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

Key characteristics


FLQHFNDF

Correlation

-0.50.00.51.00.8

The correlation between FLQH and FNDF is 0.75, 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.

Performance

FLQH vs. FNDF - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


65.00%70.00%75.00%80.00%85.00%90.00%December2024FebruaryMarchAprilMay
78.65%
89.55%
FLQH
FNDF

Compare stocks, funds, or ETFs

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


Franklin LibertyQ International Equity Hedged ETF

Schwab Fundamental International Large Company Index ETF

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%

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.


FLQH
Sharpe ratio
The chart of Sharpe ratio for FLQH, currently valued at 0.43, compared to the broader market0.002.004.000.43
Sortino ratio
The chart of Sortino ratio for FLQH, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.0010.000.69
Omega ratio
The chart of Omega ratio for FLQH, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for FLQH, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.0014.000.40
Martin ratio
The chart of Martin ratio for FLQH, currently valued at 1.16, compared to the broader market0.0020.0040.0060.0080.001.16
FNDF
Sharpe ratio
The chart of Sharpe ratio for FNDF, currently valued at 1.43, compared to the broader market0.002.004.001.43
Sortino ratio
The chart of Sortino ratio for FNDF, currently valued at 2.05, compared to the broader market-2.000.002.004.006.008.0010.002.05
Omega ratio
The chart of Omega ratio for FNDF, currently valued at 1.25, compared to the broader market0.501.001.502.002.501.25
Calmar ratio
The chart of Calmar ratio for FNDF, currently valued at 1.79, compared to the broader market0.002.004.006.008.0010.0012.0014.001.79
Martin ratio
The chart of Martin ratio for FNDF, currently valued at 5.29, compared to the broader market0.0020.0040.0060.0080.005.29

FLQH vs. FNDF - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
0.43
1.43
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 3.18%.


TTM20232022202120202019201820172016201520142013
FLQH
Franklin LibertyQ International Equity Hedged ETF
3.08%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
3.18%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.84%0.48%

Drawdowns

FLQH vs. FNDF - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay00
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 3.24%. 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%December2024FebruaryMarchAprilMay0
3.24%
FLQH
FNDF