FLJP vs. IMOM
Compare and contrast key facts about Franklin FTSE Japan ETF (FLJP) and Alpha Architect International Quantitative Momentum ETF (IMOM).
FLJP and IMOM 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. IMOM is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Intern.Quan. Mome. (USD)(TR). It was launched on Dec 23, 2015. Both FLJP and IMOM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLJP vs. IMOM - Performance Comparison
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FLJP vs. IMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLJP Franklin FTSE Japan ETF | 5.02% | 26.79% | 6.99% | 20.00% | -16.57% | 0.99% | 15.76% | 18.99% | -14.01% | 2.22% |
IMOM Alpha Architect International Quantitative Momentum ETF | 4.48% | 47.20% | 5.22% | 9.15% | -21.92% | -0.75% | 28.39% | 18.26% | -23.07% | 1.62% |
Returns By Period
In the year-to-date period, FLJP achieves a 5.02% return, which is significantly higher than IMOM's 4.48% return.
FLJP
- 1D
- 3.55%
- 1M
- -8.64%
- YTD
- 5.02%
- 6M
- 9.34%
- 1Y
- 29.58%
- 3Y*
- 16.71%
- 5Y*
- 7.02%
- 10Y*
- —
IMOM
- 1D
- 4.18%
- 1M
- -11.99%
- YTD
- 4.48%
- 6M
- 11.43%
- 1Y
- 44.75%
- 3Y*
- 18.46%
- 5Y*
- 6.53%
- 10Y*
- 7.19%
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FLJP vs. IMOM - Expense Ratio Comparison
FLJP has a 0.09% expense ratio, which is lower than IMOM's 0.59% expense ratio.
Return for Risk
FLJP vs. IMOM — Risk / Return Rank
FLJP
IMOM
FLJP vs. IMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and Alpha Architect International Quantitative Momentum ETF (IMOM). 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 | IMOM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.40 | 2.01 | -0.61 |
Sortino ratioReturn per unit of downside risk | 2.01 | 2.57 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.72 | -0.57 |
Martin ratioReturn relative to average drawdown | 8.12 | 11.73 | -3.61 |
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 | IMOM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.40 | 2.01 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.33 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.34 | +0.05 |
Correlation
The correlation between FLJP and IMOM is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FLJP vs. IMOM - Dividend Comparison
FLJP's dividend yield for the trailing twelve months is around 4.90%, more than IMOM's 2.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FLJP Franklin FTSE Japan ETF | 4.90% | 5.15% | 4.56% | 3.00% | 1.92% | 2.40% | 1.51% | 2.26% | 1.50% | 0.10% | 0.00% |
IMOM Alpha Architect International Quantitative Momentum ETF | 2.42% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% |
Drawdowns
FLJP vs. IMOM - Drawdown Comparison
The maximum FLJP drawdown since its inception was -32.49%, smaller than the maximum IMOM drawdown of -45.74%. Use the drawdown chart below to compare losses from any high point for FLJP and IMOM.
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Drawdown Indicators
| FLJP | IMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.49% | -45.74% | +13.25% |
Max Drawdown (1Y)Largest decline over 1 year | -13.30% | -15.61% | +2.31% |
Max Drawdown (5Y)Largest decline over 5 years | -32.49% | -39.27% | +6.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.74% | — |
Current DrawdownCurrent decline from peak | -9.71% | -12.08% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -14.37% | +4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 3.61% | -0.10% |
Volatility
FLJP vs. IMOM - Volatility Comparison
The current volatility for Franklin FTSE Japan ETF (FLJP) is 9.24%, while Alpha Architect International Quantitative Momentum ETF (IMOM) has a volatility of 10.61%. This indicates that FLJP experiences smaller price fluctuations and is considered to be less risky than IMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLJP | IMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 10.61% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 15.14% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.18% | 22.43% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 19.93% | -2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 20.09% | -2.34% |