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

Key characteristics


FLKRVGR

Correlation

-0.50.00.51.00.3

The correlation between FLKR and VGR is 0.27, 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.

Performance

FLKR vs. VGR - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-12.31%
39.98%
FLKR
VGR

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Risk-Adjusted Performance

FLKR vs. VGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Vector Group Ltd. (VGR). 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
Sharpe ratio
The chart of Sharpe ratio for FLKR, currently valued at -0.08, compared to the broader market-2.000.002.004.00-0.08
Sortino ratio
The chart of Sortino ratio for FLKR, currently valued at 0.04, compared to the broader market0.005.0010.000.04
Omega ratio
The chart of Omega ratio for FLKR, currently valued at 1.01, compared to the broader market1.001.502.002.503.001.01
Calmar ratio
The chart of Calmar ratio for FLKR, currently valued at -0.05, compared to the broader market0.005.0010.0015.00-0.05
Martin ratio
The chart of Martin ratio for FLKR, currently valued at -0.28, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.28
VGR
Sharpe ratio
The chart of Sharpe ratio for VGR, currently valued at 1.75, compared to the broader market-2.000.002.004.001.75
Sortino ratio
The chart of Sortino ratio for VGR, currently valued at 2.64, compared to the broader market0.005.0010.002.64
Omega ratio
The chart of Omega ratio for VGR, currently valued at 1.41, compared to the broader market1.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for VGR, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.88
Martin ratio
The chart of Martin ratio for VGR, currently valued at 9.21, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.21

FLKR vs. VGR - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.08
1.75
FLKR
VGR

Dividends

FLKR vs. VGR - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 8.08%, while VGR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
VGR
Vector Group Ltd.
5.34%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%9.54%

Drawdowns

FLKR vs. VGR - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-36.99%
-0.13%
FLKR
VGR

Volatility

FLKR vs. VGR - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 6.47% compared to Vector Group Ltd. (VGR) at 0.00%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than VGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.47%
0
FLKR
VGR