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FLJP vs. TLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLJP vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Japan ETF (FLJP) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLJP achieves a 14.83% return, which is significantly higher than TLT'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*

TLT

1D
-0.24%
1M
1.40%
YTD
0.27%
6M
0.45%
1Y
3.88%
3Y*
-1.38%
5Y*
-6.53%
10Y*
-1.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLJP vs. TLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TLT
iShares 20+ Year Treasury Bond ETF
0.27%4.25%-8.05%2.77%-31.23%-4.60%18.15%14.12%-1.61%1.39%

Correlation

The correlation between FLJP and TLT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

-0.03

The correlation between FLJP and TLT shifts across timeframes, from -0.03 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FLJP vs. TLT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLJP
FLJP Risk / Return Rank: 5454
Overall Rank
FLJP Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FLJP Sortino Ratio Rank: 5454
Sortino Ratio Rank
FLJP Omega Ratio Rank: 5555
Omega Ratio Rank
FLJP Calmar Ratio Rank: 5353
Calmar Ratio Rank
FLJP Martin Ratio Rank: 5454
Martin Ratio Rank

TLT
TLT Risk / Return Rank: 1414
Overall Rank
TLT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TLT Sortino Ratio Rank: 1313
Sortino Ratio Rank
TLT Omega Ratio Rank: 1313
Omega Ratio Rank
TLT Calmar Ratio Rank: 1414
Calmar Ratio Rank
TLT Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLJP vs. TLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


FLJPTLTDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.30

1.06

+0.24

Calmar ratioReturn relative to maximum drawdown

2.33

0.38

+1.95

Martin ratioReturn relative to average drawdown

8.10

0.92

+7.18

FLJP vs. TLT - Sharpe Ratio Comparison

The current FLJP Sharpe Ratio is 1.60, which is higher than the TLT Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of FLJP and TLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FLJP vs. TLT - Drawdown Comparison

The maximum FLJP drawdown since its inception was -32.49%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for FLJP and TLT.


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Drawdown Indicators


FLJPTLTDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-48.35%

+15.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-7.58%

-5.72%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-19.18%

+5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

-43.70%

+11.21%

Max Drawdown (10Y)

Largest decline over 10 years

-48.35%

Current Drawdown

Current decline from peak

-1.49%

-40.12%

+38.63%

Average Drawdown

Average peak-to-trough decline

-9.34%

-13.84%

+4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

3.14%

+0.69%

Volatility

FLJP vs. TLT - Volatility Comparison

Franklin FTSE Japan ETF (FLJP) has a higher volatility of 5.62% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 2.83%. This indicates that FLJP's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLJPTLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

2.83%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

6.64%

+8.81%

Volatility (1Y)

Calculated over the trailing 1-year period

19.47%

9.68%

+9.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.86%

15.85%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

14.91%

+2.93%

FLJP vs. TLT - Expense Ratio Comparison

FLJP has a 0.09% expense ratio, which is lower than TLT's 0.15% expense ratio. Despite the difference, 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. TLT - Dividend Comparison

FLJP's dividend yield for the trailing twelve months is around 4.48%, less than TLT's 4.56% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TLT
iShares 20+ Year Treasury Bond ETF
4.56%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

Frequently Asked Questions


FLJP and TLT have a correlation of 0.26, 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 TLT (2.83%). In terms of maximum drawdown, FLJP dropped -32.49% vs TLT's -48.35%.

On 5-year performance, FLJP leads with 8.82% vs -6.53% for TLT. On fees, FLJP is cheaper at 0.09% per year. On volatility, TLT has been the lower-risk option at 2.83%. 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 -6.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLJP is cheaper with a 0.09% expense ratio, compared with 0.15% for TLT.

TLT has the higher dividend yield at 4.56%, compared with 4.48% for FLJP.

FLJP is categorized as Japan Equities, while TLT is Government Bonds. FLJP tracks FTSE Japan RIC Capped Index, while TLT tracks ICE U.S. Treasury 20+ Year Bond Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.09% for FLJP and 0.15% for TLT.

FLJP currently has the higher Sharpe Ratio (1.60 vs 0.30), 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.

Portfolio Optimizer

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