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

Key characteristics


FLKRVOO
YTD Return0.26%10.48%
1Y Return11.76%28.69%
3Y Return (Ann)-8.83%9.60%
5Y Return (Ann)5.43%14.65%
Sharpe Ratio0.632.52
Daily Std Dev21.09%11.57%
Max Drawdown-50.06%-33.99%
Current Drawdown-28.15%-0.06%

Correlation

-0.50.00.51.00.6

The correlation between FLKR and VOO is 0.62, 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. VOO - Performance Comparison

In the year-to-date period, FLKR achieves a 0.26% return, which is significantly lower than VOO's 10.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%December2024FebruaryMarchAprilMay
0.68%
126.30%
FLKR
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Franklin FTSE South Korea ETF

Vanguard S&P 500 ETF

FLKR vs. VOO - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is higher than VOO's 0.03% 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%.


FLKR
Franklin FTSE South Korea ETF
Expense ratio chart for FLKR: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FLKR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Vanguard S&P 500 ETF (VOO). 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 0.63, compared to the broader market0.002.004.000.63
Sortino ratio
The chart of Sortino ratio for FLKR, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.001.02
Omega ratio
The chart of Omega ratio for FLKR, currently valued at 1.12, compared to the broader market0.501.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for FLKR, currently valued at 0.32, compared to the broader market0.005.0010.000.32
Martin ratio
The chart of Martin ratio for FLKR, currently valued at 1.78, compared to the broader market0.0020.0040.0060.0080.001.78
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.52, compared to the broader market0.002.004.002.52
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.55, compared to the broader market-2.000.002.004.006.008.0010.003.55
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.44, compared to the broader market0.501.001.502.002.501.44
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.35, compared to the broader market0.005.0010.002.35
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.03, compared to the broader market0.0020.0040.0060.0080.0010.03

FLKR vs. VOO - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 0.63, which is lower than the VOO Sharpe Ratio of 2.52. The chart below compares the 12-month rolling Sharpe Ratio of FLKR and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.63
2.52
FLKR
VOO

Dividends

FLKR vs. VOO - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 2.28%, more than VOO's 1.33% yield.


TTM20232022202120202019201820172016201520142013
FLKR
Franklin FTSE South Korea ETF
2.28%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FLKR vs. VOO - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FLKR and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-28.15%
-0.06%
FLKR
VOO

Volatility

FLKR vs. VOO - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 4.70% compared to Vanguard S&P 500 ETF (VOO) at 3.36%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
4.70%
3.36%
FLKR
VOO