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

Correlation

The correlation between FLSW and VOO is 0.60, 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.


-0.50.00.51.00.6

Performance

FLSW vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Switzerland ETF (FLSW) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
56.42%
157.97%
FLSW
VOO

Key characteristics

Sharpe Ratio

FLSW:

0.12

VOO:

2.25

Sortino Ratio

FLSW:

0.25

VOO:

2.98

Omega Ratio

FLSW:

1.03

VOO:

1.42

Calmar Ratio

FLSW:

0.11

VOO:

3.31

Martin Ratio

FLSW:

0.33

VOO:

14.77

Ulcer Index

FLSW:

4.39%

VOO:

1.90%

Daily Std Dev

FLSW:

12.39%

VOO:

12.46%

Max Drawdown

FLSW:

-28.16%

VOO:

-33.99%

Current Drawdown

FLSW:

-12.47%

VOO:

-2.47%

Returns By Period

In the year-to-date period, FLSW achieves a -1.59% return, which is significantly lower than VOO's 26.02% return.


FLSW

YTD

-1.59%

1M

-2.35%

6M

-4.51%

1Y

0.16%

5Y*

5.36%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Expense Ratio Comparison

FLSW has a 0.09% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FLSW vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Switzerland ETF (FLSW) and Vanguard S&P 500 ETF (VOO). 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 0.12, compared to the broader market0.002.004.000.122.25
The chart of Sortino ratio for FLSW, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.0010.000.252.98
The chart of Omega ratio for FLSW, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.42
The chart of Calmar ratio for FLSW, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.113.31
The chart of Martin ratio for FLSW, currently valued at 0.33, compared to the broader market0.0020.0040.0060.0080.00100.000.3314.77
FLSW
VOO

The current FLSW Sharpe Ratio is 0.12, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FLSW and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.12
2.25
FLSW
VOO

Dividends

FLSW vs. VOO - Dividend Comparison

FLSW's dividend yield for the trailing twelve months is around 2.00%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
FLSW
Franklin FTSE Switzerland ETF
2.00%2.36%2.02%1.86%2.28%1.15%2.85%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FLSW vs. VOO - Drawdown Comparison

The maximum FLSW drawdown since its inception was -28.16%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FLSW and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.47%
-2.47%
FLSW
VOO

Volatility

FLSW vs. VOO - Volatility Comparison

Franklin FTSE Switzerland ETF (FLSW) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.91% and 3.75%, 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%JulyAugustSeptemberOctoberNovemberDecember
3.91%
3.75%
FLSW
VOO
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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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