FLKR vs. VPU
Compare and contrast key facts about Franklin FTSE South Korea ETF (FLKR) and Vanguard Utilities ETF (VPU).
FLKR and VPU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLKR is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE South Korea RIC Capped Index. It was launched on Nov 2, 2017. VPU is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Utilities 25/50 Index. It was launched on Jan 26, 2004. Both FLKR and VPU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLKR or VPU.
Key characteristics
| FLKR | VPU | |
|---|---|---|
| YTD Return | -12.07% | 26.77% |
| 1Y Return | -0.82% | 36.66% |
| 3Y Return (Ann) | -9.10% | 8.55% |
| 5Y Return (Ann) | 1.15% | 7.50% |
| Sharpe Ratio | -0.08 | 2.21 |
| Sortino Ratio | 0.04 | 3.08 |
| Omega Ratio | 1.01 | 1.39 |
| Calmar Ratio | -0.05 | 1.67 |
| Martin Ratio | -0.28 | 11.25 |
| Ulcer Index | 6.28% | 3.12% |
| Daily Std Dev | 22.14% | 15.83% |
| Max Drawdown | -50.06% | -46.31% |
| Current Drawdown | -36.99% | -4.18% |
Correlation
The correlation between FLKR and VPU is 0.23, 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. VPU - Performance Comparison
In the year-to-date period, FLKR achieves a -12.07% return, which is significantly lower than VPU's 26.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLKR vs. VPU - Expense Ratio Comparison
FLKR has a 0.09% expense ratio, which is lower than VPU's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FLKR vs. VPU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) and Vanguard Utilities ETF (VPU). 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.
Dividends
FLKR vs. VPU - Dividend Comparison
FLKR's dividend yield for the trailing twelve months is around 8.08%, more than VPU's 2.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VPU Vanguard Utilities ETF | 2.92% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% | 3.76% |
Drawdowns
FLKR vs. VPU - Drawdown Comparison
The maximum FLKR drawdown since its inception was -50.06%, which is greater than VPU's maximum drawdown of -46.31%. Use the drawdown chart below to compare losses from any high point for FLKR and VPU. For additional features, visit the drawdowns tool.
Volatility
FLKR vs. VPU - Volatility Comparison
Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 6.47% compared to Vanguard Utilities ETF (VPU) at 5.37%. This indicates that FLKR's price experiences larger fluctuations and is considered to be riskier than VPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.