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

Correlation

The correlation between FLLA and FM is 0.42, 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. FM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Latin America ETF (FLLA) and iShares MSCI Frontier 100 ETF (FM). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.86%
-0.18%
FLLA
FM

Key characteristics

Returns By Period


FLLA

YTD

13.45%

1M

6.98%

6M

-6.86%

1Y

-13.99%

5Y*

-0.25%

10Y*

N/A

FM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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.


FM
iShares MSCI Frontier 100 ETF
Expense ratio chart for FM: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
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%

Risk-Adjusted Performance

FLLA vs. FM — 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 22
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 22
Omega Ratio Rank
The Calmar Ratio Rank of FLLA is 11
Calmar Ratio Rank
The Martin Ratio Rank of FLLA is 22
Martin Ratio Rank

FM
The Risk-Adjusted Performance Rank of FM is 2020
Overall Rank
The Sharpe Ratio Rank of FM is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FM is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FM is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FM is 88
Calmar Ratio Rank
The Martin Ratio Rank of FM is 2424
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. 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.


Sharpe ratio
The chart of Sharpe ratio for FLLA, currently valued at -0.77, compared to the broader market0.002.004.00-0.771.03
The chart of Sortino ratio for FLLA, currently valued at -0.98, compared to the broader market0.005.0010.00-0.981.43
The chart of Omega ratio for FLLA, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.000.891.23
The chart of Calmar ratio for FLLA, currently valued at -0.52, compared to the broader market0.005.0010.0015.00-0.520.28
The chart of Martin ratio for FLLA, currently valued at -1.09, compared to the broader market0.0020.0040.0060.0080.00100.00-1.093.07
FLLA
FM


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.77
1.03
FLLA
FM

Dividends

FLLA vs. FM - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 6.21%, while FM has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
FLLA
Franklin FTSE Latin America ETF
6.21%7.04%5.44%9.55%7.60%2.12%3.17%0.48%0.00%0.00%0.00%
FM
iShares MSCI Frontier 100 ETF
3.95%3.95%2.30%0.92%1.19%2.91%1.99%3.94%0.87%4.89%0.00%

Drawdowns

FLLA vs. FM - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%SeptemberOctoberNovemberDecember2025February
-17.57%
-18.42%
FLLA
FM

Volatility

FLLA vs. FM - Volatility Comparison

Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 4.77% compared to iShares MSCI Frontier 100 ETF (FM) at 0.00%. 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.


0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
4.77%
0
FLLA
FM
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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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