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

Correlation

The correlation between FLMX and VWO is 0.57, 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.


-0.50.00.51.00.6

Performance

FLMX vs. VWO - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-15.73%
3.85%
FLMX
VWO

Key characteristics

Sharpe Ratio

FLMX:

-1.08

VWO:

1.05

Sortino Ratio

FLMX:

-1.42

VWO:

1.54

Omega Ratio

FLMX:

0.82

VWO:

1.19

Calmar Ratio

FLMX:

-0.85

VWO:

0.66

Martin Ratio

FLMX:

-1.51

VWO:

4.30

Ulcer Index

FLMX:

16.90%

VWO:

3.64%

Daily Std Dev

FLMX:

23.69%

VWO:

14.94%

Max Drawdown

FLMX:

-50.05%

VWO:

-67.68%

Current Drawdown

FLMX:

-30.13%

VWO:

-10.25%

Returns By Period

In the year-to-date period, FLMX achieves a -26.87% return, which is significantly lower than VWO's 11.50% return.


FLMX

YTD

-26.87%

1M

-3.20%

6M

-15.27%

1Y

-26.89%

5Y*

3.42%

10Y*

N/A

VWO

YTD

11.50%

1M

0.16%

6M

3.77%

1Y

13.82%

5Y*

3.23%

10Y*

4.14%

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. VWO - Expense Ratio Comparison

FLMX has a 0.19% expense ratio, which is higher than VWO's 0.08% 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%.


FLMX
Franklin FTSE Mexico ETF
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%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FLMX vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Mexico ETF (FLMX) and Vanguard FTSE Emerging Markets ETF (VWO). 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 -1.08, compared to the broader market0.002.004.00-1.081.05
The chart of Sortino ratio for FLMX, currently valued at -1.42, compared to the broader market-2.000.002.004.006.008.0010.00-1.421.54
The chart of Omega ratio for FLMX, currently valued at 0.82, compared to the broader market0.501.001.502.002.503.000.821.19
The chart of Calmar ratio for FLMX, currently valued at -0.85, compared to the broader market0.005.0010.0015.00-0.850.66
The chart of Martin ratio for FLMX, currently valued at -1.51, compared to the broader market0.0020.0040.0060.0080.00100.00-1.514.30
FLMX
VWO

The current FLMX Sharpe Ratio is -1.08, which is lower than the VWO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FLMX and VWO, 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-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.08
1.05
FLMX
VWO

Dividends

FLMX vs. VWO - Dividend Comparison

FLMX's dividend yield for the trailing twelve months is around 0.78%, less than VWO's 3.17% yield.


TTM20232022202120202019201820172016201520142013
FLMX
Franklin FTSE Mexico ETF
0.78%2.90%4.22%3.15%1.48%2.95%2.51%0.31%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.17%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

FLMX vs. VWO - Drawdown Comparison

The maximum FLMX drawdown since its inception was -50.05%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FLMX and VWO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-30.13%
-10.25%
FLMX
VWO

Volatility

FLMX vs. VWO - Volatility Comparison

Franklin FTSE Mexico ETF (FLMX) has a higher volatility of 6.46% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.30%. This indicates that FLMX's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.46%
4.30%
FLMX
VWO
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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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