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

Correlation

The correlation between FLMX and QQQ is 0.41, 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.


-0.50.00.51.00.4

Performance

FLMX vs. QQQ - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-11.11%
11.18%
FLMX
QQQ

Key characteristics

Sharpe Ratio

FLMX:

-0.88

QQQ:

1.17

Sortino Ratio

FLMX:

-1.10

QQQ:

1.62

Omega Ratio

FLMX:

0.86

QQQ:

1.21

Calmar Ratio

FLMX:

-0.66

QQQ:

1.58

Martin Ratio

FLMX:

-1.10

QQQ:

5.51

Ulcer Index

FLMX:

19.02%

QQQ:

3.90%

Daily Std Dev

FLMX:

23.93%

QQQ:

18.45%

Max Drawdown

FLMX:

-50.05%

QQQ:

-82.98%

Current Drawdown

FLMX:

-28.24%

QQQ:

-4.30%

Returns By Period

In the year-to-date period, FLMX achieves a 4.97% return, which is significantly higher than QQQ's 0.58% return.


FLMX

YTD

4.97%

1M

2.25%

6M

-11.11%

1Y

-23.22%

5Y*

3.43%

10Y*

N/A

QQQ

YTD

0.58%

1M

-1.60%

6M

11.18%

1Y

22.05%

5Y*

19.16%

10Y*

18.66%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLMX vs. QQQ - Expense Ratio Comparison

FLMX has a 0.19% expense ratio, which is lower than QQQ's 0.20% 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%.


QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for FLMX: 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%

Risk-Adjusted Performance

FLMX vs. QQQ — 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 11
Overall Rank
The Sharpe Ratio Rank of FLMX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FLMX is 11
Sortino Ratio Rank
The Omega Ratio Rank of FLMX is 11
Omega Ratio Rank
The Calmar Ratio Rank of FLMX is 11
Calmar Ratio Rank
The Martin Ratio Rank of FLMX is 22
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5151
Overall Rank
The Sharpe Ratio Rank of QQQ is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 4747
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5050
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 5656
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5353
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Mexico ETF (FLMX) and Invesco QQQ (QQQ). 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 FLMX, currently valued at -0.88, compared to the broader market0.002.004.00-0.881.17
The chart of Sortino ratio for FLMX, currently valued at -1.10, compared to the broader market0.005.0010.00-1.101.62
The chart of Omega ratio for FLMX, currently valued at 0.86, compared to the broader market0.501.001.502.002.503.000.861.21
The chart of Calmar ratio for FLMX, currently valued at -0.66, compared to the broader market0.005.0010.0015.0020.00-0.661.58
The chart of Martin ratio for FLMX, currently valued at -1.10, compared to the broader market0.0020.0040.0060.0080.00100.00-1.105.51
FLMX
QQQ

The current FLMX Sharpe Ratio is -0.88, which is lower than the QQQ Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FLMX and QQQ, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.88
1.17
FLMX
QQQ

Dividends

FLMX vs. QQQ - Dividend Comparison

FLMX's dividend yield for the trailing twelve months is around 3.16%, more than QQQ's 0.55% yield.


TTM20242023202220212020201920182017201620152014
FLMX
Franklin FTSE Mexico ETF
3.16%3.31%2.90%4.22%3.15%1.48%2.95%2.51%0.31%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

FLMX vs. QQQ - Drawdown Comparison

The maximum FLMX drawdown since its inception was -50.05%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FLMX and QQQ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-28.24%
-4.30%
FLMX
QQQ

Volatility

FLMX vs. QQQ - Volatility Comparison

Franklin FTSE Mexico ETF (FLMX) has a higher volatility of 6.92% compared to Invesco QQQ (QQQ) at 6.09%. This indicates that FLMX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.92%
6.09%
FLMX
QQQ
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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.

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