FLUR.NEO vs. FCRI.TO

Last updated Jun 5, 2026

FLUR.NEO (Franklin International Equity Index ETF) and FCRI.TO (Franklin International Core Equity Fund ETF Series) are both Foreign Large Cap Equities funds from Franklin Templeton. FLUR.NEO is passively managed, while FCRI.TO is actively managed. At a 0.23 correlation, their price movements are largely independent.

Performance

FLUR.NEO vs. FCRI.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Franklin International Equity Index ETF (FLUR.NEO) and Franklin International Core Equity Fund ETF Series (FCRI.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FLUR.NEO achieves a 10.78% return, which is significantly higher than FCRI.TO's 7.79% return.

FLUR.NEO

• 1D: 0.58%
• 1M: 4.43%
• YTD: 10.78%
• 6M: 11.03%
• 1Y: 23.83%
• 3Y*: 18.43%
• 5Y*: 11.25%
• 10Y*: —

FCRI.TO

• 1D: 0.78%
• 1M: 6.81%
• YTD: 7.79%
• 6M: 11.84%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FLUR.NEO vs. FCRI.TO - Yearly Performance Comparison

	2026 (YTD)	2025
FLUR.NEO Franklin International Equity Index ETF	10.78%	10.85%
FCRI.TO Franklin International Core Equity Fund ETF Series	7.79%	15.58%

Correlation

The correlation between FLUR.NEO and FCRI.TO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 8, 2025	0.23

Return for Risk

FLUR.NEO vs. FCRI.TO — Risk / Return Rank

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

FLUR.NEO

FLUR.NEO Risk / Return Rank: 48
FLUR.NEO Sharpe Ratio Rank: 48
FLUR.NEO Sortino Ratio Rank: 46
FLUR.NEO Omega Ratio Rank: 51
FLUR.NEO Calmar Ratio Rank: 45
FLUR.NEO Martin Ratio Rank: 50

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.

FLUR.NEO vs. FCRI.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Equity Index ETF (FLUR.NEO) and Franklin International Core Equity Fund ETF Series (FCRI.TO). 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.

	FLUR.NEO	FCRI.TO	Difference
Sharpe ratio: Return per unit of total volatility	1.62	—	—
Sortino ratio: Return per unit of downside risk	2.24	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	2.13	—	—
Martin ratio: Return relative to average drawdown	8.26	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FLUR.NEO	FCRI.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	1.97	-1.25

Drawdowns

FLUR.NEO vs. FCRI.TO - Drawdown Comparison

The maximum FLUR.NEO drawdown since its inception was -30.20%, which is greater than FCRI.TO's maximum drawdown of -11.01%. Use the drawdown chart below to compare losses from any high point for FLUR.NEO and FCRI.TO.

Drawdown Indicators

	FLUR.NEO	FCRI.TO	Difference
Max Drawdown Largest peak-to-trough decline	-30.20%	-11.01%	-19.19%
Max Drawdown (1Y) Largest decline over 1 year	-11.21%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.55%	—	—
Current Drawdown Current decline from peak	-1.59%	0.00%	-1.59%
Average Drawdown Average peak-to-trough decline	-4.83%	-1.50%	-3.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	—	—

Volatility

Volatility by Period

	FLUR.NEO	FCRI.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.28%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.75%	13.93%	+0.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.01%	13.93%	+1.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.95%	13.93%	+3.02%

Dividends

FLUR.NEO vs. FCRI.TO - Dividend Comparison

FLUR.NEO's dividend yield for the trailing twelve months is around 2.17%, less than FCRI.TO's 2.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
FCRI.TO Franklin International Core Equity Fund ETF Series	2.61%	2.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FLUR.NEO Franklin International Equity Index ETF	2.17%	2.40%	2.76%	2.71%	4.16%	1.85%	1.97%	3.07%

Frequently Asked Questions

Can I hold both FLUR.NEO and FCRI.TO in my portfolio?

FLUR.NEO and FCRI.TO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.