PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLLA vs. ASEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FLLAASEA
YTD Return-13.42%12.95%
1Y Return-0.88%15.20%
3Y Return (Ann)2.59%8.69%
5Y Return (Ann)1.78%4.56%
Sharpe Ratio-0.211.00
Daily Std Dev19.40%14.24%
Max Drawdown-53.87%-44.13%
Current Drawdown-13.96%0.00%

Correlation

-0.50.00.51.00.5

The correlation between FLLA and ASEA is 0.51, 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

FLLA vs. ASEA - Performance Comparison

In the year-to-date period, FLLA achieves a -13.42% return, which is significantly lower than ASEA's 12.95% 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%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugust
11.34%
34.19%
FLLA
ASEA

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 Latin America ETF

Global X FTSE Southeast Asia ETF

FLLA vs. ASEA - Expense Ratio Comparison

FLLA has a 0.19% expense ratio, which is lower than ASEA's 0.65% expense ratio.


ASEA
Global X FTSE Southeast Asia ETF
Expense ratio chart for ASEA: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for FLLA: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

FLLA vs. ASEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Latin America ETF (FLLA) and Global X FTSE Southeast Asia ETF (ASEA). 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.


FLLA
Sharpe ratio
The chart of Sharpe ratio for FLLA, currently valued at -0.21, compared to the broader market0.002.004.00-0.21
Sortino ratio
The chart of Sortino ratio for FLLA, currently valued at -0.16, compared to the broader market0.005.0010.00-0.16
Omega ratio
The chart of Omega ratio for FLLA, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.003.500.98
Calmar ratio
The chart of Calmar ratio for FLLA, currently valued at -0.20, compared to the broader market0.005.0010.0015.00-0.20
Martin ratio
The chart of Martin ratio for FLLA, currently valued at -0.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.45
ASEA
Sharpe ratio
The chart of Sharpe ratio for ASEA, currently valued at 1.00, compared to the broader market0.002.004.001.00
Sortino ratio
The chart of Sortino ratio for ASEA, currently valued at 1.51, compared to the broader market0.005.0010.001.51
Omega ratio
The chart of Omega ratio for ASEA, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.18
Calmar ratio
The chart of Calmar ratio for ASEA, currently valued at 1.24, compared to the broader market0.005.0010.0015.001.24
Martin ratio
The chart of Martin ratio for ASEA, currently valued at 4.81, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.81

FLLA vs. ASEA - Sharpe Ratio Comparison

The current FLLA Sharpe Ratio is -0.21, which is lower than the ASEA Sharpe Ratio of 1.00. The chart below compares the 12-month rolling Sharpe Ratio of FLLA and ASEA.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugust
-0.21
1.00
FLLA
ASEA

Dividends

FLLA vs. ASEA - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 6.71%, more than ASEA's 3.70% yield.


TTM20232022202120202019201820172016201520142013
FLLA
Franklin FTSE Latin America ETF
6.71%5.45%9.55%7.60%2.12%3.18%0.48%0.00%0.00%0.00%0.00%0.00%
ASEA
Global X FTSE Southeast Asia ETF
3.70%3.76%2.23%4.19%2.27%2.51%3.08%1.59%2.78%3.64%2.65%3.83%

Drawdowns

FLLA vs. ASEA - Drawdown Comparison

The maximum FLLA drawdown since its inception was -53.87%, which is greater than ASEA's maximum drawdown of -44.13%. Use the drawdown chart below to compare losses from any high point for FLLA and ASEA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugust
-13.96%
0
FLLA
ASEA

Volatility

FLLA vs. ASEA - Volatility Comparison

The current volatility for Franklin FTSE Latin America ETF (FLLA) is 6.06%, while Global X FTSE Southeast Asia ETF (ASEA) has a volatility of 7.04%. This indicates that FLLA experiences smaller price fluctuations and is considered to be less risky than ASEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugust
6.06%
7.04%
FLLA
ASEA