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FLMX vs. AAA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLMX and AAA is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

FLMX vs. AAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Mexico ETF (FLMX) and AAF First Priority CLO Bond ETF (AAA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FLMX:

-0.35

AAA:

1.59

Sortino Ratio

FLMX:

-0.27

AAA:

2.22

Omega Ratio

FLMX:

0.97

AAA:

1.40

Calmar Ratio

FLMX:

-0.29

AAA:

2.16

Martin Ratio

FLMX:

-0.43

AAA:

16.61

Ulcer Index

FLMX:

21.39%

AAA:

0.31%

Daily Std Dev

FLMX:

27.84%

AAA:

3.28%

Max Drawdown

FLMX:

-50.05%

AAA:

-2.63%

Current Drawdown

FLMX:

-11.34%

AAA:

-0.24%

Returns By Period

In the year-to-date period, FLMX achieves a 29.68% return, which is significantly higher than AAA's 1.21% return.


FLMX

YTD

29.68%

1M

10.28%

6M

21.85%

1Y

-9.60%

3Y*

9.08%

5Y*

17.92%

10Y*

N/A

AAA

YTD

1.21%

1M

1.13%

6M

2.02%

1Y

5.17%

3Y*

6.31%

5Y*

N/A

10Y*

N/A

*Annualized

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Franklin FTSE Mexico ETF

AAF First Priority CLO Bond ETF

FLMX vs. AAA - Expense Ratio Comparison

FLMX has a 0.19% expense ratio, which is lower than AAA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FLMX vs. AAA — Risk-Adjusted Performance Rank

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

FLMX
The Risk-Adjusted Performance Rank of FLMX is 88
Overall Rank
The Sharpe Ratio Rank of FLMX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FLMX is 88
Sortino Ratio Rank
The Omega Ratio Rank of FLMX is 88
Omega Ratio Rank
The Calmar Ratio Rank of FLMX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FLMX is 1111
Martin Ratio Rank

AAA
The Risk-Adjusted Performance Rank of AAA is 9494
Overall Rank
The Sharpe Ratio Rank of AAA is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of AAA is 9191
Sortino Ratio Rank
The Omega Ratio Rank of AAA is 9595
Omega Ratio Rank
The Calmar Ratio Rank of AAA is 9494
Calmar Ratio Rank
The Martin Ratio Rank of AAA is 9797
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.

FLMX vs. AAA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Mexico ETF (FLMX) and AAF First Priority CLO Bond ETF (AAA). 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 current FLMX Sharpe Ratio is -0.35, which is lower than the AAA Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of FLMX and AAA, 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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Dividends

FLMX vs. AAA - Dividend Comparison

FLMX's dividend yield for the trailing twelve months is around 2.55%, less than AAA's 5.91% yield.


TTM20242023202220212020201920182017
FLMX
Franklin FTSE Mexico ETF
2.55%3.31%2.90%4.22%3.15%1.48%2.95%2.51%0.31%
AAA
AAF First Priority CLO Bond ETF
5.91%6.17%6.11%2.78%1.06%0.32%0.00%0.00%0.00%

Drawdowns

FLMX vs. AAA - Drawdown Comparison

The maximum FLMX drawdown since its inception was -50.05%, which is greater than AAA's maximum drawdown of -2.63%. Use the drawdown chart below to compare losses from any high point for FLMX and AAA. For additional features, visit the drawdowns tool.


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Volatility

FLMX vs. AAA - Volatility Comparison

Franklin FTSE Mexico ETF (FLMX) has a higher volatility of 6.24% compared to AAF First Priority CLO Bond ETF (AAA) at 0.82%. This indicates that FLMX's price experiences larger fluctuations and is considered to be riskier than AAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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