FLJP vs. FLKR
Compare and contrast key facts about Franklin FTSE Japan ETF (FLJP) and Franklin FTSE South Korea ETF (FLKR).
FLJP and FLKR 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. FLKR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE South Korea RIC Capped Index. It was launched on Nov 2, 2017. Both FLJP and FLKR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLJP or FLKR.
Key characteristics
| FLJP | FLKR | |
|---|---|---|
| YTD Return | 6.44% | -13.68% |
| 1Y Return | 12.22% | -5.90% |
| 3Y Return (Ann) | 1.03% | -9.65% |
| 5Y Return (Ann) | 4.62% | 0.34% |
| Sharpe Ratio | 0.85 | -0.12 |
| Sortino Ratio | 1.24 | -0.01 |
| Omega Ratio | 1.16 | 1.00 |
| Calmar Ratio | 1.02 | -0.07 |
| Martin Ratio | 3.81 | -0.41 |
| Ulcer Index | 3.77% | 6.39% |
| Daily Std Dev | 16.83% | 22.19% |
| Max Drawdown | -32.49% | -50.06% |
| Current Drawdown | -7.29% | -38.14% |
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.
Performance
FLJP vs. FLKR - Performance Comparison
In the year-to-date period, FLJP achieves a 6.44% return, which is significantly higher than FLKR's -13.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
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.
Dividends
FLJP vs. FLKR - Dividend Comparison
FLJP's dividend yield for the trailing twelve months is around 5.24%, less than FLKR's 8.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FLJP Franklin FTSE Japan ETF | 5.24% | 3.00% | 1.91% | 2.40% | 1.51% | 2.26% | 1.50% | 0.10% |
FLKR Franklin FTSE South Korea ETF | 8.23% | 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.
Volatility
FLJP vs. FLKR - Volatility Comparison
The current volatility for Franklin FTSE Japan ETF (FLJP) is 4.48%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 6.32%. 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.