FLKR vs. CVX
FLKR (Franklin FTSE South Korea ETF) is South Korea Equities fund tracking the FTSE South Korea RIC Capped Index, while CVX (Chevron Corporation) is a stock. Over the past 5 years, FLKR returned 14.07%/yr vs 18.87%/yr for CVX. Their 0.27 correlation means their historical movements had little consistent relationship.
Performance
FLKR vs. CVX - Performance Comparison
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Returns By Period
In the year-to-date period, FLKR achieves a 61.37% return, which is significantly higher than CVX's 31.60% return.
FLKR
- 1D
- -2.28%
- 1M
- -15.74%
- 6M
- 29.07%
- YTD
- 61.37%
- 1Y
- 117.49%
- 3Y*
- 35.68%
- 5Y*
- 14.07%
- 10Y*
- —
- ALL TIME*
- 11.21%
CVX
- 1D
- 2.35%
- 1M
- 18.79%
- 6M
- 13.38%
- YTD
- 31.60%
- 1Y
- 35.24%
- 3Y*
- 11.23%
- 5Y*
- 18.87%
- 10Y*
- 11.68%
- ALL TIME*
- 10.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.44B | $1.41B | $1.67B | |
| $43.49M | $47.84M | $51.57M |
FLKR vs. CVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 61.37% | 91.91% | -18.84% | 19.16% | -27.50% | -7.54% | 42.64% | 8.88% | -21.30% | 3.00% |
CVX Chevron Corporation | 31.60% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 15.27% | -9.75% | 9.89% |
Correlation
The correlation between FLKR and CVX is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.27 |
The correlation between FLKR and CVX shifts across timeframes, from -0.11 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FLKR vs. CVX — Risk / Return Rank
FLKR
CVX
FLKR vs. CVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Chevron Corporation (CVX). 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.
| FLKR | CVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 1.70 | +1.76 |
| Martin ratioReturn relative to average drawdown | 12.27 | 4.61 | +7.66 |
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Drawdowns
FLKR vs. CVX - Drawdown Comparison
The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum CVX drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for FLKR and CVX.
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Drawdown Indicators
| FLKR | CVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.06% | -55.77% | +5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -34.17% | -20.81% | -13.36% |
Max Drawdown (3Y)Largest decline over 3 years | -34.17% | -20.81% | -13.36% |
Max Drawdown (5Y)Largest decline over 5 years | -47.97% | -24.95% | -23.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.77% | — |
Current DrawdownCurrent decline from peak | -28.42% | -5.93% | -22.49% |
Average DrawdownAverage peak-to-trough decline | -21.96% | -11.40% | -10.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.61% | 7.66% | +1.95% |
Volatility
FLKR vs. CVX - Volatility Comparison
Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 21.39% compared to Chevron Corporation (CVX) at 6.84%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLKR | CVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.39% | 6.84% | +14.55% |
Volatility (6M)Calculated over the trailing 6-month period | 50.33% | 18.21% | +32.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.42% | 22.82% | +30.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.16% | 25.15% | +7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.79% | 29.24% | +0.55% |
Dividends
FLKR vs. CVX - Dividend Comparison
FLKR's dividend yield for the trailing twelve months is around 2.86%, less than CVX's 3.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVX Chevron Corporation | 3.55% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
FLKR Franklin FTSE South Korea ETF | 2.86% | 3.87% | 7.08% | 2.28% | 3.13% | 2.12% | 0.99% | 2.09% | 1.86% | 1.02% | 0.00% | 0.00% |
Frequently Asked Questions
FLKR and CVX have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLKR has higher volatility (21.39%) compared to CVX (6.84%). In terms of maximum drawdown, FLKR dropped -50.06% vs CVX's -55.77%.
FLKR currently has the higher Sharpe Ratio (2.21 vs 1.55), 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.
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