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FLQH vs. FNDF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FLQH vs. FNDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ International Equity Hedged ETF (FLQH) and Schwab Fundamental International Large Company Index ETF (FNDF). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
-1.69%
FLQH
FNDF

Returns By Period


FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

FNDF

YTD

4.26%

1M

-3.73%

6M

-2.42%

1Y

10.19%

5Y (annualized)

7.26%

10Y (annualized)

5.44%

Key characteristics


FLQHFNDF

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FLQH vs. FNDF - Expense Ratio Comparison

FLQH has a 0.40% expense ratio, which is higher than FNDF's 0.25% expense ratio.


FLQH
Franklin LibertyQ International Equity Hedged ETF
Expense ratio chart for FLQH: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for FNDF: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.00.7

The correlation between FLQH and FNDF is 0.72, 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.

Risk-Adjusted Performance

FLQH vs. FNDF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ International Equity Hedged ETF (FLQH) and Schwab Fundamental International Large Company Index ETF (FNDF). 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 FLQH, currently valued at 1.12, compared to the broader market0.002.004.001.120.76
The chart of Sortino ratio for FLQH, currently valued at 1.72, compared to the broader market-2.000.002.004.006.008.0010.0012.001.721.09
The chart of Omega ratio for FLQH, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.001.521.14
The chart of Calmar ratio for FLQH, currently valued at 1.43, compared to the broader market0.005.0010.0015.001.431.15
The chart of Martin ratio for FLQH, currently valued at 12.36, compared to the broader market0.0020.0040.0060.0080.00100.0012.363.59
FLQH
FNDF

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.12
0.76
FLQH
FNDF

Dividends

FLQH vs. FNDF - Dividend Comparison

FLQH has not paid dividends to shareholders, while FNDF's dividend yield for the trailing twelve months is around 3.12%.


TTM20232022202120202019201820172016201520142013
FLQH
Franklin LibertyQ International Equity Hedged ETF
3.83%3.17%0.87%2.77%6.23%1.61%5.67%4.02%11.56%0.00%0.00%0.00%
FNDF
Schwab Fundamental International Large Company Index ETF
3.12%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.83%0.48%

Drawdowns

FLQH vs. FNDF - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-7.58%
FLQH
FNDF

Volatility

FLQH vs. FNDF - Volatility Comparison

The current volatility for Franklin LibertyQ International Equity Hedged ETF (FLQH) is 0.00%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 3.97%. This indicates that FLQH experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
3.97%
FLQH
FNDF