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FLSW vs. FLJH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLSW and FLJH is 0.42, 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.


-0.50.00.51.00.4

Performance

FLSW vs. FLJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Switzerland ETF (FLSW) and Franklin FTSE Japan Hedged ETF (FLJH). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-5.55%
1.75%
FLSW
FLJH

Key characteristics

Sharpe Ratio

FLSW:

0.10

FLJH:

1.26

Sortino Ratio

FLSW:

0.22

FLJH:

1.65

Omega Ratio

FLSW:

1.03

FLJH:

1.24

Calmar Ratio

FLSW:

0.10

FLJH:

1.20

Martin Ratio

FLSW:

0.30

FLJH:

4.19

Ulcer Index

FLSW:

4.25%

FLJH:

5.84%

Daily Std Dev

FLSW:

12.45%

FLJH:

19.47%

Max Drawdown

FLSW:

-28.16%

FLJH:

-31.36%

Current Drawdown

FLSW:

-12.35%

FLJH:

-6.46%

Returns By Period

In the year-to-date period, FLSW achieves a -1.46% return, which is significantly lower than FLJH's 21.85% return.


FLSW

YTD

-1.46%

1M

-2.54%

6M

-5.69%

1Y

0.47%

5Y*

5.40%

10Y*

N/A

FLJH

YTD

21.85%

1M

-0.50%

6M

2.07%

1Y

23.37%

5Y*

15.23%

10Y*

N/A

Compare stocks, funds, or ETFs

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


FLSW vs. FLJH - Expense Ratio Comparison

Both FLSW and FLJH have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


FLSW
Franklin FTSE Switzerland ETF
Expense ratio chart for FLSW: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for FLJH: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

FLSW vs. FLJH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Switzerland ETF (FLSW) and Franklin FTSE Japan Hedged ETF (FLJH). 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 FLSW, currently valued at 0.10, compared to the broader market0.002.004.000.101.26
The chart of Sortino ratio for FLSW, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.0010.000.221.65
The chart of Omega ratio for FLSW, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.24
The chart of Calmar ratio for FLSW, currently valued at 0.10, compared to the broader market0.005.0010.0015.000.101.20
The chart of Martin ratio for FLSW, currently valued at 0.30, compared to the broader market0.0020.0040.0060.0080.00100.000.304.19
FLSW
FLJH

The current FLSW Sharpe Ratio is 0.10, which is lower than the FLJH Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of FLSW and FLJH, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.10
1.26
FLSW
FLJH

Dividends

FLSW vs. FLJH - Dividend Comparison

FLSW's dividend yield for the trailing twelve months is around 1.99%, less than FLJH's 2.42% yield.


TTM2023202220212020201920182017
FLSW
Franklin FTSE Switzerland ETF
1.99%2.36%2.02%1.86%2.28%1.15%2.85%0.00%
FLJH
Franklin FTSE Japan Hedged ETF
2.42%25.59%26.67%1.29%0.00%0.00%5.92%0.05%

Drawdowns

FLSW vs. FLJH - Drawdown Comparison

The maximum FLSW drawdown since its inception was -28.16%, smaller than the maximum FLJH drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for FLSW and FLJH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.35%
-6.46%
FLSW
FLJH

Volatility

FLSW vs. FLJH - Volatility Comparison

The current volatility for Franklin FTSE Switzerland ETF (FLSW) is 3.86%, while Franklin FTSE Japan Hedged ETF (FLJH) has a volatility of 4.28%. This indicates that FLSW experiences smaller price fluctuations and is considered to be less risky than FLJH 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%JulyAugustSeptemberOctoberNovemberDecember
3.86%
4.28%
FLSW
FLJH
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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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