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

Key characteristics


FLQHVYMI

Correlation

-0.50.00.51.00.7

The correlation between FLQH and VYMI is 0.74, 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. VYMI - Performance Comparison

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


55.00%60.00%65.00%70.00%75.00%80.00%December2024FebruaryMarchAprilMay
78.65%
76.84%
FLQH
VYMI

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

Vanguard International High Dividend Yield ETF

FLQH vs. VYMI - Expense Ratio Comparison

FLQH has a 0.40% expense ratio, which is higher than VYMI's 0.22% 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 VYMI: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

FLQH vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ International Equity Hedged ETF (FLQH) and Vanguard International High Dividend Yield ETF (VYMI). 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 1.15, compared to the broader market0.0020.0040.0060.0080.001.15
VYMI
Sharpe ratio
The chart of Sharpe ratio for VYMI, currently valued at 1.41, compared to the broader market0.002.004.001.41
Sortino ratio
The chart of Sortino ratio for VYMI, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.002.02
Omega ratio
The chart of Omega ratio for VYMI, currently valued at 1.24, compared to the broader market0.501.001.502.002.501.24
Calmar ratio
The chart of Calmar ratio for VYMI, currently valued at 1.81, compared to the broader market0.002.004.006.008.0010.0012.0014.001.81
Martin ratio
The chart of Martin ratio for VYMI, currently valued at 5.26, compared to the broader market0.0020.0040.0060.0080.005.26

FLQH vs. VYMI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.50December2024FebruaryMarchAprilMay
0.43
1.41
FLQH
VYMI

Dividends

FLQH vs. VYMI - Dividend Comparison

FLQH has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 4.74%.


TTM20232022202120202019201820172016
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%
VYMI
Vanguard International High Dividend Yield ETF
4.74%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

FLQH vs. VYMI - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay00
FLQH
VYMI

Volatility

FLQH vs. VYMI - Volatility Comparison

The current volatility for Franklin LibertyQ International Equity Hedged ETF (FLQH) is 0.00%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 3.23%. This indicates that FLQH experiences smaller price fluctuations and is considered to be less risky than VYMI 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
3.23%
FLQH
VYMI