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FNGAX vs. YINN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNGAX and YINN is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FNGAX vs. YINN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Growth Fund Class A (FNGAX) and Direxion Daily China 3x Bull Shares (YINN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FNGAX:

0.40

YINN:

0.35

Sortino Ratio

FNGAX:

0.60

YINN:

1.17

Omega Ratio

FNGAX:

1.08

YINN:

1.16

Calmar Ratio

FNGAX:

0.18

YINN:

0.31

Martin Ratio

FNGAX:

1.20

YINN:

0.86

Ulcer Index

FNGAX:

5.53%

YINN:

35.08%

Daily Std Dev

FNGAX:

20.32%

YINN:

104.64%

Max Drawdown

FNGAX:

-47.24%

YINN:

-98.87%

Current Drawdown

FNGAX:

-21.47%

YINN:

-97.14%

Returns By Period

In the year-to-date period, FNGAX achieves a 9.89% return, which is significantly lower than YINN's 24.55% return. Over the past 10 years, FNGAX has outperformed YINN with an annualized return of 5.55%, while YINN has yielded a comparatively lower -28.31% annualized return.


FNGAX

YTD

9.89%

1M

6.61%

6M

4.38%

1Y

7.29%

3Y*

5.25%

5Y*

2.86%

10Y*

5.55%

YINN

YTD

24.55%

1M

8.33%

6M

26.64%

1Y

44.17%

3Y*

-23.76%

5Y*

-31.39%

10Y*

-28.31%

*Annualized

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FNGAX vs. YINN - Expense Ratio Comparison

FNGAX has a 1.12% expense ratio, which is lower than YINN's 1.52% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FNGAX vs. YINN — Risk-Adjusted Performance Rank

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

FNGAX
The Risk-Adjusted Performance Rank of FNGAX is 2727
Overall Rank
The Sharpe Ratio Rank of FNGAX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FNGAX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FNGAX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FNGAX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FNGAX is 3131
Martin Ratio Rank

YINN
The Risk-Adjusted Performance Rank of YINN is 4545
Overall Rank
The Sharpe Ratio Rank of YINN is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of YINN is 6767
Sortino Ratio Rank
The Omega Ratio Rank of YINN is 6464
Omega Ratio Rank
The Calmar Ratio Rank of YINN is 3434
Calmar Ratio Rank
The Martin Ratio Rank of YINN is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNGAX vs. YINN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Growth Fund Class A (FNGAX) and Direxion Daily China 3x Bull Shares (YINN). 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.


The current FNGAX Sharpe Ratio is 0.40, which is comparable to the YINN Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of FNGAX and YINN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FNGAX vs. YINN - Dividend Comparison

FNGAX's dividend yield for the trailing twelve months is around 1.79%, more than YINN's 1.65% yield.


TTM20242023202220212020201920182017201620152014
FNGAX
Franklin International Growth Fund Class A
1.79%1.86%0.00%1.75%1.80%2.22%0.13%1.94%1.31%0.53%0.01%0.97%
YINN
Direxion Daily China 3x Bull Shares
1.65%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%0.19%

Drawdowns

FNGAX vs. YINN - Drawdown Comparison

The maximum FNGAX drawdown since its inception was -47.24%, smaller than the maximum YINN drawdown of -98.87%. Use the drawdown chart below to compare losses from any high point for FNGAX and YINN.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FNGAX vs. YINN - Volatility Comparison

The current volatility for Franklin International Growth Fund Class A (FNGAX) is 4.24%, while Direxion Daily China 3x Bull Shares (YINN) has a volatility of 19.59%. This indicates that FNGAX experiences smaller price fluctuations and is considered to be less risky than YINN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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