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

Correlation

The correlation between FLLA and FLIN is 0.44, 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.


-0.50.00.51.00.4

Performance

FLLA vs. FLIN - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-10.56%
-7.97%
FLLA
FLIN

Key characteristics

Sharpe Ratio

FLLA:

-0.99

FLIN:

0.36

Sortino Ratio

FLLA:

-1.31

FLIN:

0.57

Omega Ratio

FLLA:

0.85

FLIN:

1.08

Calmar Ratio

FLLA:

-0.67

FLIN:

0.39

Martin Ratio

FLLA:

-1.49

FLIN:

1.16

Ulcer Index

FLLA:

12.59%

FLIN:

4.65%

Daily Std Dev

FLLA:

18.84%

FLIN:

14.83%

Max Drawdown

FLLA:

-53.87%

FLIN:

-41.90%

Current Drawdown

FLLA:

-23.94%

FLIN:

-13.44%

Returns By Period

In the year-to-date period, FLLA achieves a 4.69% return, which is significantly higher than FLIN's -3.72% return.


FLLA

YTD

4.69%

1M

1.35%

6M

-10.56%

1Y

-17.86%

5Y*

-3.36%

10Y*

N/A

FLIN

YTD

-3.72%

1M

-5.20%

6M

-7.97%

1Y

3.76%

5Y*

10.79%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLLA vs. FLIN - Expense Ratio Comparison

Both FLLA and FLIN 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%.


FLLA
Franklin FTSE Latin America ETF
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%
Expense ratio chart for FLIN: 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. FLIN — 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 11
Overall Rank
The Sharpe Ratio Rank of FLLA is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FLLA is 11
Sortino Ratio Rank
The Omega Ratio Rank of FLLA is 11
Omega Ratio Rank
The Calmar Ratio Rank of FLLA is 00
Calmar Ratio Rank
The Martin Ratio Rank of FLLA is 11
Martin Ratio Rank

FLIN
The Risk-Adjusted Performance Rank of FLIN is 1515
Overall Rank
The Sharpe Ratio Rank of FLIN is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIN is 1313
Sortino Ratio Rank
The Omega Ratio Rank of FLIN is 1414
Omega Ratio Rank
The Calmar Ratio Rank of FLIN is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FLIN 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. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Latin America ETF (FLLA) and Franklin FTSE India ETF (FLIN). 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.


Sharpe ratio
The chart of Sharpe ratio for FLLA, currently valued at -0.99, compared to the broader market0.002.004.00-0.990.36
The chart of Sortino ratio for FLLA, currently valued at -1.31, compared to the broader market0.005.0010.00-1.310.57
The chart of Omega ratio for FLLA, currently valued at 0.85, compared to the broader market1.002.003.000.851.08
The chart of Calmar ratio for FLLA, currently valued at -0.67, compared to the broader market0.005.0010.0015.0020.00-0.670.39
The chart of Martin ratio for FLLA, currently valued at -1.49, compared to the broader market0.0020.0040.0060.0080.00100.00-1.491.16
FLLA
FLIN

The current FLLA Sharpe Ratio is -0.99, which is lower than the FLIN Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of FLLA and FLIN, 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-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-0.99
0.36
FLLA
FLIN

Dividends

FLLA vs. FLIN - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 6.73%, more than FLIN's 1.64% yield.


TTM2024202320222021202020192018
FLLA
Franklin FTSE Latin America ETF
6.73%7.04%5.44%9.55%7.60%2.12%3.17%0.48%
FLIN
Franklin FTSE India ETF
1.64%1.58%0.73%0.73%2.26%0.69%0.90%0.92%

Drawdowns

FLLA vs. FLIN - Drawdown Comparison

The maximum FLLA drawdown since its inception was -53.87%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for FLLA and FLIN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-23.94%
-13.44%
FLLA
FLIN

Volatility

FLLA vs. FLIN - Volatility Comparison

Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 7.84% compared to Franklin FTSE India ETF (FLIN) at 4.37%. This indicates that FLLA's price experiences larger fluctuations and is considered to be riskier than FLIN 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%8.00%AugustSeptemberOctoberNovemberDecember2025
7.84%
4.37%
FLLA
FLIN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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