FLMX vs. VOO
Compare and contrast key facts about Franklin FTSE Mexico ETF (FLMX) and Vanguard S&P 500 ETF (VOO).
FLMX and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLMX is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Mexico RIC Capped Index. It was launched on Nov 3, 2017. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both FLMX and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLMX or VOO.
Performance
FLMX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, FLMX achieves a -24.46% return, which is significantly lower than VOO's 25.52% return.
FLMX
-24.46%
-6.15%
-24.76%
-16.40%
5.05%
N/A
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| FLMX | VOO | |
|---|---|---|
| Sharpe Ratio | -0.74 | 2.62 |
| Sortino Ratio | -0.89 | 3.50 |
| Omega Ratio | 0.89 | 1.49 |
| Calmar Ratio | -0.61 | 3.78 |
| Martin Ratio | -1.17 | 17.12 |
| Ulcer Index | 14.86% | 1.86% |
| Daily Std Dev | 23.51% | 12.19% |
| Max Drawdown | -50.05% | -33.99% |
| Current Drawdown | -27.82% | -1.36% |
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FLMX vs. VOO - Expense Ratio Comparison
FLMX has a 0.19% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between FLMX and VOO is 0.50, 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.
Risk-Adjusted Performance
FLMX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Mexico ETF (FLMX) and Vanguard S&P 500 ETF (VOO). 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
FLMX vs. VOO - Dividend Comparison
FLMX's dividend yield for the trailing twelve months is around 3.49%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLMX Franklin FTSE Mexico ETF | 3.49% | 2.90% | 4.22% | 3.15% | 1.48% | 2.95% | 2.51% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FLMX vs. VOO - Drawdown Comparison
The maximum FLMX drawdown since its inception was -50.05%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FLMX and VOO. For additional features, visit the drawdowns tool.
Volatility
FLMX vs. VOO - Volatility Comparison
Franklin FTSE Mexico ETF (FLMX) has a higher volatility of 5.58% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that FLMX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.