FLTW vs. FOXA

Last updated Jun 26, 2026

FLTW (Franklin FTSE Taiwan ETF) is Asia Pacific Equities fund tracking the FTSE Taiwan RIC Capped Index, while FOXA (Fox Corporation) is a stock. Over the past 5 years, FLTW returned 21.23%/yr vs 6.32%/yr for FOXA. At a 0.25 correlation, their price movements are largely independent.

Performance

FLTW vs. FOXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Taiwan ETF (FLTW) and Fox Corporation (FOXA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLTW achieves a 68.03% return, which is significantly higher than FOXA's -32.80% return.

FLTW

• 1D: 0.30%
• 1M: 1.95%
• YTD: 68.03%
• 6M: 70.67%
• 1Y: 100.47%
• 3Y*: 41.55%
• 5Y*: 21.23%
• 10Y*: —

FOXA

• 1D: -1.89%
• 1M: -24.78%
• YTD: -32.80%
• 6M: -33.57%
• 1Y: -11.90%
• 3Y*: 15.15%
• 5Y*: 6.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLTW vs. FOXA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FLTW Franklin FTSE Taiwan ETF	68.03%	32.00%	16.68%	30.05%	-27.51%	29.46%	29.77%	25.34%
FOXA Fox Corporation	-32.80%	51.83%	66.31%	-0.83%	-16.61%	28.24%	-20.22%	-1.15%

Correlation

The correlation between FLTW and FOXA is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (All Time) Calculated using the full available price history since Mar 12, 2019	0.25

The correlation between FLTW and FOXA shifts across timeframes, from 0.05 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FLTW vs. FOXA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLTW

FLTW Risk / Return Rank: 95
FLTW Sharpe Ratio Rank: 96
FLTW Sortino Ratio Rank: 92
FLTW Omega Ratio Rank: 93
FLTW Calmar Ratio Rank: 97
FLTW Martin Ratio Rank: 95

FOXA

FOXA Risk / Return Rank: 28
FOXA Sharpe Ratio Rank: 28
FOXA Sortino Ratio Rank: 27
FOXA Omega Ratio Rank: 26
FOXA Calmar Ratio Rank: 32
FOXA Martin Ratio Rank: 25

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLTW vs. FOXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) and Fox Corporation (FOXA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FLTW	FOXA	Difference
Sharpe ratio: Return per unit of total volatility	3.49	-0.35	+3.84
Sortino ratio: Return per unit of downside risk	3.84	-0.25	+4.10
Omega ratio: Gain probability vs. loss probability	1.56	0.96	+0.60
Calmar ratio: Return relative to maximum drawdown	9.29	-0.34	+9.63
Martin ratio: Return relative to average drawdown	27.41	-0.90	+28.31

FLTW vs. FOXA - Sharpe Ratio Comparison

The current FLTW Sharpe Ratio is 3.49, which is higher than the FOXA Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of FLTW and FOXA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FLTW vs. FOXA - Drawdown Comparison

The maximum FLTW drawdown since its inception was -38.00%, smaller than the maximum FOXA drawdown of -50.56%. Use the drawdown chart below to compare losses from any high point for FLTW and FOXA.

Drawdown Indicators

	FLTW	FOXA	Difference
Max Drawdown Largest peak-to-trough decline	-38.00%	-50.56%	+12.56%
Max Drawdown (1Y) Largest decline over 1 year	-10.87%	-35.58%	+24.71%
Max Drawdown (3Y) Largest decline over 3 years	-26.45%	-35.58%	+9.13%
Max Drawdown (5Y) Largest decline over 5 years	-38.00%	-35.58%	-2.42%
Current Drawdown Current decline from peak	-6.50%	-35.49%	+28.99%
Average Drawdown Average peak-to-trough decline	-8.40%	-17.59%	+9.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.68%	13.20%	-9.52%

Volatility

FLTW vs. FOXA - Volatility Comparison

The current volatility for Franklin FTSE Taiwan ETF (FLTW) is 14.85%, while Fox Corporation (FOXA) has a volatility of 21.25%. This indicates that FLTW experiences smaller price fluctuations and is considered to be less risky than FOXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLTW	FOXA	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.85%	21.25%	-6.40%
Volatility (6M) Calculated over the trailing 6-month period	25.08%	28.72%	-3.64%
Volatility (1Y) Calculated over the trailing 1-year period	28.96%	33.92%	-4.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.23%	28.28%	-5.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.19%	32.72%	-10.53%

Dividends

FLTW vs. FOXA - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 1.42%, more than FOXA's 1.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FLTW Franklin FTSE Taiwan ETF	1.42%	2.51%	1.89%	2.85%	3.16%	2.31%	2.14%	3.00%	1.06%
FOXA Fox Corporation	1.15%	0.75%	1.09%	1.72%	1.61%	1.27%	1.58%	1.24%	0.00%

Frequently Asked Questions

Can I hold both FLTW and FOXA in my portfolio?

FLTW and FOXA have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLTW or FOXA?

FOXA has higher volatility (21.25%) compared to FLTW (14.85%). In terms of maximum drawdown, FLTW dropped -38.00% vs FOXA's -50.56%.

Which has better risk-adjusted returns?

FLTW currently has the higher Sharpe Ratio (3.49 vs -0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.