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FLLA vs. COLO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLLA vs. COLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Latin America ETF (FLLA) and Global X MSCI Colombia ETF (COLO). The values are adjusted to include any dividend payments, if applicable.

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FLLA vs. COLO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLLA
Franklin FTSE Latin America ETF
17.39%51.81%-26.89%32.71%7.78%-8.93%-15.08%19.59%-2.78%
COLO
Global X MSCI Colombia ETF
11.00%68.88%4.68%24.92%-21.32%-11.50%-14.60%30.42%-14.14%

Returns By Period

In the year-to-date period, FLLA achieves a 17.39% return, which is significantly higher than COLO's 11.00% return.


FLLA

1D
3.89%
1M
-2.95%
YTD
17.39%
6M
25.40%
1Y
54.98%
3Y*
18.51%
5Y*
12.45%
10Y*

COLO

1D
1.70%
1M
1.64%
YTD
11.00%
6M
26.51%
1Y
55.42%
3Y*
36.07%
5Y*
13.77%
10Y*
5.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLLA vs. COLO - Expense Ratio Comparison

FLLA has a 0.19% expense ratio, which is lower than COLO's 0.62% expense ratio.


Return for Risk

FLLA vs. COLO — Risk / Return Rank

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

FLLA
FLLA Risk / Return Rank: 9595
Overall Rank
FLLA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLLA Sortino Ratio Rank: 9595
Sortino Ratio Rank
FLLA Omega Ratio Rank: 9393
Omega Ratio Rank
FLLA Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLLA Martin Ratio Rank: 9595
Martin Ratio Rank

COLO
COLO Risk / Return Rank: 9393
Overall Rank
COLO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
COLO Sortino Ratio Rank: 9494
Sortino Ratio Rank
COLO Omega Ratio Rank: 9393
Omega Ratio Rank
COLO Calmar Ratio Rank: 9393
Calmar Ratio Rank
COLO Martin Ratio Rank: 9090
Martin Ratio Rank
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.

FLLA vs. COLO - Risk-Adjusted Trends Comparison

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


FLLACOLODifference

Sharpe ratio

Return per unit of total volatility

2.40

2.45

-0.05

Sortino ratio

Return per unit of downside risk

2.97

3.01

-0.03

Omega ratio

Gain probability vs. loss probability

1.42

1.43

0.00

Calmar ratio

Return relative to maximum drawdown

4.67

3.55

+1.12

Martin ratio

Return relative to average drawdown

15.05

11.73

+3.32

FLLA vs. COLO - Sharpe Ratio Comparison

The current FLLA Sharpe Ratio is 2.40, which is comparable to the COLO Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of FLLA and COLO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLLACOLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.45

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.60

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.21

+0.05

Correlation

The correlation between FLLA and COLO is 0.54, 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.


Dividends

FLLA vs. COLO - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 5.16%, less than COLO's 6.77% yield.


TTM20252024202320222021202020192018201720162015
FLLA
Franklin FTSE Latin America ETF
5.16%6.06%7.04%5.45%9.55%7.60%2.12%3.18%0.48%0.00%0.00%0.00%
COLO
Global X MSCI Colombia ETF
6.77%7.51%6.08%6.99%12.55%2.32%3.23%3.04%3.03%1.83%1.48%1.58%

Drawdowns

FLLA vs. COLO - Drawdown Comparison

The maximum FLLA drawdown since its inception was -53.88%, smaller than the maximum COLO drawdown of -78.91%. Use the drawdown chart below to compare losses from any high point for FLLA and COLO.


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Drawdown Indicators


FLLACOLODifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-78.91%

+25.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-16.37%

+4.78%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-43.86%

+15.54%

Max Drawdown (10Y)

Largest decline over 10 years

-62.75%

Current Drawdown

Current decline from peak

-4.01%

-24.65%

+20.64%

Average Drawdown

Average peak-to-trough decline

-13.69%

-40.47%

+26.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

4.96%

-1.37%

Volatility

FLLA vs. COLO - Volatility Comparison

Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 11.50% compared to Global X MSCI Colombia ETF (COLO) at 6.77%. This indicates that FLLA's price experiences larger fluctuations and is considered to be riskier than COLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLLACOLODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.50%

6.77%

+4.73%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

16.84%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

22.82%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.80%

22.98%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.66%

25.34%

+2.32%