortino Ratio

FLJP:

0.45

FLKR:

0.12

Omega Ratio

FLJP:

1.06

FLKR:

1.01

Calmar Ratio

FLJP:

0.37

FLKR:

-0.02

Martin Ratio

FLJP:

0.92

FLKR:

-0.07

Ulcer Index

FLJP:

4.66%

FLKR:

9.66%

Daily Std Dev

FLJP:

17.07%

FLKR:

22.10%

Max Drawdown

FLJP:

-32.49%

FLKR:

-50.06%

Current Drawdown

FLJP:

-8.11%

FLKR:

-37.29%

Returns By Period

In the year-to-date period, FLJP achieves a -1.40% return, which is significantly lower than FLKR's 7.81% return.


FLJP

YTD

-1.40%

1M

-0.40%

6M

-3.47%

1Y

3.18%

5Y*

4.15%

10Y*

N/A

FLKR

YTD

7.81%

1M

4.31%

6M

-12.71%

1Y

-3.34%

5Y*

-0.40%

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. FLKR - Expense Ratio Comparison

Both FLJP and FLKR have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


FLJP
Franklin FTSE Japan ETF
Expense ratio chart for FLJP: 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 FLKR: 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%

Risk-Adjusted Performance

FLJP vs. FLKR — 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 1313
Overall Rank
The Sharpe Ratio Rank of FLJP is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJP is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FLJP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FLJP is 2020
Calmar Ratio Rank
The Martin Ratio Rank of FLJP is 1313
Martin Ratio Rank

FLKR
The Risk-Adjusted Performance Rank of FLKR is 77
Overall Rank
The Sharpe Ratio Rank of FLKR is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 77
Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 77
Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 77
Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 77
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. FLKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and Franklin FTSE South Korea ETF (FLKR). 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 FLJP, currently valued at 0.25, compared to the broader market0.002.004.000.25-0.03
The chart of Sortino ratio for FLJP, currently valued at 0.45, compared to the broader market0.005.0010.000.450.12
The chart of Omega ratio for FLJP, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.01
The chart of Calmar ratio for FLJP, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.37-0.02
The chart of Martin ratio for FLJP, currently valued at 0.92, compared to the broader market0.0020.0040.0060.0080.00100.000.92-0.07
FLJP
FLKR

The current FLJP Sharpe Ratio is 0.25, which is higher than the FLKR Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of FLJP and FLKR, 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 Ratio-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.25
-0.03
FLJP
FLKR

Dividends

FLJP vs. FLKR - Dividend Comparison

FLJP's dividend yield for the trailing twelve months is around 4.62%, less than FLKR's 6.57% yield.


TTM20242023202220212020201920182017
FLJP
Franklin FTSE Japan ETF
4.62%4.56%3.00%1.91%2.40%1.51%2.26%1.50%0.10%
FLKR
Franklin FTSE South Korea ETF
6.57%7.08%2.29%3.13%2.12%0.99%2.09%1.86%1.02%

Drawdowns

FLJP vs. FLKR - Drawdown Comparison

The maximum FLJP drawdown since its inception was -32.49%, smaller than the maximum FLKR drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for FLJP and FLKR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.11%
-37.29%
FLJP
FLKR

Volatility

FLJP vs. FLKR - Volatility Comparison

The current volatility for Franklin FTSE Japan ETF (FLJP) is 4.44%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 6.36%. This indicates that FLJP experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
4.44%
6.36%
FLJP
FLKR
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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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