FLLA vs. FM
Compare and contrast key facts about Franklin FTSE Latin America ETF (FLLA) and iShares MSCI Frontier 100 ETF (FM).
FLLA and FM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLLA is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Latin America RIC Capped Index. It was launched on Oct 9, 2018. FM is a passively managed fund by iShares that tracks the performance of the MSCI Frontier Markets 100 Index. It was launched on Sep 12, 2012. Both FLLA and FM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLLA or FM.
Key characteristics
| FLLA | FM | |
|---|---|---|
| YTD Return | -15.64% | 7.18% |
| 1Y Return | 1.06% | 11.04% |
| 3Y Return (Ann) | 4.19% | -5.21% |
| 5Y Return (Ann) | 0.34% | 2.46% |
| Sharpe Ratio | 0.03 | 1.00 |
| Sortino Ratio | 0.18 | 1.40 |
| Omega Ratio | 1.02 | 1.20 |
| Calmar Ratio | 0.03 | 0.34 |
| Martin Ratio | 0.07 | 4.60 |
| Ulcer Index | 9.84% | 2.19% |
| Daily Std Dev | 18.59% | 10.11% |
| Max Drawdown | -53.87% | -41.63% |
| Current Drawdown | -16.16% | -17.13% |
Correlation
The correlation between FLLA and FM 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.
Performance
FLLA vs. FM - Performance Comparison
In the year-to-date period, FLLA achieves a -15.64% return, which is significantly lower than FM's 7.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLLA vs. FM - Expense Ratio Comparison
FLLA has a 0.19% expense ratio, which is lower than FM's 0.79% expense ratio.
Risk-Adjusted Performance
FLLA vs. FM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Latin America ETF (FLLA) and iShares MSCI Frontier 100 ETF (FM). 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.
Dividends
FLLA vs. FM - Dividend Comparison
FLLA's dividend yield for the trailing twelve months is around 6.88%, more than FM's 4.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLLA Franklin FTSE Latin America ETF | 6.88% | 5.45% | 9.55% | 7.60% | 2.12% | 3.18% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FM iShares MSCI Frontier 100 ETF | 4.16% | 3.62% | 2.70% | 2.04% | 2.91% | 3.12% | 4.29% | 2.04% | 2.15% | 2.76% | 12.35% | 1.11% |
Drawdowns
FLLA vs. FM - Drawdown Comparison
The maximum FLLA drawdown since its inception was -53.87%, which is greater than FM's maximum drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for FLLA and FM. For additional features, visit the drawdowns tool.
Volatility
FLLA vs. FM - Volatility Comparison
Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 5.33% compared to iShares MSCI Frontier 100 ETF (FM) at 0.83%. This indicates that FLLA's price experiences larger fluctuations and is considered to be riskier than FM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.