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

Correlation

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.


-0.50.00.51.0
Correlation: 0.6

Performance

FLKR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
-11.37%
141.29%
FLKR
VOO

Key characteristics

Sharpe Ratio

FLKR:

-0.34

VOO:

0.54

Sortino Ratio

FLKR:

-0.34

VOO:

0.88

Omega Ratio

FLKR:

0.96

VOO:

1.13

Calmar Ratio

FLKR:

-0.19

VOO:

0.55

Martin Ratio

FLKR:

-0.66

VOO:

2.27

Ulcer Index

FLKR:

12.91%

VOO:

4.55%

Daily Std Dev

FLKR:

24.85%

VOO:

19.19%

Max Drawdown

FLKR:

-50.06%

VOO:

-33.99%

Current Drawdown

FLKR:

-36.75%

VOO:

-9.90%

Returns By Period

In the year-to-date period, FLKR achieves a 8.74% return, which is significantly higher than VOO's -5.74% return.


FLKR

YTD

8.74%

1M

-1.86%

6M

-6.08%

1Y

-8.22%

5Y*

4.50%

10Y*

N/A

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

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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%.


Expense ratio chart for FLKR: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLKR: 0.09%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

FLKR vs. VOO — Risk-Adjusted Performance Rank

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

FLKR
The Risk-Adjusted Performance Rank of FLKR is 88
Overall Rank
The Sharpe Ratio Rank of FLKR is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 77
Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 88
Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 99
Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 99
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FLKR, currently valued at -0.34, compared to the broader market-1.000.001.002.003.004.00
FLKR: -0.34
VOO: 0.54
The chart of Sortino ratio for FLKR, currently valued at -0.34, compared to the broader market-2.000.002.004.006.008.00
FLKR: -0.34
VOO: 0.88
The chart of Omega ratio for FLKR, currently valued at 0.96, compared to the broader market0.501.001.502.002.50
FLKR: 0.96
VOO: 1.13
The chart of Calmar ratio for FLKR, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.00
FLKR: -0.19
VOO: 0.55
The chart of Martin ratio for FLKR, currently valued at -0.66, compared to the broader market0.0020.0040.0060.00
FLKR: -0.66
VOO: 2.27

The current FLKR Sharpe Ratio is -0.34, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FLKR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.34
0.54
FLKR
VOO

Dividends

FLKR vs. VOO - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 6.51%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
FLKR
Franklin FTSE South Korea ETF
6.51%7.08%2.29%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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%NovemberDecember2025FebruaryMarchApril
-36.75%
-9.90%
FLKR
VOO

Volatility

FLKR vs. VOO - Volatility Comparison

The current volatility for Franklin FTSE South Korea ETF (FLKR) is 12.25%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that FLKR experiences smaller price fluctuations and is considered to be less risky 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.25%
13.96%
FLKR
VOO