PortfoliosLab logoPortfoliosLab logo
FLKR vs. EEMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLKR vs. EEMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FLKR vs. EEMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
27.39%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
1.39%13.45%7.98%7.75%-13.94%5.05%6.90%7.83%-5.81%3.34%

Returns By Period

In the year-to-date period, FLKR achieves a 27.39% return, which is significantly higher than EEMV's 1.39% return.


FLKR

1D
2.41%
1M
-14.74%
YTD
27.39%
6M
53.78%
1Y
128.35%
3Y*
29.91%
5Y*
8.54%
10Y*

EEMV

1D
0.31%
1M
-4.01%
YTD
1.39%
6M
3.09%
1Y
14.32%
3Y*
9.17%
5Y*
3.13%
10Y*
5.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FLKR vs. EEMV - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is lower than EEMV's 0.25% 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%.


Return for Risk

FLKR vs. EEMV — Risk / Return Rank

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

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9797
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9898
Martin Ratio Rank

EEMV
EEMV Risk / Return Rank: 5858
Overall Rank
EEMV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EEMV Sortino Ratio Rank: 5858
Sortino Ratio Rank
EEMV Omega Ratio Rank: 6060
Omega Ratio Rank
EEMV Calmar Ratio Rank: 5858
Calmar Ratio Rank
EEMV Martin Ratio Rank: 5656
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.

FLKR vs. EEMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV). 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.


FLKREEMVDifference

Sharpe ratio

Return per unit of total volatility

3.66

1.11

+2.55

Sortino ratio

Return per unit of downside risk

3.85

1.55

+2.30

Omega ratio

Gain probability vs. loss probability

1.55

1.23

+0.32

Calmar ratio

Return relative to maximum drawdown

5.74

1.56

+4.18

Martin ratio

Return relative to average drawdown

22.99

5.86

+17.13

FLKR vs. EEMV - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 3.66, which is higher than the EEMV Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FLKR and EEMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FLKREEMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.66

1.11

+2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.27

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.32

0.00

Correlation

The correlation between FLKR and EEMV is 0.75, 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.


Dividends

FLKR vs. EEMV - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 3.04%, more than EEMV's 2.61% yield.


TTM20252024202320222021202020192018201720162015
FLKR
Franklin FTSE South Korea ETF
3.04%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
2.61%2.65%3.50%2.75%1.93%2.14%2.45%2.63%2.46%2.34%2.79%2.55%

Drawdowns

FLKR vs. EEMV - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, which is greater than EEMV's maximum drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for FLKR and EEMV.


Loading graphics...

Drawdown Indicators


FLKREEMVDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-31.56%

-18.50%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-9.22%

-13.81%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

-21.97%

-27.54%

Max Drawdown (10Y)

Largest decline over 10 years

-31.56%

Current Drawdown

Current decline from peak

-16.79%

-6.59%

-10.20%

Average Drawdown

Average peak-to-trough decline

-22.44%

-8.05%

-14.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

2.45%

+3.30%

Volatility

FLKR vs. EEMV - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 19.74% compared to iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) at 6.67%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than EEMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FLKREEMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.74%

6.67%

+13.07%

Volatility (6M)

Calculated over the trailing 6-month period

30.25%

9.48%

+20.77%

Volatility (1Y)

Calculated over the trailing 1-year period

35.28%

12.91%

+22.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

11.48%

+14.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

13.74%

+12.66%