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FLMX vs. DRIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLMX vs. DRIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Mexico ETF (FLMX) and Global X Autonomous & Electric Vehicles ETF (DRIV). The values are adjusted to include any dividend payments, if applicable.

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FLMX vs. DRIV - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLMX
Franklin FTSE Mexico ETF
8.47%53.62%-28.45%39.35%2.40%19.58%-3.50%12.13%-17.93%
DRIV
Global X Autonomous & Electric Vehicles ETF
3.17%30.42%-5.04%26.14%-34.13%27.80%62.76%28.54%-21.49%

Returns By Period

In the year-to-date period, FLMX achieves a 8.47% return, which is significantly higher than DRIV's 3.17% return.


FLMX

1D
3.43%
1M
-7.43%
YTD
8.47%
6M
12.96%
1Y
53.09%
3Y*
11.54%
5Y*
14.25%
10Y*

DRIV

1D
4.83%
1M
-6.54%
YTD
3.17%
6M
8.45%
1Y
46.14%
3Y*
10.34%
5Y*
3.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLMX vs. DRIV - Expense Ratio Comparison

FLMX has a 0.19% expense ratio, which is lower than DRIV's 0.68% expense ratio.


Return for Risk

FLMX vs. DRIV — Risk / Return Rank

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

FLMX
FLMX Risk / Return Rank: 9393
Overall Rank
FLMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FLMX Omega Ratio Rank: 9292
Omega Ratio Rank
FLMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FLMX Martin Ratio Rank: 9494
Martin Ratio Rank

DRIV
DRIV Risk / Return Rank: 8585
Overall Rank
DRIV Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DRIV Sortino Ratio Rank: 8787
Sortino Ratio Rank
DRIV Omega Ratio Rank: 8080
Omega Ratio Rank
DRIV Calmar Ratio Rank: 8888
Calmar Ratio Rank
DRIV Martin Ratio Rank: 8787
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.

FLMX vs. DRIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Mexico ETF (FLMX) and Global X Autonomous & Electric Vehicles ETF (DRIV). 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.


FLMXDRIVDifference

Sharpe ratio

Return per unit of total volatility

2.19

1.64

+0.56

Sortino ratio

Return per unit of downside risk

2.85

2.29

+0.56

Omega ratio

Gain probability vs. loss probability

1.40

1.30

+0.10

Calmar ratio

Return relative to maximum drawdown

3.60

2.70

+0.91

Martin ratio

Return relative to average drawdown

13.84

10.20

+3.63

FLMX vs. DRIV - Sharpe Ratio Comparison

The current FLMX Sharpe Ratio is 2.19, which is higher than the DRIV Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FLMX and DRIV, 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


FLMXDRIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.64

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.14

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.39

-0.07

Correlation

The correlation between FLMX and DRIV is 0.52, 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

FLMX vs. DRIV - Dividend Comparison

FLMX's dividend yield for the trailing twelve months is around 3.68%, more than DRIV's 1.04% yield.


TTM202520242023202220212020201920182017
FLMX
Franklin FTSE Mexico ETF
3.68%3.99%3.31%2.90%4.22%3.15%1.48%2.95%2.51%0.31%
DRIV
Global X Autonomous & Electric Vehicles ETF
1.04%1.07%2.07%1.62%1.24%0.32%0.29%1.23%2.79%0.00%

Drawdowns

FLMX vs. DRIV - Drawdown Comparison

The maximum FLMX drawdown since its inception was -50.05%, which is greater than DRIV's maximum drawdown of -41.93%. Use the drawdown chart below to compare losses from any high point for FLMX and DRIV.


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Drawdown Indicators


FLMXDRIVDifference

Max Drawdown

Largest peak-to-trough decline

-50.05%

-41.93%

-8.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-16.43%

+2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-31.72%

-41.93%

+10.21%

Current Drawdown

Current decline from peak

-7.80%

-9.25%

+1.45%

Average Drawdown

Average peak-to-trough decline

-12.21%

-15.43%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

4.34%

-0.65%

Volatility

FLMX vs. DRIV - Volatility Comparison

Franklin FTSE Mexico ETF (FLMX) has a higher volatility of 11.48% compared to Global X Autonomous & Electric Vehicles ETF (DRIV) at 10.61%. This indicates that FLMX's price experiences larger fluctuations and is considered to be riskier than DRIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLMXDRIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.48%

10.61%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

17.31%

19.22%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

24.37%

28.35%

-3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.90%

26.73%

-4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.76%

27.35%

-2.59%