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

Correlation

The correlation between FLQH and VYMI 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. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ International Equity Hedged ETF (FLQH) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period


FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VYMI

YTD

14.57%

1M

7.56%

6M

13.73%

1Y

13.97%

5Y*

16.05%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FLQH vs. VYMI - Expense Ratio Comparison

FLQH has a 0.40% expense ratio, which is higher than VYMI's 0.22% expense ratio.


Risk-Adjusted Performance

FLQH vs. VYMI — 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

VYMI
The Risk-Adjusted Performance Rank of VYMI is 7878
Overall Rank
The Sharpe Ratio Rank of VYMI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8080
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. 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.



Loading data...

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 4.24%.


TTM202420232022202120202019201820172016
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%
VYMI
Vanguard International High Dividend Yield ETF
4.24%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

FLQH vs. VYMI - Drawdown Comparison


Loading data...

Volatility

FLQH vs. VYMI - Volatility Comparison


Loading data...