FLKR vs. VDC

Last updated Jun 9, 2026

FLKR (Franklin FTSE South Korea ETF) and VDC (Vanguard Consumer Staples ETF) are both exchange-traded funds - FLKR is a Asia Pacific Equities fund tracking the FTSE South Korea RIC Capped Index, while VDC is a Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index. Both are passively managed. Over the past 5 years, FLKR returned 16.65%/yr vs 6.63%/yr for VDC. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.09% expense ratio.

Performance

FLKR vs. VDC - Performance Comparison

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

Returns By Period

In the year-to-date period, FLKR achieves a 86.43% return, which is significantly higher than VDC's 7.19% return.

FLKR

• 1D: 6.28%
• 1M: -2.80%
• YTD: 86.43%
• 6M: 95.63%
• 1Y: 177.77%
• 3Y*: 43.23%
• 5Y*: 16.65%
• 10Y*: —

VDC

• 1D: -0.25%
• 1M: -2.19%
• YTD: 7.19%
• 6M: 7.44%
• 1Y: 4.07%
• 3Y*: 8.08%
• 5Y*: 6.63%
• 10Y*: 7.63%

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

FLKR vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLKR Franklin FTSE South Korea ETF	86.43%	91.91%	-18.84%	19.16%	-27.50%	-7.54%	42.64%	8.88%	-21.30%	2.84%
VDC Vanguard Consumer Staples ETF	7.19%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	8.92%

Correlation

The correlation between FLKR and VDC is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Nov 7, 2017	0.27

The correlation between FLKR and VDC shifts across timeframes, from -0.03 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

FLKR vs. VDC - Sectors Allocation Comparison

Sectors	FLKR	VDC
Technology	64.3%	-
Industrials	12.8%	0.3%
Financial Services	7.6%	-
Consumer Cyclical	6.0%	1.8%
Basic Materials	2.6%	0.3%
Healthcare	2.5%	0.0%
Communication Services	1.6%	-
Consumer Defensive	1.5%	97.5%
Energy	0.4%	-
Utilities	0.3%	-
Real Estate	-	-

Return for Risk

FLKR vs. VDC — Risk / Return Rank

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

FLKR

FLKR Risk / Return Rank: 94
FLKR Sharpe Ratio Rank: 97
FLKR Sortino Ratio Rank: 90
FLKR Omega Ratio Rank: 92
FLKR Calmar Ratio Rank: 96
FLKR Martin Ratio Rank: 95

VDC

VDC Risk / Return Rank: 14
VDC Sharpe Ratio Rank: 15
VDC Sortino Ratio Rank: 14
VDC Omega Ratio Rank: 14
VDC Calmar Ratio Rank: 15
VDC Martin Ratio Rank: 14

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. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Vanguard Consumer Staples ETF (VDC). 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.

	FLKR	VDC	Difference
Sharpe ratio: Return per unit of total volatility	4.03	0.33	+3.71
Sortino ratio: Return per unit of downside risk	3.85	0.56	+3.28
Omega ratio: Gain probability vs. loss probability	1.57	1.06	+0.50
Calmar ratio: Return relative to maximum drawdown	7.77	0.44	+7.33
Martin ratio: Return relative to average drawdown	27.92	0.90	+27.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLKR vs. VDC - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 4.03, which is higher than the VDC Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FLKR and VDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FLKR	VDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.03	0.33	+3.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.51	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.67	-0.19

Drawdowns

FLKR vs. VDC - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for FLKR and VDC.

Drawdown Indicators

	FLKR	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-50.06%	-34.24%	-15.82%
Max Drawdown (1Y) Largest decline over 1 year	-23.03%	-9.28%	-13.75%
Max Drawdown (3Y) Largest decline over 3 years	-26.39%	-11.78%	-14.61%
Max Drawdown (5Y) Largest decline over 5 years	-49.51%	-16.55%	-32.96%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.31%	—
Current Drawdown Current decline from peak	-14.59%	-7.27%	-7.32%
Average Drawdown Average peak-to-trough decline	-22.06%	-3.73%	-18.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.40%	4.53%	+1.87%

Volatility

FLKR vs. VDC - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 26.26% compared to Vanguard Consumer Staples ETF (VDC) at 4.47%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLKR	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	26.26%	4.47%	+21.79%
Volatility (6M) Calculated over the trailing 6-month period	40.64%	9.87%	+30.77%
Volatility (1Y) Calculated over the trailing 1-year period	44.43%	12.43%	+32.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.12%	13.15%	+15.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.11%	14.65%	+13.46%

FLKR vs. VDC - Expense Ratio Comparison

Both FLKR and VDC have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

FLKR vs. VDC - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 2.07%, less than VDC's 2.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLKR Franklin FTSE South Korea ETF	2.07%	3.87%	7.08%	2.28%	3.13%	2.12%	0.99%	2.09%	1.86%	1.02%	0.00%	0.00%
VDC Vanguard Consumer Staples ETF	2.14%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Frequently Asked Questions

Can I hold both FLKR and VDC in my portfolio?

FLKR and VDC have a correlation of -0.03, 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 VDC?

FLKR has higher volatility (26.26%) compared to VDC (4.47%). In terms of maximum drawdown, FLKR dropped -50.06% vs VDC's -34.24%.

Which ETF is better, FLKR or VDC?

On 5-year performance, FLKR leads with 16.65% vs 6.63% for VDC. Both ETFs have the same 0.09% expense ratio. On volatility, VDC has been the lower-risk option at 4.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FLKR or VDC?

Over the 5-year period, FLKR has performed better with a 16.65% return vs 6.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FLKR or VDC?

FLKR and VDC have the same expense ratio: 0.09% per year.

Which ETF pays a higher dividend yield, FLKR or VDC?

VDC has the higher dividend yield at 2.14%, compared with 2.07% for FLKR.

What is the main difference between FLKR and VDC?

FLKR is categorized as Asia Pacific Equities, while VDC is Consumer Staples Equities. FLKR tracks FTSE South Korea RIC Capped Index, while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. They also come from different issuers: Franklin Templeton and Vanguard.

Which has better risk-adjusted returns?

FLKR currently has the higher Sharpe Ratio (4.03 vs 0.33), 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.