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FLKR vs. FLBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLKR vs. FLBR - Performance Comparison

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

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FLKR vs. FLBR - 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%
FLBR
Franklin FTSE Brazil ETF
25.72%45.57%-27.58%33.19%10.44%-16.78%-20.13%28.47%-2.13%2.27%

Returns By Period

In the year-to-date period, FLKR achieves a 27.39% return, which is significantly higher than FLBR's 25.72% return.


FLKR

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

FLBR

1D
0.25%
1M
0.42%
YTD
25.72%
6M
33.59%
1Y
55.44%
3Y*
21.82%
5Y*
12.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLKR vs. FLBR - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is lower than FLBR's 0.19% 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. FLBR — 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

FLBR
FLBR Risk / Return Rank: 9292
Overall Rank
FLBR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLBR Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLBR Omega Ratio Rank: 8989
Omega Ratio Rank
FLBR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLBR Martin Ratio Rank: 9292
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. FLBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Franklin FTSE Brazil ETF (FLBR). 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.


FLKRFLBRDifference

Sharpe ratio

Return per unit of total volatility

3.66

2.14

+1.52

Sortino ratio

Return per unit of downside risk

3.85

2.70

+1.15

Omega ratio

Gain probability vs. loss probability

1.55

1.38

+0.17

Calmar ratio

Return relative to maximum drawdown

5.74

4.85

+0.88

Martin ratio

Return relative to average drawdown

22.99

13.62

+9.37

FLKR vs. FLBR - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 3.66, which is higher than the FLBR Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of FLKR and FLBR, 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


FLKRFLBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.66

2.14

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.46

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.19

+0.14

Correlation

The correlation between FLKR and FLBR is 0.45, 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.


Dividends

FLKR vs. FLBR - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 3.04%, less than FLBR's 6.13% yield.


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%
FLBR
Franklin FTSE Brazil ETF
6.13%7.71%7.68%8.84%11.99%8.71%2.32%3.42%3.72%0.42%

Drawdowns

FLKR vs. FLBR - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum FLBR drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FLKR and FLBR.


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Drawdown Indicators


FLKRFLBRDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-57.42%

+7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-11.69%

-11.34%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

-32.74%

-16.77%

Current Drawdown

Current decline from peak

-16.79%

-1.44%

-15.35%

Average Drawdown

Average peak-to-trough decline

-22.44%

-18.87%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

4.16%

+1.59%

Volatility

FLKR vs. FLBR - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 19.74% compared to Franklin FTSE Brazil ETF (FLBR) at 11.31%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than FLBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLKRFLBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.74%

11.31%

+8.43%

Volatility (6M)

Calculated over the trailing 6-month period

30.25%

19.89%

+10.36%

Volatility (1Y)

Calculated over the trailing 1-year period

35.28%

26.02%

+9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

27.73%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

33.23%

-6.83%