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

Correlation

The correlation between FLSA and VWO is 0.47, 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.


-0.50.00.51.00.5

Performance

FLSA vs. VWO - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
68.66%
42.96%
FLSA
VWO

Key characteristics

Sharpe Ratio

FLSA:

0.04

VWO:

1.05

Sortino Ratio

FLSA:

0.16

VWO:

1.54

Omega Ratio

FLSA:

1.02

VWO:

1.19

Calmar Ratio

FLSA:

0.03

VWO:

0.66

Martin Ratio

FLSA:

0.10

VWO:

4.30

Ulcer Index

FLSA:

5.83%

VWO:

3.64%

Daily Std Dev

FLSA:

13.63%

VWO:

14.94%

Max Drawdown

FLSA:

-38.32%

VWO:

-67.68%

Current Drawdown

FLSA:

-15.56%

VWO:

-10.25%

Returns By Period

In the year-to-date period, FLSA achieves a -2.41% return, which is significantly lower than VWO's 11.50% return.


FLSA

YTD

-2.41%

1M

-1.53%

6M

0.36%

1Y

0.22%

5Y*

8.49%

10Y*

N/A

VWO

YTD

11.50%

1M

0.16%

6M

3.77%

1Y

13.82%

5Y*

3.23%

10Y*

4.14%

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. VWO - Expense Ratio Comparison

FLSA has a 0.39% expense ratio, which is higher than VWO's 0.08% 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 VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FLSA vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Saudi Arabia ETF (FLSA) and Vanguard FTSE Emerging Markets ETF (VWO). 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 0.04, compared to the broader market0.002.004.000.041.05
The chart of Sortino ratio for FLSA, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.0010.000.161.54
The chart of Omega ratio for FLSA, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.19
The chart of Calmar ratio for FLSA, currently valued at 0.03, compared to the broader market0.005.0010.0015.000.030.66
The chart of Martin ratio for FLSA, currently valued at 0.10, compared to the broader market0.0020.0040.0060.0080.00100.000.104.30
FLSA
VWO

The current FLSA Sharpe Ratio is 0.04, which is lower than the VWO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of FLSA and VWO, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.04
1.05
FLSA
VWO

Dividends

FLSA vs. VWO - Dividend Comparison

FLSA's dividend yield for the trailing twelve months is around 1.55%, less than VWO's 3.17% yield.


TTM20232022202120202019201820172016201520142013
FLSA
Franklin FTSE Saudi Arabia ETF
1.55%3.09%1.90%1.95%2.16%3.18%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.17%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

FLSA vs. VWO - Drawdown Comparison

The maximum FLSA drawdown since its inception was -38.32%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for FLSA and VWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-15.56%
-10.25%
FLSA
VWO

Volatility

FLSA vs. VWO - Volatility Comparison

Franklin FTSE Saudi Arabia ETF (FLSA) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 4.23% and 4.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.23%
4.30%
FLSA
VWO
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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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