FLJP vs. SCHR
FLJP (Franklin FTSE Japan ETF) and SCHR (Schwab Intermediate-Term U.S. Treasury ETF) are both exchange-traded funds - FLJP is a Japan Equities fund tracking the FTSE Japan RIC Capped Index, while SCHR is a Government Bonds fund tracking the Bloomberg US Treasury 3-10 Year Index. Both are passively managed. Over the past 5 years, FLJP returned 8.82%/yr vs 0.02%/yr for SCHR. At a 0.01 correlation, their price movements are largely independent. FLJP charges 0.09%/yr vs 0.05%/yr for SCHR.
Performance
FLJP vs. SCHR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FLJP achieves a 14.83% return, which is significantly higher than SCHR's -0.27% return.
FLJP
- 1D
- 0.56%
- 1M
- 0.15%
- YTD
- 14.83%
- 6M
- 14.62%
- 1Y
- 31.78%
- 3Y*
- 16.94%
- 5Y*
- 8.82%
- 10Y*
- —
SCHR
- 1D
- -0.12%
- 1M
- 0.13%
- YTD
- -0.27%
- 6M
- 0.04%
- 1Y
- 3.42%
- 3Y*
- 3.71%
- 5Y*
- 0.02%
- 10Y*
- 1.19%
FLJP vs. SCHR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLJP Franklin FTSE Japan ETF | 14.83% | 26.79% | 6.99% | 20.00% | -16.57% | 0.99% | 15.76% | 18.99% | -14.01% | 2.53% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | -0.27% | 7.33% | 1.42% | 4.27% | -10.58% | -2.62% | 7.72% | 6.18% | 1.46% | -0.57% |
Correlation
The correlation between FLJP and SCHR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.01 |
Over the past year, FLJP and SCHR have become more correlated (0.27) than their long-term average of 0.01, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FLJP vs. SCHR — Risk / Return Rank
FLJP
SCHR
FLJP vs. SCHR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLJP | SCHR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.17 | +1.16 |
| Martin ratioReturn relative to average drawdown | 8.10 | 3.29 | +4.81 |
Loading charts...
Drawdowns
FLJP vs. SCHR - Drawdown Comparison
The maximum FLJP drawdown since its inception was -32.49%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for FLJP and SCHR.
Loading charts...
Drawdown Indicators
| FLJP | SCHR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.49% | -16.11% | -16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.30% | -2.79% | -10.51% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -4.35% | -9.82% |
Max Drawdown (5Y)Largest decline over 5 years | -32.49% | -15.07% | -17.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.11% | — |
Current DrawdownCurrent decline from peak | -1.49% | -2.21% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -3.64% | -5.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 0.99% | +2.84% |
Volatility
FLJP vs. SCHR - Volatility Comparison
Franklin FTSE Japan ETF (FLJP) has a higher volatility of 5.62% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.11%. This indicates that FLJP's price experiences larger fluctuations and is considered to be riskier than SCHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FLJP | SCHR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 1.11% | +4.51% |
Volatility (6M)Calculated over the trailing 6-month period | 15.45% | 2.40% | +13.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.47% | 3.38% | +16.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 5.38% | +12.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 4.47% | +13.37% |
FLJP vs. SCHR - Expense Ratio Comparison
FLJP has a 0.09% expense ratio, which is higher than SCHR's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FLJP vs. SCHR - Dividend Comparison
FLJP's dividend yield for the trailing twelve months is around 4.48%, more than SCHR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLJP Franklin FTSE Japan ETF | 4.48% | 5.15% | 4.56% | 3.00% | 1.92% | 2.40% | 1.51% | 2.26% | 1.50% | 0.10% | 0.00% | 0.00% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.91% | 3.85% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% |
Frequently Asked Questions
FLJP and SCHR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLJP has higher volatility (5.62%) compared to SCHR (1.11%). In terms of maximum drawdown, FLJP dropped -32.49% vs SCHR's -16.11%.
On 5-year performance, FLJP leads with 8.82% vs 0.02% for SCHR. On fees, SCHR is cheaper at 0.05% per year. On volatility, SCHR has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FLJP has performed better with a 8.82% return vs 0.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHR is cheaper with a 0.05% expense ratio, compared with 0.09% for FLJP.
FLJP has the higher dividend yield at 4.48%, compared with 3.91% for SCHR.
FLJP is categorized as Japan Equities, while SCHR is Government Bonds. FLJP tracks FTSE Japan RIC Capped Index, while SCHR tracks Bloomberg US Treasury 3-10 Year Index. They also come from different issuers: Franklin Templeton and Charles Schwab. Their fees differ too: 0.09% for FLJP and 0.05% for SCHR.
FLJP currently has the higher Sharpe Ratio (1.60 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for FLJP and SCHR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer