PortfoliosLab logo
FLLA vs. ILF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLLA and ILF is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

FLLA vs. ILF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Latin America ETF (FLLA) and iShares Latin American 40 ETF (ILF). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.09%
11.68%
FLLA
ILF

Key characteristics

Sharpe Ratio

FLLA:

-0.07

ILF:

-0.08

Sortino Ratio

FLLA:

0.06

ILF:

0.04

Omega Ratio

FLLA:

1.01

ILF:

1.00

Calmar Ratio

FLLA:

-0.05

ILF:

-0.05

Martin Ratio

FLLA:

-0.11

ILF:

-0.15

Ulcer Index

FLLA:

13.43%

ILF:

12.02%

Daily Std Dev

FLLA:

21.90%

ILF:

21.59%

Max Drawdown

FLLA:

-53.87%

ILF:

-67.48%

Current Drawdown

FLLA:

-10.28%

ILF:

-21.43%

Returns By Period

In the year-to-date period, FLLA achieves a 23.48% return, which is significantly higher than ILF's 20.09% return.


FLLA

YTD

23.48%

1M

6.79%

6M

8.32%

1Y

-3.16%

5Y*

11.22%

10Y*

N/A

ILF

YTD

20.09%

1M

5.64%

6M

2.94%

1Y

-3.35%

5Y*

11.91%

10Y*

2.11%

*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. ILF - Expense Ratio Comparison

FLLA has a 0.19% expense ratio, which is lower than ILF's 0.48% expense ratio.


Expense ratio chart for ILF: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ILF: 0.48%
Expense ratio chart for FLLA: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLLA: 0.19%

Risk-Adjusted Performance

FLLA vs. ILF — 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 1818
Overall Rank
The Sharpe Ratio Rank of FLLA is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of FLLA is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FLLA is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FLLA is 1717
Calmar Ratio Rank
The Martin Ratio Rank of FLLA is 1919
Martin Ratio Rank

ILF
The Risk-Adjusted Performance Rank of ILF is 1717
Overall Rank
The Sharpe Ratio Rank of ILF is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ILF is 1717
Sortino Ratio Rank
The Omega Ratio Rank of ILF is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ILF is 1818
Calmar Ratio Rank
The Martin Ratio Rank of ILF is 1818
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. ILF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Latin America ETF (FLLA) and iShares Latin American 40 ETF (ILF). 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 chart of Sharpe ratio for FLLA, currently valued at -0.07, compared to the broader market-1.000.001.002.003.004.00
FLLA: -0.07
ILF: -0.08
The chart of Sortino ratio for FLLA, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.00
FLLA: 0.06
ILF: 0.04
The chart of Omega ratio for FLLA, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
FLLA: 1.01
ILF: 1.00
The chart of Calmar ratio for FLLA, currently valued at -0.05, compared to the broader market0.002.004.006.008.0010.0012.00
FLLA: -0.05
ILF: -0.07
The chart of Martin ratio for FLLA, currently valued at -0.11, compared to the broader market0.0020.0040.0060.00
FLLA: -0.11
ILF: -0.15

The current FLLA Sharpe Ratio is -0.07, which is comparable to the ILF Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of FLLA and ILF, 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-1.50-1.00-0.500.00NovemberDecember2025FebruaryMarchApril
-0.07
-0.08
FLLA
ILF

Dividends

FLLA vs. ILF - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 5.70%, less than ILF's 6.20% yield.


TTM20242023202220212020201920182017201620152014
FLLA
Franklin FTSE Latin America ETF
5.70%7.04%5.44%9.55%7.60%2.12%3.17%0.48%0.00%0.00%0.00%0.00%
ILF
iShares Latin American 40 ETF
6.20%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.25%2.32%

Drawdowns

FLLA vs. ILF - Drawdown Comparison

The maximum FLLA drawdown since its inception was -53.87%, smaller than the maximum ILF drawdown of -67.48%. Use the drawdown chart below to compare losses from any high point for FLLA and ILF. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-10.28%
-8.52%
FLLA
ILF

Volatility

FLLA vs. ILF - Volatility Comparison

Franklin FTSE Latin America ETF (FLLA) and iShares Latin American 40 ETF (ILF) have volatilities of 12.05% and 12.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.05%
12.16%
FLLA
ILF