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FLJP vs. VPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

FLJP vs. VPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Japan ETF (FLJP) and Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.98%
-2.91%
FLJP
VPL

Key characteristics

Sharpe Ratio

FLJP:

0.53

VPL:

0.20

Sortino Ratio

FLJP:

0.83

VPL:

0.38

Omega Ratio

FLJP:

1.10

VPL:

1.05

Calmar Ratio

FLJP:

0.78

VPL:

0.27

Martin Ratio

FLJP:

2.17

VPL:

0.79

Ulcer Index

FLJP:

4.20%

VPL:

3.86%

Daily Std Dev

FLJP:

17.12%

VPL:

15.28%

Max Drawdown

FLJP:

-32.49%

VPL:

-55.49%

Current Drawdown

FLJP:

-7.74%

VPL:

-11.16%

Returns By Period

In the year-to-date period, FLJP achieves a 5.92% return, which is significantly higher than VPL's -0.57% return.


FLJP

YTD

5.92%

1M

-0.45%

6M

1.98%

1Y

9.60%

5Y*

4.22%

10Y*

N/A

VPL

YTD

-0.57%

1M

-4.27%

6M

-2.91%

1Y

3.05%

5Y*

2.80%

10Y*

4.78%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


FLJP
Franklin FTSE Japan ETF
Expense ratio chart for FLJP: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VPL: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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.


Sharpe ratio
The chart of Sharpe ratio for FLJP, currently valued at 0.56, compared to the broader market0.002.004.000.560.20
The chart of Sortino ratio for FLJP, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.000.870.38
The chart of Omega ratio for FLJP, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.05
The chart of Calmar ratio for FLJP, currently valued at 0.84, compared to the broader market0.005.0010.0015.000.840.27
The chart of Martin ratio for FLJP, currently valued at 2.27, compared to the broader market0.0020.0040.0060.0080.00100.002.270.79
FLJP
VPL

The current FLJP Sharpe Ratio is 0.53, which is higher than the VPL Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of FLJP and VPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.56
0.20
FLJP
VPL

Dividends

FLJP vs. VPL - Dividend Comparison

FLJP's dividend yield for the trailing twelve months is around 3.59%, more than VPL's 1.41% yield.


TTM20232022202120202019201820172016201520142013
FLJP
Franklin FTSE Japan ETF
3.59%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
1.41%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.74%
-11.16%
FLJP
VPL

Volatility

FLJP vs. VPL - Volatility Comparison

Franklin FTSE Japan ETF (FLJP) has a higher volatility of 5.04% compared to Vanguard FTSE Pacific ETF (VPL) at 4.30%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.04%
4.30%
FLJP
VPL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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