FLKR vs. EICIX

Last updated Jun 14, 2026

FLKR (Franklin FTSE South Korea ETF) and EICIX (EIC Value Fund) are both funds - FLKR is a Asia Pacific Equities fund tracking the FTSE South Korea RIC Capped Index, while EICIX is a Large Cap Value Equities fund managed by Equity Investment Corp. Over the past 5 years, FLKR returned 17.78%/yr vs 10.21%/yr for EICIX. At a 0.46 correlation, their price movements are largely independent. FLKR charges 0.09%/yr vs 0.95%/yr for EICIX.

Performance

FLKR vs. EICIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and EIC Value Fund (EICIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLKR achieves a 98.10% return, which is significantly higher than EICIX's 5.81% return.

FLKR

• 1D: -0.69%
• 1M: 9.35%
• YTD: 98.10%
• 6M: 113.45%
• 1Y: 191.57%
• 3Y*: 45.52%
• 5Y*: 17.78%
• 10Y*: —

EICIX

• 1D: 0.80%
• 1M: 4.47%
• YTD: 5.81%
• 6M: 4.81%
• 1Y: 13.57%
• 3Y*: 15.33%
• 5Y*: 10.21%
• 10Y*: 11.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLKR vs. EICIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLKR Franklin FTSE South Korea ETF	98.10%	91.91%	-18.84%	19.16%	-27.50%	-7.54%	42.64%	8.88%	-21.30%	3.00%
EICIX EIC Value Fund	5.81%	16.01%	11.55%	12.91%	0.90%	30.08%	4.27%	22.64%	-7.80%	4.54%

Correlation

The correlation between FLKR and EICIX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017	0.46

Over the past year, the correlation between FLKR and EICIX has dropped to 0.24 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

Return for Risk

FLKR vs. EICIX — Risk / Return Rank

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

FLKR

FLKR Risk / Return Rank: 95
FLKR Sharpe Ratio Rank: 97
FLKR Sortino Ratio Rank: 92
FLKR Omega Ratio Rank: 93
FLKR Calmar Ratio Rank: 96
FLKR Martin Ratio Rank: 95

EICIX

EICIX Risk / Return Rank: 23
EICIX Sharpe Ratio Rank: 24
EICIX Sortino Ratio Rank: 25
EICIX Omega Ratio Rank: 22
EICIX Calmar Ratio Rank: 26
EICIX Martin Ratio Rank: 18

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. EICIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and EIC Value Fund (EICIX). 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	EICIX	Difference
Sharpe ratio: Return per unit of total volatility	4.08	1.14	+2.94
Sortino ratio: Return per unit of downside risk	3.94	1.71	+2.23
Omega ratio: Gain probability vs. loss probability	1.58	1.20	+0.38
Calmar ratio: Return relative to maximum drawdown	8.11	1.54	+6.58
Martin ratio: Return relative to average drawdown	28.21	3.81	+24.40

FLKR vs. EICIX - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 4.08, which is higher than the EICIX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FLKR and EICIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FLKR vs. EICIX - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, which is greater than EICIX's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for FLKR and EICIX.

Drawdown Indicators

	FLKR	EICIX	Difference
Max Drawdown Largest peak-to-trough decline	-50.06%	-34.26%	-15.80%
Max Drawdown (1Y) Largest decline over 1 year	-23.03%	-8.55%	-14.48%
Max Drawdown (3Y) Largest decline over 3 years	-26.39%	-11.10%	-15.29%
Max Drawdown (5Y) Largest decline over 5 years	-49.51%	-17.36%	-32.15%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.26%	—
Current Drawdown Current decline from peak	-9.25%	-3.66%	-5.59%
Average Drawdown Average peak-to-trough decline	-22.03%	-3.41%	-18.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.61%	3.39%	+3.22%

Volatility

FLKR vs. EICIX - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 25.85% compared to EIC Value Fund (EICIX) at 2.99%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than EICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLKR	EICIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.85%	2.99%	+22.86%
Volatility (6M) Calculated over the trailing 6-month period	42.11%	8.16%	+33.95%
Volatility (1Y) Calculated over the trailing 1-year period	45.82%	11.55%	+34.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.58%	14.59%	+14.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.37%	16.27%	+12.10%

FLKR vs. EICIX - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is lower than EICIX's 0.95% expense ratio.

Dividends

FLKR vs. EICIX - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 1.95%, less than EICIX's 8.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EICIX EIC Value Fund	8.46%	8.95%	9.47%	4.09%	6.07%	11.14%	6.05%	7.71%	10.82%	8.51%	2.03%	3.42%
FLKR Franklin FTSE South Korea ETF	1.95%	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

Can I hold both FLKR and EICIX in my portfolio?

FLKR and EICIX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLKR or EICIX?

FLKR has higher volatility (25.85%) compared to EICIX (2.99%). In terms of maximum drawdown, FLKR dropped -50.06% vs EICIX's -34.26%.

Which has better risk-adjusted returns?

FLKR currently has the higher Sharpe Ratio (4.08 vs 1.14), 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.