PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FLLA vs. XCEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLLA and XCEM is 0.67, 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.


-0.50.00.51.00.7

Performance

FLLA vs. XCEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Latin America ETF (FLLA) and Columbia EM Core ex-China ETF (XCEM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-6.11%
42.03%
FLLA
XCEM

Key characteristics

Sharpe Ratio

FLLA:

-1.34

XCEM:

0.33

Sortino Ratio

FLLA:

-1.83

XCEM:

0.54

Omega Ratio

FLLA:

0.79

XCEM:

1.07

Calmar Ratio

FLLA:

-0.91

XCEM:

0.45

Martin Ratio

FLLA:

-1.88

XCEM:

1.24

Ulcer Index

FLLA:

13.20%

XCEM:

3.82%

Daily Std Dev

FLLA:

18.54%

XCEM:

14.21%

Max Drawdown

FLLA:

-53.87%

XCEM:

-40.92%

Current Drawdown

FLLA:

-27.45%

XCEM:

-9.22%

Returns By Period

In the year-to-date period, FLLA achieves a -27.00% return, which is significantly lower than XCEM's 1.33% return.


FLLA

YTD

-27.00%

1M

-9.19%

6M

-13.27%

1Y

-26.05%

5Y*

-3.91%

10Y*

N/A

XCEM

YTD

1.33%

1M

-1.47%

6M

-3.54%

1Y

3.10%

5Y*

3.44%

10Y*

N/A

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. XCEM - Expense Ratio Comparison

FLLA has a 0.19% expense ratio, which is higher than XCEM's 0.16% 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%.


FLLA
Franklin FTSE Latin America ETF
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%
Expense ratio chart for XCEM: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

FLLA vs. XCEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Latin America ETF (FLLA) and Columbia EM Core ex-China ETF (XCEM). 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 -1.34, compared to the broader market0.002.004.00-1.340.33
The chart of Sortino ratio for FLLA, currently valued at -1.83, compared to the broader market-2.000.002.004.006.008.0010.00-1.830.54
The chart of Omega ratio for FLLA, currently valued at 0.79, compared to the broader market0.501.001.502.002.503.000.791.07
The chart of Calmar ratio for FLLA, currently valued at -0.91, compared to the broader market0.005.0010.0015.00-0.910.45
The chart of Martin ratio for FLLA, currently valued at -1.88, compared to the broader market0.0020.0040.0060.0080.00100.00-1.881.24
FLLA
XCEM

The current FLLA Sharpe Ratio is -1.34, which is lower than the XCEM Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FLLA and XCEM, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-1.34
0.33
FLLA
XCEM

Dividends

FLLA vs. XCEM - Dividend Comparison

FLLA's dividend yield for the trailing twelve months is around 3.28%, more than XCEM's 2.74% yield.


TTM202320222021202020192018201720162015
FLLA
Franklin FTSE Latin America ETF
3.28%5.44%9.55%7.60%2.12%3.17%0.48%0.00%0.00%0.00%
XCEM
Columbia EM Core ex-China ETF
2.74%1.22%2.42%1.94%1.63%2.11%3.24%8.57%1.24%2.57%

Drawdowns

FLLA vs. XCEM - Drawdown Comparison

The maximum FLLA drawdown since its inception was -53.87%, which is greater than XCEM's maximum drawdown of -40.92%. Use the drawdown chart below to compare losses from any high point for FLLA and XCEM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-27.45%
-9.22%
FLLA
XCEM

Volatility

FLLA vs. XCEM - Volatility Comparison

Franklin FTSE Latin America ETF (FLLA) has a higher volatility of 7.44% compared to Columbia EM Core ex-China ETF (XCEM) at 3.42%. This indicates that FLLA's price experiences larger fluctuations and is considered to be riskier than XCEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
7.44%
3.42%
FLLA
XCEM
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab