FLTW vs. FXAIX
Compare and contrast key facts about Franklin FTSE Taiwan ETF (FLTW) and Fidelity 500 Index Fund (FXAIX).
FLTW is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Taiwan RIC Capped Index. It was launched on Nov 2, 2017. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLTW or FXAIX.
Key characteristics
| FLTW | FXAIX | |
|---|---|---|
| YTD Return | 20.24% | 21.13% |
| 1Y Return | 36.72% | 32.96% |
| 3Y Return (Ann) | 6.53% | 8.44% |
| 5Y Return (Ann) | 14.86% | 15.05% |
| Sharpe Ratio | 1.93 | 2.83 |
| Sortino Ratio | 2.53 | 3.74 |
| Omega Ratio | 1.33 | 1.53 |
| Calmar Ratio | 2.08 | 4.05 |
| Martin Ratio | 8.14 | 18.37 |
| Ulcer Index | 4.75% | 1.86% |
| Daily Std Dev | 20.07% | 12.11% |
| Max Drawdown | -38.00% | -33.79% |
| Current Drawdown | -3.49% | -2.56% |
Correlation
The correlation between FLTW and FXAIX 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.
Performance
FLTW vs. FXAIX - Performance Comparison
The year-to-date returns for both investments are quite close, with FLTW having a 20.24% return and FXAIX slightly higher at 21.13%. 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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FLTW vs. FXAIX - Expense Ratio Comparison
FLTW has a 0.19% expense ratio, which is higher than FXAIX's 0.02% 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%.
Risk-Adjusted Performance
FLTW vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) and Fidelity 500 Index Fund (FXAIX). 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
FLTW vs. FXAIX - Dividend Comparison
FLTW's dividend yield for the trailing twelve months is around 2.45%, more than FXAIX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLTW Franklin FTSE Taiwan ETF | 2.45% | 2.85% | 3.16% | 2.31% | 2.14% | 3.00% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.27% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Drawdowns
FLTW vs. FXAIX - Drawdown Comparison
The maximum FLTW drawdown since its inception was -38.00%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FLTW and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FLTW vs. FXAIX - Volatility Comparison
Franklin FTSE Taiwan ETF (FLTW) has a higher volatility of 5.02% compared to Fidelity 500 Index Fund (FXAIX) at 3.10%. This indicates that FLTW's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.