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FLKR vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLKR and SCHD 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. SCHD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FLKR:

-0.25

SCHD:

0.13

Sortino Ratio

FLKR:

-0.24

SCHD:

0.24

Omega Ratio

FLKR:

0.97

SCHD:

1.03

Calmar Ratio

FLKR:

-0.16

SCHD:

0.09

Martin Ratio

FLKR:

-0.52

SCHD:

0.29

Ulcer Index

FLKR:

13.37%

SCHD:

5.21%

Daily Std Dev

FLKR:

24.91%

SCHD:

16.46%

Max Drawdown

FLKR:

-50.06%

SCHD:

-33.37%

Current Drawdown

FLKR:

-33.25%

SCHD:

-10.47%

Returns By Period

In the year-to-date period, FLKR achieves a 14.76% return, which is significantly higher than SCHD's -4.12% return.


FLKR

YTD

14.76%

1M

7.30%

6M

3.93%

1Y

-6.15%

3Y*

-1.94%

5Y*

5.04%

10Y*

N/A

SCHD

YTD

-4.12%

1M

2.04%

6M

-8.77%

1Y

2.11%

3Y*

4.74%

5Y*

12.83%

10Y*

10.39%

*Annualized

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Franklin FTSE South Korea ETF

Schwab US Dividend Equity ETF

FLKR vs. SCHD - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FLKR vs. SCHD — Risk-Adjusted Performance Rank

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

FLKR
The Risk-Adjusted Performance Rank of FLKR is 1010
Overall Rank
The Sharpe Ratio Rank of FLKR is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 99
Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 1010
Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 1111
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2323
Overall Rank
The Sharpe Ratio Rank of SCHD is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 2424
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLKR vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Schwab US Dividend Equity ETF (SCHD). 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.


The current FLKR Sharpe Ratio is -0.25, which is lower than the SCHD Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of FLKR and SCHD, 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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Dividends

FLKR vs. SCHD - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 6.17%, more than SCHD's 4.01% yield.


TTM20242023202220212020201920182017201620152014
FLKR
Franklin FTSE South Korea ETF
6.17%7.08%2.29%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.01%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

FLKR vs. SCHD - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FLKR and SCHD. For additional features, visit the drawdowns tool.


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Volatility

FLKR vs. SCHD - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 4.81% and 4.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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