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FLKR vs. VGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FLKR vs. VGR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
27.39%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%
VGR
Vector Group Ltd.
0.00%0.00%39.63%1.92%11.51%127.30%-6.91%66.05%-49.30%11.14%

Returns By Period


FLKR

1D
2.41%
1M
-14.74%
YTD
27.39%
6M
53.78%
1Y
128.35%
3Y*
29.91%
5Y*
8.54%
10Y*

VGR

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FLKR vs. VGR — Risk / Return Rank

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

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9797
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9898
Martin Ratio Rank

VGR
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. VGR - Risk-Adjusted Trends 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.


FLKRVGRDifference

Sharpe ratio

Return per unit of total volatility

3.66

Sortino ratio

Return per unit of downside risk

3.85

Omega ratio

Gain probability vs. loss probability

1.55

Calmar ratio

Return relative to maximum drawdown

5.74

Martin ratio

Return relative to average drawdown

22.99

FLKR vs. VGR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FLKRVGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

Correlation

The correlation between FLKR and VGR is 0.24, 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.


Dividends

FLKR vs. VGR - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 3.04%, while VGR has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FLKR
Franklin FTSE South Korea ETF
3.04%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%
VGR
Vector Group Ltd.
0.00%0.00%4.00%7.09%6.75%57.77%6.87%11.66%16.05%6.98%6.87%6.62%

Drawdowns

FLKR vs. VGR - Drawdown Comparison


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Drawdown Indicators


FLKRVGRDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

Current Drawdown

Current decline from peak

-16.79%

Average Drawdown

Average peak-to-trough decline

-22.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

Volatility

FLKR vs. VGR - Volatility Comparison


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Volatility by Period


FLKRVGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.74%

Volatility (6M)

Calculated over the trailing 6-month period

30.25%

Volatility (1Y)

Calculated over the trailing 1-year period

35.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%