FLLA vs. VPL
Compare and contrast key facts about Franklin FTSE Latin America ETF (FLLA) and Vanguard FTSE Pacific ETF (VPL).
FLLA and VPL 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. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005. Both FLLA and VPL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLLA vs. VPL - Performance Comparison
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FLLA vs. VPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FLLA Franklin FTSE Latin America ETF | 17.39% | 51.81% | -26.89% | 32.71% | 7.78% | -8.93% | -15.08% | 19.59% | -2.78% |
VPL Vanguard FTSE Pacific ETF | 8.11% | 32.66% | 1.68% | 15.58% | -15.20% | 1.10% | 16.65% | 18.16% | -6.45% |
Returns By Period
In the year-to-date period, FLLA achieves a 17.39% return, which is significantly higher than VPL's 8.11% return.
FLLA
- 1D
- 3.89%
- 1M
- -2.95%
- YTD
- 17.39%
- 6M
- 25.40%
- 1Y
- 54.98%
- 3Y*
- 18.51%
- 5Y*
- 12.45%
- 10Y*
- —
VPL
- 1D
- 3.52%
- 1M
- -10.28%
- YTD
- 8.11%
- 6M
- 14.30%
- 1Y
- 39.82%
- 3Y*
- 16.85%
- 5Y*
- 6.86%
- 10Y*
- 9.19%
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FLLA vs. VPL - Expense Ratio Comparison
FLLA has a 0.19% expense ratio, which is higher than VPL's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FLLA vs. VPL — Risk / Return Rank
FLLA
VPL
FLLA vs. VPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Latin America ETF (FLLA) and Vanguard FTSE Pacific ETF (VPL). 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.
| FLLA | VPL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.40 | 1.95 | +0.44 |
Sortino ratioReturn per unit of downside risk | 2.97 | 2.58 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 4.67 | 2.91 | +1.76 |
Martin ratioReturn relative to average drawdown | 15.05 | 11.94 | +3.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLLA | VPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.95 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.41 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.30 | -0.04 |
Correlation
The correlation between FLLA and VPL is 0.57, 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.
Dividends
FLLA vs. VPL - Dividend Comparison
FLLA's dividend yield for the trailing twelve months is around 5.16%, more than VPL's 3.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VPL Vanguard FTSE Pacific ETF | 3.28% | 4.01% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.84% | 3.06% | 2.57% | 2.65% | 2.43% |
Drawdowns
FLLA vs. VPL - Drawdown Comparison
The maximum FLLA drawdown since its inception was -53.88%, roughly equal to the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for FLLA and VPL.
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Drawdown Indicators
| FLLA | VPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -55.49% | +1.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.59% | -13.33% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -28.32% | -31.09% | +2.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -4.01% | -10.28% | +6.27% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -11.71% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.25% | +0.34% |
Volatility
FLLA vs. VPL - Volatility Comparison
Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 11.50% compared to Vanguard FTSE Pacific ETF (VPL) at 10.59%. This indicates that FLLA's price experiences larger fluctuations and is considered to be riskier than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLLA | VPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.50% | 10.59% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 17.21% | 14.73% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 20.49% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 16.81% | +5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.66% | 17.10% | +10.56% |