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

Correlation

The correlation between FLJP and VPL is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

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.

15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
38.02%
29.06%
FLJP
VPL

Key characteristics

Sharpe Ratio

FLJP:

0.37

VPL:

0.35

Sortino Ratio

FLJP:

0.66

VPL:

0.63

Omega Ratio

FLJP:

1.09

VPL:

1.08

Calmar Ratio

FLJP:

0.54

VPL:

0.41

Martin Ratio

FLJP:

1.59

VPL:

1.22

Ulcer Index

FLJP:

4.85%

VPL:

5.51%

Daily Std Dev

FLJP:

20.84%

VPL:

19.25%

Max Drawdown

FLJP:

-32.49%

VPL:

-55.49%

Current Drawdown

FLJP:

-1.79%

VPL:

-3.90%

Returns By Period

In the year-to-date period, FLJP achieves a 5.38% return, which is significantly lower than VPL's 5.77% return.


FLJP

YTD

5.38%

1M

-1.66%

6M

6.90%

1Y

7.16%

5Y*

8.92%

10Y*

N/A

VPL

YTD

5.77%

1M

-0.49%

6M

3.21%

1Y

6.15%

5Y*

8.56%

10Y*

4.27%

*Annualized

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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%.


Expense ratio chart for FLJP: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLJP: 0.09%
Expense ratio chart for VPL: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VPL: 0.08%

Risk-Adjusted Performance

FLJP vs. VPL — Risk-Adjusted Performance Rank

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

FLJP
The Risk-Adjusted Performance Rank of FLJP is 5454
Overall Rank
The Sharpe Ratio Rank of FLJP is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJP is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FLJP is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FLJP is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FLJP is 5454
Martin Ratio Rank

VPL
The Risk-Adjusted Performance Rank of VPL is 5050
Overall Rank
The Sharpe Ratio Rank of VPL is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VPL is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VPL is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VPL is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VPL is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FLJP, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.00
FLJP: 0.37
VPL: 0.35
The chart of Sortino ratio for FLJP, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.00
FLJP: 0.66
VPL: 0.63
The chart of Omega ratio for FLJP, currently valued at 1.09, compared to the broader market0.501.001.502.00
FLJP: 1.09
VPL: 1.08
The chart of Calmar ratio for FLJP, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.00
FLJP: 0.54
VPL: 0.41
The chart of Martin ratio for FLJP, currently valued at 1.59, compared to the broader market0.0020.0040.0060.00
FLJP: 1.59
VPL: 1.22

The current FLJP Sharpe Ratio is 0.37, which is comparable to the VPL Sharpe Ratio of 0.35. 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 Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.37
0.35
FLJP
VPL

Dividends

FLJP vs. VPL - Dividend Comparison

FLJP's dividend yield for the trailing twelve months is around 4.33%, more than VPL's 3.17% yield.


TTM20242023202220212020201920182017201620152014
FLJP
Franklin FTSE Japan ETF
4.33%4.56%3.00%1.91%2.40%1.51%2.26%1.50%0.10%0.00%0.00%0.00%
VPL
Vanguard FTSE Pacific ETF
3.17%3.15%3.12%2.75%3.19%1.81%2.85%3.06%2.57%2.65%2.43%2.69%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.79%
-3.90%
FLJP
VPL

Volatility

FLJP vs. VPL - Volatility Comparison

Franklin FTSE Japan ETF (FLJP) and Vanguard FTSE Pacific ETF (VPL) have volatilities of 12.07% and 12.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.07%
12.04%
FLJP
VPL