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FLSA vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLSA and SCHD is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

FLSA vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Saudi Arabia ETF (FLSA) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.61%
6.25%
FLSA
SCHD

Key characteristics

Sharpe Ratio

FLSA:

0.12

SCHD:

1.38

Sortino Ratio

FLSA:

0.25

SCHD:

2.01

Omega Ratio

FLSA:

1.03

SCHD:

1.24

Calmar Ratio

FLSA:

0.09

SCHD:

1.98

Martin Ratio

FLSA:

0.26

SCHD:

5.61

Ulcer Index

FLSA:

6.00%

SCHD:

2.81%

Daily Std Dev

FLSA:

13.05%

SCHD:

11.38%

Max Drawdown

FLSA:

-38.32%

SCHD:

-33.37%

Current Drawdown

FLSA:

-11.50%

SCHD:

-4.33%

Returns By Period

In the year-to-date period, FLSA achieves a 2.58% return, which is significantly higher than SCHD's 2.45% return.


FLSA

YTD

2.58%

1M

3.27%

6M

1.71%

1Y

2.35%

5Y*

9.75%

10Y*

N/A

SCHD

YTD

2.45%

1M

2.57%

6M

5.34%

1Y

13.71%

5Y*

11.12%

10Y*

11.31%

*Annualized

Compare stocks, funds, or ETFs

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


FLSA vs. SCHD - Expense Ratio Comparison

FLSA has a 0.39% expense ratio, which is higher than SCHD's 0.06% expense ratio.


FLSA
Franklin FTSE Saudi Arabia ETF
Expense ratio chart for FLSA: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FLSA vs. SCHD — Risk-Adjusted Performance Rank

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

FLSA
The Risk-Adjusted Performance Rank of FLSA is 99
Overall Rank
The Sharpe Ratio Rank of FLSA is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FLSA is 88
Sortino Ratio Rank
The Omega Ratio Rank of FLSA is 99
Omega Ratio Rank
The Calmar Ratio Rank of FLSA is 1010
Calmar Ratio Rank
The Martin Ratio Rank of FLSA is 88
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 5454
Overall Rank
The Sharpe Ratio Rank of SCHD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 5050
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.

FLSA vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Saudi Arabia ETF (FLSA) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for FLSA, currently valued at 0.12, compared to the broader market0.002.004.000.121.38
The chart of Sortino ratio for FLSA, currently valued at 0.25, compared to the broader market0.005.0010.000.252.01
The chart of Omega ratio for FLSA, currently valued at 1.03, compared to the broader market1.002.003.001.031.24
The chart of Calmar ratio for FLSA, currently valued at 0.09, compared to the broader market0.005.0010.0015.0020.000.091.98
The chart of Martin ratio for FLSA, currently valued at 0.26, compared to the broader market0.0020.0040.0060.0080.00100.000.265.61
FLSA
SCHD

The current FLSA Sharpe Ratio is 0.12, which is lower than the SCHD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FLSA and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.12
1.38
FLSA
SCHD

Dividends

FLSA vs. SCHD - Dividend Comparison

FLSA's dividend yield for the trailing twelve months is around 2.94%, less than SCHD's 3.55% yield.


TTM20242023202220212020201920182017201620152014
FLSA
Franklin FTSE Saudi Arabia ETF
2.94%3.01%3.09%1.90%1.95%2.16%3.18%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.55%3.64%3.49%3.39%2.78%3.16%2.98%3.07%2.63%2.89%2.97%2.62%

Drawdowns

FLSA vs. SCHD - Drawdown Comparison

The maximum FLSA drawdown since its inception was -38.32%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FLSA and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.50%
-4.33%
FLSA
SCHD

Volatility

FLSA vs. SCHD - Volatility Comparison

The current volatility for Franklin FTSE Saudi Arabia ETF (FLSA) is 3.45%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 4.15%. This indicates that FLSA experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%AugustSeptemberOctoberNovemberDecember2025
3.45%
4.15%
FLSA
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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