FLSA vs. VOOG
Compare and contrast key facts about Franklin FTSE Saudi Arabia ETF (FLSA) and Vanguard S&P 500 Growth ETF (VOOG).
FLSA and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLSA is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Saudi Arabia RIC Capped Index. It was launched on Oct 9, 2018. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both FLSA and VOOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLSA or VOOG.
Key characteristics
| FLSA | VOOG | |
|---|---|---|
| YTD Return | 0.83% | 27.65% |
| 1Y Return | 8.42% | 38.70% |
| 3Y Return (Ann) | 1.85% | 5.94% |
| 5Y Return (Ann) | 10.85% | 16.92% |
| Sharpe Ratio | 0.72 | 2.36 |
| Sortino Ratio | 1.07 | 3.04 |
| Omega Ratio | 1.13 | 1.44 |
| Calmar Ratio | 0.46 | 2.36 |
| Martin Ratio | 1.82 | 12.34 |
| Ulcer Index | 5.30% | 3.21% |
| Daily Std Dev | 13.45% | 16.80% |
| Max Drawdown | -38.32% | -32.73% |
| Current Drawdown | -12.75% | -3.02% |
Correlation
The correlation between FLSA and VOOG is 0.34, 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. VOOG - Performance Comparison
In the year-to-date period, FLSA achieves a 0.83% return, which is significantly lower than VOOG's 27.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLSA vs. VOOG - Expense Ratio Comparison
FLSA has a 0.39% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
FLSA vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Saudi Arabia ETF (FLSA) and Vanguard S&P 500 Growth ETF (VOOG). 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.
Dividends
FLSA vs. VOOG - Dividend Comparison
FLSA's dividend yield for the trailing twelve months is around 3.27%, more than VOOG's 0.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLSA Franklin FTSE Saudi Arabia ETF | 3.27% | 3.09% | 1.90% | 1.95% | 2.16% | 3.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.63% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
FLSA vs. VOOG - Drawdown Comparison
The maximum FLSA drawdown since its inception was -38.32%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FLSA and VOOG. For additional features, visit the drawdowns tool.
Volatility
FLSA vs. VOOG - Volatility Comparison
The current volatility for Franklin FTSE Saudi Arabia ETF (FLSA) is 3.15%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.59%. This indicates that FLSA experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.