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

Correlation

The correlation between FLSA and SCHX is 0.39, 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.


Performance

FLSA vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Saudi Arabia ETF (FLSA) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
67.42%
148.24%
FLSA
SCHX

Key characteristics

Sharpe Ratio

FLSA:

-0.43

SCHX:

0.59

Sortino Ratio

FLSA:

-0.47

SCHX:

0.98

Omega Ratio

FLSA:

0.94

SCHX:

1.14

Calmar Ratio

FLSA:

-0.29

SCHX:

0.63

Martin Ratio

FLSA:

-1.29

SCHX:

2.41

Ulcer Index

FLSA:

4.33%

SCHX:

4.98%

Daily Std Dev

FLSA:

14.13%

SCHX:

19.42%

Max Drawdown

FLSA:

-38.32%

SCHX:

-34.33%

Current Drawdown

FLSA:

-16.18%

SCHX:

-7.76%

Returns By Period

In the year-to-date period, FLSA achieves a -2.85% return, which is significantly higher than SCHX's -3.38% return.


FLSA

YTD

-2.85%

1M

3.71%

6M

-4.40%

1Y

-6.01%

5Y*

13.08%

10Y*

N/A

SCHX

YTD

-3.38%

1M

4.20%

6M

-5.11%

1Y

11.38%

5Y*

16.64%

10Y*

13.75%

*Annualized

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FLSA vs. SCHX - Expense Ratio Comparison

FLSA has a 0.39% expense ratio, which is higher than SCHX's 0.03% expense ratio.


Risk-Adjusted Performance

FLSA vs. SCHX — 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 66
Overall Rank
The Sharpe Ratio Rank of FLSA is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FLSA is 66
Sortino Ratio Rank
The Omega Ratio Rank of FLSA is 66
Omega Ratio Rank
The Calmar Ratio Rank of FLSA is 77
Calmar Ratio Rank
The Martin Ratio Rank of FLSA is 33
Martin Ratio Rank

SCHX
The Risk-Adjusted Performance Rank of SCHX is 6767
Overall Rank
The Sharpe Ratio Rank of SCHX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SCHX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SCHX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SCHX is 6868
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. SCHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Saudi Arabia ETF (FLSA) and Schwab U.S. Large-Cap ETF (SCHX). 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.


The current FLSA Sharpe Ratio is -0.43, which is lower than the SCHX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of FLSA and SCHX, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.34
0.59
FLSA
SCHX

Dividends

FLSA vs. SCHX - Dividend Comparison

FLSA's dividend yield for the trailing twelve months is around 3.10%, more than SCHX's 1.27% yield.


TTM20242023202220212020201920182017201620152014
FLSA
Franklin FTSE Saudi Arabia ETF
3.10%3.01%3.09%1.90%1.95%2.16%3.18%0.00%0.00%0.00%0.00%0.00%
SCHX
Schwab U.S. Large-Cap ETF
1.27%1.22%1.39%1.64%1.21%1.64%1.82%2.17%1.70%1.93%2.04%1.76%

Drawdowns

FLSA vs. SCHX - Drawdown Comparison

The maximum FLSA drawdown since its inception was -38.32%, which is greater than SCHX's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for FLSA and SCHX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.18%
-7.76%
FLSA
SCHX

Volatility

FLSA vs. SCHX - Volatility Comparison

The current volatility for Franklin FTSE Saudi Arabia ETF (FLSA) is 3.45%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 6.72%. This indicates that FLSA experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.45%
6.72%
FLSA
SCHX