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FLSA vs. ROAM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLSA vs. ROAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Saudi Arabia ETF (FLSA) and Hartford Multifactor Emerging Markets ETF (ROAM). The values are adjusted to include any dividend payments, if applicable.

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FLSA vs. ROAM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FLSA
Franklin FTSE Saudi Arabia ETF
9.11%-7.15%-0.29%12.99%-3.58%35.72%3.73%9.46%2.95%
ROAM
Hartford Multifactor Emerging Markets ETF
6.43%32.08%6.21%21.28%-14.78%9.32%2.24%8.89%3.27%

Returns By Period

In the year-to-date period, FLSA achieves a 9.11% return, which is significantly higher than ROAM's 6.43% return.


FLSA

1D
2.36%
1M
6.79%
YTD
9.11%
6M
0.01%
1Y
-0.07%
3Y*
3.84%
5Y*
5.24%
10Y*

ROAM

1D
2.47%
1M
-7.36%
YTD
6.43%
6M
13.25%
1Y
36.19%
3Y*
19.94%
5Y*
9.67%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLSA vs. ROAM - Expense Ratio Comparison

FLSA has a 0.39% expense ratio, which is lower than ROAM's 0.44% expense ratio.


Return for Risk

FLSA vs. ROAM — Risk / Return Rank

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

FLSA
FLSA Risk / Return Rank: 1212
Overall Rank
FLSA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FLSA Sortino Ratio Rank: 1212
Sortino Ratio Rank
FLSA Omega Ratio Rank: 1212
Omega Ratio Rank
FLSA Calmar Ratio Rank: 1313
Calmar Ratio Rank
FLSA Martin Ratio Rank: 1313
Martin Ratio Rank

ROAM
ROAM Risk / Return Rank: 9393
Overall Rank
ROAM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ROAM Sortino Ratio Rank: 9494
Sortino Ratio Rank
ROAM Omega Ratio Rank: 9494
Omega Ratio Rank
ROAM Calmar Ratio Rank: 9090
Calmar Ratio Rank
ROAM Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLSA vs. ROAM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Saudi Arabia ETF (FLSA) and Hartford Multifactor Emerging Markets ETF (ROAM). 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.


FLSAROAMDifference

Sharpe ratio

Return per unit of total volatility

-0.00

2.24

-2.25

Sortino ratio

Return per unit of downside risk

0.13

2.93

-2.79

Omega ratio

Gain probability vs. loss probability

1.02

1.44

-0.42

Calmar ratio

Return relative to maximum drawdown

0.06

3.09

-3.03

Martin ratio

Return relative to average drawdown

0.11

13.21

-13.10

FLSA vs. ROAM - Sharpe Ratio Comparison

The current FLSA Sharpe Ratio is -0.00, which is lower than the ROAM Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of FLSA and ROAM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLSAROAMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.00

2.24

-2.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.65

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.29

+0.10

Correlation

The correlation between FLSA and ROAM is 0.46, 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.


Dividends

FLSA vs. ROAM - Dividend Comparison

FLSA's dividend yield for the trailing twelve months is around 3.68%, more than ROAM's 2.98% yield.


TTM20252024202320222021202020192018201720162015
FLSA
Franklin FTSE Saudi Arabia ETF
3.68%4.01%3.01%3.09%1.90%1.95%2.16%3.18%0.00%0.00%0.00%0.00%
ROAM
Hartford Multifactor Emerging Markets ETF
2.98%3.17%4.15%5.40%5.23%4.22%3.04%3.55%2.54%1.84%1.89%2.25%

Drawdowns

FLSA vs. ROAM - Drawdown Comparison

The maximum FLSA drawdown since its inception was -38.31%, smaller than the maximum ROAM drawdown of -45.47%. Use the drawdown chart below to compare losses from any high point for FLSA and ROAM.


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Drawdown Indicators


FLSAROAMDifference

Max Drawdown

Largest peak-to-trough decline

-38.31%

-45.47%

+7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-11.63%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-27.07%

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-45.47%

Current Drawdown

Current decline from peak

-12.60%

-7.69%

-4.91%

Average Drawdown

Average peak-to-trough decline

-12.16%

-11.28%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

2.72%

+3.58%

Volatility

FLSA vs. ROAM - Volatility Comparison

The current volatility for Franklin FTSE Saudi Arabia ETF (FLSA) is 7.17%, while Hartford Multifactor Emerging Markets ETF (ROAM) has a volatility of 7.59%. This indicates that FLSA experiences smaller price fluctuations and is considered to be less risky than ROAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLSAROAMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

7.59%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

11.01%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

17.72%

16.22%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

15.03%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

17.83%

+1.71%