FLKR vs. MCHI
Compare and contrast key facts about Franklin FTSE South Korea ETF (FLKR) and iShares MSCI China ETF (MCHI).
FLKR and MCHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLKR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE South Korea RIC Capped Index. It was launched on Nov 2, 2017. MCHI is a passively managed fund by iShares that tracks the performance of the MSCI China Index. It was launched on Mar 29, 2011. Both FLKR and MCHI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLKR or MCHI.
Key characteristics
| FLKR | MCHI | |
|---|---|---|
| YTD Return | -12.07% | 17.99% |
| 1Y Return | -0.82% | 14.75% |
| 3Y Return (Ann) | -9.10% | -10.28% |
| 5Y Return (Ann) | 1.15% | -2.42% |
| Sharpe Ratio | -0.08 | 0.51 |
| Sortino Ratio | 0.04 | 0.95 |
| Omega Ratio | 1.01 | 1.12 |
| Calmar Ratio | -0.05 | 0.26 |
| Martin Ratio | -0.28 | 1.51 |
| Ulcer Index | 6.28% | 10.50% |
| Daily Std Dev | 22.14% | 31.35% |
| Max Drawdown | -50.06% | -62.84% |
| Current Drawdown | -36.99% | -47.31% |
Correlation
The correlation between FLKR and MCHI is 0.61, 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.
Performance
FLKR vs. MCHI - Performance Comparison
In the year-to-date period, FLKR achieves a -12.07% return, which is significantly lower than MCHI's 17.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. MCHI - Expense Ratio Comparison
FLKR has a 0.09% expense ratio, which is lower than MCHI's 0.59% expense ratio.
Risk-Adjusted Performance
FLKR vs. MCHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and iShares MSCI China ETF (MCHI). 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.
Dividends
FLKR vs. MCHI - Dividend Comparison
FLKR's dividend yield for the trailing twelve months is around 8.08%, more than MCHI's 2.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLKR Franklin FTSE South Korea ETF | 8.08% | 2.29% | 3.13% | 2.12% | 0.99% | 2.09% | 1.86% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% |
MCHI iShares MSCI China ETF | 2.48% | 3.49% | 2.16% | 1.04% | 1.04% | 1.45% | 1.60% | 1.56% | 1.66% | 2.76% | 2.35% | 2.37% |
Drawdowns
FLKR vs. MCHI - Drawdown Comparison
The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum MCHI drawdown of -62.84%. Use the drawdown chart below to compare losses from any high point for FLKR and MCHI. For additional features, visit the drawdowns tool.
Volatility
FLKR vs. MCHI - Volatility Comparison
The current volatility for Franklin FTSE South Korea ETF (FLKR) is 6.47%, while iShares MSCI China ETF (MCHI) has a volatility of 12.24%. This indicates that FLKR experiences smaller price fluctuations and is considered to be less risky than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.