FLXI.DE vs. CHIAX
Compare and contrast key facts about Franklin FTSE India UCITS ETF (FLXI.DE) and Credit Suisse Floating Rate High Income Fund (CHIAX).
FLXI.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE India 30/18 Capped. It was launched on Jun 25, 2019. CHIAX is managed by Credit Suisse (New York, NY). It was launched on Mar 7, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLXI.DE or CHIAX.
Key characteristics
| FLXI.DE | CHIAX | |
|---|---|---|
| YTD Return | 16.90% | 6.74% |
| 1Y Return | 26.04% | 8.38% |
| 3Y Return (Ann) | 9.86% | 5.55% |
| 5Y Return (Ann) | 13.15% | 5.14% |
| Sharpe Ratio | 1.65 | 2.88 |
| Sortino Ratio | 2.23 | 7.46 |
| Omega Ratio | 1.34 | 2.72 |
| Calmar Ratio | 4.23 | 13.35 |
| Martin Ratio | 12.54 | 43.01 |
| Ulcer Index | 2.02% | 0.19% |
| Daily Std Dev | 15.26% | 2.90% |
| Max Drawdown | -40.58% | -39.31% |
| Current Drawdown | -4.92% | -0.63% |
Correlation
The correlation between FLXI.DE and CHIAX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FLXI.DE vs. CHIAX - Performance Comparison
In the year-to-date period, FLXI.DE achieves a 16.90% return, which is significantly higher than CHIAX's 6.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FLXI.DE vs. CHIAX - Expense Ratio Comparison
FLXI.DE has a 0.19% expense ratio, which is lower than CHIAX's 0.95% expense ratio.
Risk-Adjusted Performance
FLXI.DE vs. CHIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FLXI.DE) and Credit Suisse Floating Rate High Income Fund (CHIAX). 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
FLXI.DE vs. CHIAX - Dividend Comparison
FLXI.DE has not paid dividends to shareholders, while CHIAX's dividend yield for the trailing twelve months is around 8.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLXI.DE Franklin FTSE India UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CHIAX Credit Suisse Floating Rate High Income Fund | 8.23% | 8.74% | 5.22% | 3.39% | 4.20% | 4.95% | 4.39% | 3.82% | 4.49% | 4.28% | 3.93% | 4.09% |
Drawdowns
FLXI.DE vs. CHIAX - Drawdown Comparison
The maximum FLXI.DE drawdown since its inception was -40.58%, roughly equal to the maximum CHIAX drawdown of -39.31%. Use the drawdown chart below to compare losses from any high point for FLXI.DE and CHIAX. For additional features, visit the drawdowns tool.
Volatility
FLXI.DE vs. CHIAX - Volatility Comparison
Franklin FTSE India UCITS ETF (FLXI.DE) has a higher volatility of 3.57% compared to Credit Suisse Floating Rate High Income Fund (CHIAX) at 0.96%. This indicates that FLXI.DE's price experiences larger fluctuations and is considered to be riskier than CHIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.