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

Correlation

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.


-0.50.00.51.00.3

Performance

FLKR vs. VGR - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-16.45%
40.14%
FLKR
VGR

Key characteristics

Returns By Period


FLKR

YTD

-16.11%

1M

-5.84%

6M

-16.45%

1Y

-12.73%

5Y*

-0.78%

10Y*

N/A

VGR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for FLKR, currently valued at -0.57, compared to the broader market0.002.004.00-0.571.22
The chart of Sortino ratio for FLKR, currently valued at -0.68, compared to the broader market-2.000.002.004.006.008.0010.00-0.682.01
The chart of Omega ratio for FLKR, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.000.921.34
The chart of Calmar ratio for FLKR, currently valued at -0.32, compared to the broader market0.005.0010.0015.00-0.321.26
The chart of Martin ratio for FLKR, currently valued at -1.52, compared to the broader market0.0020.0040.0060.0080.00100.00-1.526.52
FLKR
VGR


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.57
1.22
FLKR
VGR

Dividends

FLKR vs. VGR - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 6.52%, while VGR has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FLKR
Franklin FTSE South Korea ETF
6.52%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.
4.00%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%JulyAugustSeptemberOctoberNovemberDecember
-39.88%
-0.13%
FLKR
VGR

Volatility

FLKR vs. VGR - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 5.95% 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%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.95%
0
FLKR
VGR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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