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

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.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-13.29%
-0.76%
FLLA
FLIN

Returns By Period

In the year-to-date period, FLLA achieves a -20.23% return, which is significantly lower than FLIN's 10.48% return.


FLLA

YTD

-20.23%

1M

-4.36%

6M

-13.67%

1Y

-13.39%

5Y (annualized)

-0.76%

10Y (annualized)

N/A

FLIN

YTD

10.48%

1M

-4.09%

6M

-0.25%

1Y

19.89%

5Y (annualized)

12.38%

10Y (annualized)

N/A

Key characteristics


FLLAFLIN
Sharpe Ratio-0.751.37
Sortino Ratio-0.961.78
Omega Ratio0.891.27
Calmar Ratio-0.641.95
Martin Ratio-1.166.81
Ulcer Index11.53%2.99%
Daily Std Dev17.84%14.87%
Max Drawdown-53.87%-41.90%
Current Drawdown-20.73%-9.97%

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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%

Correlation

-0.50.00.51.00.4

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.

Risk-Adjusted Performance

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 -0.75, compared to the broader market0.002.004.00-0.751.37
The chart of Sortino ratio for FLLA, currently valued at -0.96, compared to the broader market-2.000.002.004.006.008.0010.00-0.961.78
The chart of Omega ratio for FLLA, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.000.891.27
The chart of Calmar ratio for FLLA, currently valued at -0.64, compared to the broader market0.005.0010.0015.00-0.641.95
The chart of Martin ratio for FLLA, currently valued at -1.16, compared to the broader market0.0020.0040.0060.0080.00100.00-1.166.81
FLLA
FLIN

The current FLLA Sharpe Ratio is -0.75, which is lower than the FLIN Sharpe Ratio of 1.37. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.75
1.37
FLLA
FLIN

Dividends

FLLA vs. FLIN - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 7.28%, more than FLIN's 1.59% yield.


TTM202320222021202020192018
FLLA
Franklin FTSE Latin America ETF
7.28%5.44%9.55%7.60%2.12%3.17%0.48%
FLIN
Franklin FTSE India ETF
1.59%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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.73%
-9.97%
FLLA
FLIN

Volatility

FLLA vs. FLIN - Volatility Comparison

Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 4.95% compared to Franklin FTSE India ETF (FLIN) at 3.50%. 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%9.00%JuneJulyAugustSeptemberOctoberNovember
4.95%
3.50%
FLLA
FLIN