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FLKR vs. FGDL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLKR vs. FGDL - Performance Comparison

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

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FLKR vs. FGDL - Yearly Performance Comparison


2026 (YTD)2025202420232022
FLKR
Franklin FTSE South Korea ETF
27.39%91.91%-18.84%19.16%-2.51%
FGDL
Franklin Responsibly Sourced Gold ETF
10.02%64.15%27.31%12.92%0.91%

Returns By Period

In the year-to-date period, FLKR achieves a 27.39% return, which is significantly higher than FGDL's 10.02% return.


FLKR

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

FGDL

1D
1.93%
1M
-10.91%
YTD
10.02%
6M
22.55%
1Y
52.44%
3Y*
33.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLKR vs. FGDL - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is lower than FGDL's 0.15% 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. FGDL — 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

FGDL
FGDL Risk / Return Rank: 8484
Overall Rank
FGDL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 8484
Sortino Ratio Rank
FGDL Omega Ratio Rank: 8383
Omega Ratio Rank
FGDL Calmar Ratio Rank: 8585
Calmar Ratio Rank
FGDL Martin Ratio Rank: 8282
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. FGDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Franklin Responsibly Sourced Gold ETF (FGDL). 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.


FLKRFGDLDifference

Sharpe ratio

Return per unit of total volatility

3.66

1.88

+1.78

Sortino ratio

Return per unit of downside risk

3.85

2.29

+1.57

Omega ratio

Gain probability vs. loss probability

1.55

1.34

+0.21

Calmar ratio

Return relative to maximum drawdown

5.74

2.68

+3.06

Martin ratio

Return relative to average drawdown

22.99

9.56

+13.43

FLKR vs. FGDL - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 3.66, which is higher than the FGDL Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of FLKR and FGDL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLKRFGDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.66

1.88

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

1.55

-1.23

Correlation

The correlation between FLKR and FGDL is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLKR vs. FGDL - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 3.04%, while FGDL has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
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%
FGDL
Franklin Responsibly Sourced Gold ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLKR vs. FGDL - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, which is greater than FGDL's maximum drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for FLKR and FGDL.


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Drawdown Indicators


FLKRFGDLDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-19.23%

-30.83%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-19.23%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

Current Drawdown

Current decline from peak

-16.79%

-12.10%

-4.69%

Average Drawdown

Average peak-to-trough decline

-22.44%

-3.35%

-19.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

5.39%

+0.36%

Volatility

FLKR vs. FGDL - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 19.74% compared to Franklin Responsibly Sourced Gold ETF (FGDL) at 10.10%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than FGDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLKRFGDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.74%

10.10%

+9.64%

Volatility (6M)

Calculated over the trailing 6-month period

30.25%

24.42%

+5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

35.28%

28.02%

+7.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

18.97%

+7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

18.97%

+7.43%