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

Correlation

The correlation between FLQH and FNDF is 0.62, 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.


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.

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Key characteristics

Returns By Period


FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FNDF

YTD

13.91%

1M

7.44%

6M

12.67%

1Y

8.55%

5Y*

16.02%

10Y*

6.00%

*Annualized

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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.


Risk-Adjusted Performance

FLQH vs. FNDF — Risk-Adjusted Performance Rank

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

FLQH
The Risk-Adjusted Performance Rank of FLQH is 7979
Overall Rank
The Sharpe Ratio Rank of FLQH is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FLQH is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FLQH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FLQH is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FLQH is 9999
Martin Ratio Rank

FNDF
The Risk-Adjusted Performance Rank of FNDF is 5454
Overall Rank
The Sharpe Ratio Rank of FNDF is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDF is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FNDF is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FNDF is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FNDF is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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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 3.52%.


TTM20242023202220212020201920182017201620152014
FLQH
Franklin LibertyQ International Equity Hedged ETF
0.00%2.82%3.17%0.87%2.77%6.23%1.61%5.67%4.02%11.56%0.00%0.00%
FNDF
Schwab Fundamental International Large Company Index ETF
3.52%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.83%

Drawdowns

FLQH vs. FNDF - Drawdown Comparison


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Volatility

FLQH vs. FNDF - Volatility Comparison


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