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FRIN.L vs. FLIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FRIN.L and FLIN is 0.40, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

FRIN.L vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE India UCITS ETF (FRIN.L) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

55.00%60.00%65.00%70.00%75.00%80.00%NovemberDecember2025FebruaryMarchApril
73.34%
72.99%
FRIN.L
FLIN

Key characteristics

Sharpe Ratio

FRIN.L:

-0.28

FLIN:

0.18

Sortino Ratio

FRIN.L:

-0.29

FLIN:

0.35

Omega Ratio

FRIN.L:

0.96

FLIN:

1.05

Calmar Ratio

FRIN.L:

-0.26

FLIN:

0.15

Martin Ratio

FRIN.L:

-0.63

FLIN:

0.32

Ulcer Index

FRIN.L:

6.79%

FLIN:

8.81%

Daily Std Dev

FRIN.L:

15.01%

FLIN:

16.13%

Max Drawdown

FRIN.L:

-36.20%

FLIN:

-41.90%

Current Drawdown

FRIN.L:

-10.91%

FLIN:

-10.35%

Returns By Period

In the year-to-date period, FRIN.L achieves a -5.90% return, which is significantly lower than FLIN's -0.29% return.


FRIN.L

YTD

-5.90%

1M

-0.29%

6M

-5.65%

1Y

-3.70%

5Y*

17.09%

10Y*

N/A

FLIN

YTD

-0.29%

1M

2.97%

6M

-3.01%

1Y

2.16%

5Y*

18.78%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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FRIN.L vs. FLIN - Expense Ratio Comparison

Both FRIN.L and FLIN have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for FRIN.L: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FRIN.L: 0.19%
Expense ratio chart for FLIN: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLIN: 0.19%

Risk-Adjusted Performance

FRIN.L vs. FLIN — Risk-Adjusted Performance Rank

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

FRIN.L
The Risk-Adjusted Performance Rank of FRIN.L is 88
Overall Rank
The Sharpe Ratio Rank of FRIN.L is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FRIN.L is 88
Sortino Ratio Rank
The Omega Ratio Rank of FRIN.L is 88
Omega Ratio Rank
The Calmar Ratio Rank of FRIN.L is 77
Calmar Ratio Rank
The Martin Ratio Rank of FRIN.L is 99
Martin Ratio Rank

FLIN
The Risk-Adjusted Performance Rank of FLIN is 2929
Overall Rank
The Sharpe Ratio Rank of FLIN is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIN is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FLIN is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FLIN is 3232
Calmar Ratio Rank
The Martin Ratio Rank of FLIN is 2525
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.

FRIN.L vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE India UCITS ETF (FRIN.L) and Franklin FTSE India ETF (FLIN). 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 chart of Sharpe ratio for FRIN.L, currently valued at 0.05, compared to the broader market-1.000.001.002.003.004.00
FRIN.L: 0.05
FLIN: 0.05
The chart of Sortino ratio for FRIN.L, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.00
FRIN.L: 0.18
FLIN: 0.18
The chart of Omega ratio for FRIN.L, currently valued at 1.02, compared to the broader market0.501.001.502.00
FRIN.L: 1.02
FLIN: 1.02
The chart of Calmar ratio for FRIN.L, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.00
FRIN.L: 0.04
FLIN: 0.05
The chart of Martin ratio for FRIN.L, currently valued at 0.09, compared to the broader market0.0020.0040.0060.00
FRIN.L: 0.09
FLIN: 0.10

The current FRIN.L Sharpe Ratio is -0.28, which is lower than the FLIN Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FRIN.L and FLIN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.05
0.05
FRIN.L
FLIN

Dividends

FRIN.L vs. FLIN - Dividend Comparison

FRIN.L has not paid dividends to shareholders, while FLIN's dividend yield for the trailing twelve months is around 1.58%.


TTM2024202320222021202020192018
FRIN.L
Franklin FTSE India UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLIN
Franklin FTSE India ETF
1.58%1.58%0.73%0.73%2.26%0.69%0.90%0.92%

Drawdowns

FRIN.L vs. FLIN - Drawdown Comparison

The maximum FRIN.L drawdown since its inception was -36.20%, smaller than the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for FRIN.L and FLIN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-10.62%
-10.35%
FRIN.L
FLIN

Volatility

FRIN.L vs. FLIN - Volatility Comparison

Franklin FTSE India UCITS ETF (FRIN.L) and Franklin FTSE India ETF (FLIN) have volatilities of 7.28% and 7.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
7.28%
7.08%
FRIN.L
FLIN