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FLLA vs. FLBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLLA and FLBR is 0.45, 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. FLBR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FLLA:

-0.08

FLBR:

-0.06

Sortino Ratio

FLLA:

0.06

FLBR:

0.09

Omega Ratio

FLLA:

1.01

FLBR:

1.01

Calmar Ratio

FLLA:

-0.05

FLBR:

-0.05

Martin Ratio

FLLA:

-0.11

FLBR:

-0.13

Ulcer Index

FLLA:

13.49%

FLBR:

11.06%

Daily Std Dev

FLLA:

21.87%

FLBR:

24.71%

Max Drawdown

FLLA:

-53.87%

FLBR:

-57.42%

Current Drawdown

FLLA:

-6.79%

FLBR:

-12.93%

Returns By Period

In the year-to-date period, FLLA achieves a 28.30% return, which is significantly higher than FLBR's 25.26% return.


FLLA

YTD

28.30%

1M

10.81%

6M

16.18%

1Y

-1.78%

3Y*

5.42%

5Y*

12.64%

10Y*

N/A

FLBR

YTD

25.26%

1M

10.91%

6M

9.93%

1Y

-1.39%

3Y*

3.82%

5Y*

11.13%

10Y*

N/A

*Annualized

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Franklin FTSE Latin America ETF

Franklin FTSE Brazil ETF

FLLA vs. FLBR - Expense Ratio Comparison

Both FLLA and FLBR have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

FLLA vs. FLBR — Risk-Adjusted Performance Rank

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

FLLA
The Risk-Adjusted Performance Rank of FLLA is 1414
Overall Rank
The Sharpe Ratio Rank of FLLA is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FLLA is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FLLA is 1414
Omega Ratio Rank
The Calmar Ratio Rank of FLLA is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FLLA is 1515
Martin Ratio Rank

FLBR
The Risk-Adjusted Performance Rank of FLBR is 1515
Overall Rank
The Sharpe Ratio Rank of FLBR is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FLBR is 1515
Sortino Ratio Rank
The Omega Ratio Rank of FLBR is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FLBR is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FLBR is 1515
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.

FLLA vs. FLBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Latin America ETF (FLLA) and Franklin FTSE Brazil ETF (FLBR). 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 current FLLA Sharpe Ratio is -0.08, which is lower than the FLBR Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of FLLA and FLBR, 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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Dividends

FLLA vs. FLBR - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 5.49%, less than FLBR's 6.13% yield.


TTM20242023202220212020201920182017
FLLA
Franklin FTSE Latin America ETF
5.49%7.04%5.44%9.55%7.60%2.12%3.17%0.48%0.00%
FLBR
Franklin FTSE Brazil ETF
6.13%7.68%8.84%11.99%8.71%2.32%3.42%3.73%0.42%

Drawdowns

FLLA vs. FLBR - Drawdown Comparison

The maximum FLLA drawdown since its inception was -53.87%, smaller than the maximum FLBR drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FLLA and FLBR. For additional features, visit the drawdowns tool.


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Volatility

FLLA vs. FLBR - Volatility Comparison

The current volatility for Franklin FTSE Latin America ETF (FLLA) is 4.60%, while Franklin FTSE Brazil ETF (FLBR) has a volatility of 6.70%. This indicates that FLLA experiences smaller price fluctuations and is considered to be less risky than FLBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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