FLLV vs. FNDX
Compare and contrast key facts about Franklin Liberty U.S. Low Volatility ETF (FLLV) and Schwab Fundamental U.S. Large Company Index ETF (FNDX).
FLLV and FNDX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLLV is an actively managed fund by Franklin Templeton. It was launched on Sep 20, 2016. FNDX is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLLV or FNDX.
Key characteristics
| FLLV | FNDX | |
|---|---|---|
| YTD Return | 13.34% | 21.50% |
| 1Y Return | 19.90% | 31.86% |
| 3Y Return (Ann) | 6.94% | 12.59% |
| 5Y Return (Ann) | 11.01% | 17.58% |
| Sharpe Ratio | 2.44 | 2.98 |
| Sortino Ratio | 3.35 | 4.06 |
| Omega Ratio | 1.44 | 1.54 |
| Calmar Ratio | 4.14 | 5.05 |
| Martin Ratio | 13.00 | 19.36 |
| Ulcer Index | 1.71% | 1.68% |
| Daily Std Dev | 9.11% | 10.95% |
| Max Drawdown | -33.95% | -37.71% |
| Current Drawdown | -1.46% | -1.21% |
Correlation
The correlation between FLLV and FNDX is 0.77, 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.
Performance
FLLV vs. FNDX - Performance Comparison
In the year-to-date period, FLLV achieves a 13.34% return, which is significantly lower than FNDX's 21.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLLV vs. FNDX - Expense Ratio Comparison
FLLV has a 0.29% expense ratio, which is higher than FNDX's 0.25% expense ratio.
Risk-Adjusted Performance
FLLV vs. FNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Liberty U.S. Low Volatility ETF (FLLV) and Schwab Fundamental U.S. Large Company Index ETF (FNDX). 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.
Dividends
FLLV vs. FNDX - Dividend Comparison
FLLV's dividend yield for the trailing twelve months is around 2.95%, less than FNDX's 3.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLLV Franklin Liberty U.S. Low Volatility ETF | 2.95% | 1.75% | 0.00% | 1.41% | 0.00% | 1.31% | 0.00% | 1.44% | 0.50% | 0.00% | 0.00% | 0.00% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 3.31% | 3.75% | 4.06% | 3.27% | 5.87% | 6.68% | 4.97% | 4.54% | 3.96% | 4.20% | 3.97% | 0.46% |
Drawdowns
FLLV vs. FNDX - Drawdown Comparison
The maximum FLLV drawdown since its inception was -33.95%, smaller than the maximum FNDX drawdown of -37.71%. Use the drawdown chart below to compare losses from any high point for FLLV and FNDX. For additional features, visit the drawdowns tool.
Volatility
FLLV vs. FNDX - Volatility Comparison
The current volatility for Franklin Liberty U.S. Low Volatility ETF (FLLV) is 2.33%, while Schwab Fundamental U.S. Large Company Index ETF (FNDX) has a volatility of 3.91%. This indicates that FLLV experiences smaller price fluctuations and is considered to be less risky than FNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.