FLJP vs. VPL
Compare and contrast key facts about Franklin FTSE Japan ETF (FLJP) and Vanguard FTSE Pacific ETF (VPL).
FLJP and VPL 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. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005. Both FLJP and VPL 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 VPL.
Key characteristics
| FLJP | VPL | |
|---|---|---|
| YTD Return | 6.44% | 2.94% |
| 1Y Return | 12.22% | 10.16% |
| 3Y Return (Ann) | 1.03% | -0.58% |
| 5Y Return (Ann) | 4.62% | 3.89% |
| Sharpe Ratio | 0.85 | 0.84 |
| Sortino Ratio | 1.24 | 1.24 |
| Omega Ratio | 1.16 | 1.16 |
| Calmar Ratio | 1.02 | 0.85 |
| Martin Ratio | 3.81 | 4.07 |
| Ulcer Index | 3.77% | 3.14% |
| Daily Std Dev | 16.83% | 15.22% |
| Max Drawdown | -32.49% | -55.49% |
| Current Drawdown | -7.29% | -8.02% |
Correlation
The correlation between FLJP and VPL is 0.92, 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.
Performance
FLJP vs. VPL - Performance Comparison
In the year-to-date period, FLJP achieves a 6.44% return, which is significantly higher than VPL's 2.94% 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. VPL - Expense Ratio Comparison
FLJP has a 0.09% expense ratio, which is higher than VPL's 0.08% 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%.
Risk-Adjusted Performance
FLJP vs. VPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Japan ETF (FLJP) and Vanguard FTSE Pacific ETF (VPL). 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. VPL - Dividend Comparison
FLJP's dividend yield for the trailing twelve months is around 5.24%, more than VPL's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLJP Franklin FTSE Japan ETF | 5.24% | 3.00% | 1.91% | 2.40% | 1.51% | 2.26% | 1.50% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% |
VPL Vanguard FTSE Pacific ETF | 3.14% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
Drawdowns
FLJP vs. VPL - Drawdown Comparison
The maximum FLJP drawdown since its inception was -32.49%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for FLJP and VPL. For additional features, visit the drawdowns tool.
Volatility
FLJP vs. VPL - Volatility Comparison
Franklin FTSE Japan ETF (FLJP) has a higher volatility of 4.48% compared to Vanguard FTSE Pacific ETF (VPL) at 4.10%. This indicates that FLJP's price experiences larger fluctuations and is considered to be riskier than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.