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FLLA vs. ILF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FLLA vs. ILF - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLLA
Franklin FTSE Latin America ETF
17.39%51.81%-26.89%32.71%7.78%-8.93%-15.08%19.59%-2.78%
ILF
iShares Latin American 40 ETF
16.65%52.65%-23.11%33.14%9.81%-13.59%-11.71%13.77%-4.69%

Returns By Period

The year-to-date returns for both stocks are quite close, with FLLA having a 17.39% return and ILF slightly lower at 16.65%.


FLLA

1D
3.89%
1M
-2.95%
YTD
17.39%
6M
25.40%
1Y
54.98%
3Y*
18.51%
5Y*
12.45%
10Y*

ILF

1D
4.41%
1M
-2.63%
YTD
16.65%
6M
25.92%
1Y
58.11%
3Y*
20.46%
5Y*
13.16%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLLA vs. ILF - Expense Ratio Comparison

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


Return for Risk

FLLA vs. ILF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLLA
FLLA Risk / Return Rank: 9595
Overall Rank
FLLA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLLA Sortino Ratio Rank: 9595
Sortino Ratio Rank
FLLA Omega Ratio Rank: 9393
Omega Ratio Rank
FLLA Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLLA Martin Ratio Rank: 9595
Martin Ratio Rank

ILF
ILF Risk / Return Rank: 9595
Overall Rank
ILF Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ILF Sortino Ratio Rank: 9595
Sortino Ratio Rank
ILF Omega Ratio Rank: 9494
Omega Ratio Rank
ILF Calmar Ratio Rank: 9696
Calmar Ratio Rank
ILF Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLLA vs. ILF - Risk-Adjusted Trends 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.


FLLAILFDifference

Sharpe ratio

Return per unit of total volatility

2.40

2.48

-0.08

Sortino ratio

Return per unit of downside risk

2.97

3.06

-0.09

Omega ratio

Gain probability vs. loss probability

1.42

1.43

-0.01

Calmar ratio

Return relative to maximum drawdown

4.67

4.47

+0.20

Martin ratio

Return relative to average drawdown

15.05

15.54

-0.48

FLLA vs. ILF - Sharpe Ratio Comparison

The current FLLA Sharpe Ratio is 2.40, which is comparable to the ILF Sharpe Ratio of 2.48. 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.


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Sharpe Ratios by Period


FLLAILFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.48

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.57

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.31

-0.05

Correlation

The correlation between FLLA and ILF is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLLA vs. ILF - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 5.16%, more than ILF's 3.76% yield.


TTM20252024202320222021202020192018201720162015
FLLA
Franklin FTSE Latin America ETF
5.16%6.06%7.04%5.45%9.55%7.60%2.12%3.18%0.48%0.00%0.00%0.00%
ILF
iShares Latin American 40 ETF
3.76%4.39%7.44%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.25%

Drawdowns

FLLA vs. ILF - Drawdown Comparison

The maximum FLLA drawdown since its inception was -53.88%, 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.


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Drawdown Indicators


FLLAILFDifference

Max Drawdown

Largest peak-to-trough decline

-53.88%

-67.48%

+13.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-12.67%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-29.71%

+1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-57.79%

Current Drawdown

Current decline from peak

-4.01%

-4.82%

+0.81%

Average Drawdown

Average peak-to-trough decline

-13.69%

-24.07%

+10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.65%

-0.06%

Volatility

FLLA vs. ILF - Volatility Comparison

Franklin FTSE Latin America ETF (FLLA) and iShares Latin American 40 ETF (ILF) have volatilities of 11.50% and 11.60%, 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.


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Volatility by Period


FLLAILFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.50%

11.60%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

17.90%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

23.59%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.80%

23.24%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.66%

28.59%

-0.93%