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FLN vs. FLLA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLN vs. FLLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Latin America AlphaDEX Fund (FLN) and Franklin FTSE Latin America ETF (FLLA). The values are adjusted to include any dividend payments, if applicable.

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FLN vs. FLLA - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLN
First Trust Latin America AlphaDEX Fund
13.57%55.05%-23.10%29.68%2.73%-6.94%-12.27%27.22%-3.18%
FLLA
Franklin FTSE Latin America ETF
17.39%51.81%-26.89%32.71%7.78%-8.93%-15.08%19.59%-2.78%

Returns By Period

In the year-to-date period, FLN achieves a 13.57% return, which is significantly lower than FLLA's 17.39% return.


FLN

1D
3.41%
1M
-4.91%
YTD
13.57%
6M
21.94%
1Y
53.52%
3Y*
19.30%
5Y*
12.67%
10Y*
9.71%

FLLA

1D
3.89%
1M
-2.95%
YTD
17.39%
6M
25.40%
1Y
54.98%
3Y*
18.51%
5Y*
12.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLN vs. FLLA - Expense Ratio Comparison

FLN has a 0.80% expense ratio, which is higher than FLLA's 0.19% expense ratio.


Return for Risk

FLN vs. FLLA — Risk / Return Rank

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

FLN
FLN Risk / Return Rank: 9494
Overall Rank
FLN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLN Sortino Ratio Rank: 9393
Sortino Ratio Rank
FLN Omega Ratio Rank: 9292
Omega Ratio Rank
FLN Calmar Ratio Rank: 9696
Calmar Ratio Rank
FLN Martin Ratio Rank: 9494
Martin Ratio Rank

FLLA
FLLA Risk / Return Rank: 9595
Overall Rank
FLLA Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FLLA Sortino Ratio Rank: 9595
Sortino Ratio Rank
FLLA Omega Ratio Rank: 9393
Omega Ratio Rank
FLLA Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLLA Martin Ratio Rank: 9595
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.

FLN vs. FLLA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Latin America AlphaDEX Fund (FLN) and Franklin FTSE Latin America ETF (FLLA). 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.


FLNFLLADifference

Sharpe ratio

Return per unit of total volatility

2.34

2.40

-0.06

Sortino ratio

Return per unit of downside risk

2.86

2.97

-0.11

Omega ratio

Gain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratio

Return relative to maximum drawdown

4.60

4.67

-0.07

Martin ratio

Return relative to average drawdown

14.39

15.05

-0.66

FLN vs. FLLA - Sharpe Ratio Comparison

The current FLN Sharpe Ratio is 2.34, which is comparable to the FLLA Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FLN and FLLA, 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


FLNFLLADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.40

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.55

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.26

-0.17

Correlation

The correlation between FLN and FLLA is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLN vs. FLLA - Dividend Comparison

FLN's dividend yield for the trailing twelve months is around 3.53%, less than FLLA's 5.16% yield.


TTM20252024202320222021202020192018201720162015
FLN
First Trust Latin America AlphaDEX Fund
3.53%3.40%6.26%4.17%5.57%4.70%1.64%1.91%3.08%10.28%1.06%2.34%
FLLA
Franklin FTSE Latin America ETF
5.16%6.06%7.04%5.45%9.55%7.60%2.12%3.18%0.48%0.00%0.00%0.00%

Drawdowns

FLN vs. FLLA - Drawdown Comparison

The maximum FLN drawdown since its inception was -57.95%, which is greater than FLLA's maximum drawdown of -53.88%. Use the drawdown chart below to compare losses from any high point for FLN and FLLA.


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Drawdown Indicators


FLNFLLADifference

Max Drawdown

Largest peak-to-trough decline

-57.95%

-53.88%

-4.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-11.59%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-25.95%

-28.32%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-57.75%

Current Drawdown

Current decline from peak

-5.74%

-4.01%

-1.73%

Average Drawdown

Average peak-to-trough decline

-19.07%

-13.69%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

3.59%

+0.06%

Volatility

FLN vs. FLLA - Volatility Comparison

First Trust Latin America AlphaDEX Fund (FLN) and Franklin FTSE Latin America ETF (FLLA) have volatilities of 11.49% and 11.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLNFLLADifference

Volatility (1M)

Calculated over the trailing 1-month period

11.49%

11.50%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

17.21%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

22.97%

23.04%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

22.80%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.73%

27.66%

+0.07%