FRIZ vs. FLCH
FRIZ (Franklin Dividend Growth ETF) and FLCH (Franklin FTSE China ETF) are both exchange-traded funds - FRIZ is a Dividend fund actively managed by Franklin Templeton, while FLCH is a China Equities fund tracking the FTSE China RIC Capped Index. FRIZ is actively managed, while FLCH is passively managed. At a 0.37 correlation, their price movements are largely independent. FRIZ charges 0.49%/yr vs 0.19%/yr for FLCH.
Performance
FRIZ vs. FLCH - Performance Comparison
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Returns By Period
In the year-to-date period, FRIZ achieves a 2.82% return, which is significantly higher than FLCH's -14.24% return.
FRIZ
- 1D
- 0.63%
- 1M
- 0.82%
- YTD
- 2.82%
- 6M
- 1.86%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FLCH
- 1D
- -0.24%
- 1M
- -7.76%
- YTD
- -14.24%
- 6M
- -15.93%
- 1Y
- -5.00%
- 3Y*
- 7.33%
- 5Y*
- -6.67%
- 10Y*
- —
FRIZ vs. FLCH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FRIZ Franklin Dividend Growth ETF | 2.82% | 3.22% |
FLCH Franklin FTSE China ETF | -14.24% | 1.09% |
Correlation
The correlation between FRIZ and FLCH is 0.37, 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 Aug 29, 2025 | 0.37 |
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Return for Risk
FRIZ vs. FLCH — Risk / Return Rank
FRIZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FLCH
FRIZ vs. FLCH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Dividend Growth ETF (FRIZ) and Franklin FTSE China ETF (FLCH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FRIZ | FLCH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.97 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.23 | — |
| Martin ratioReturn relative to average drawdown | — | -0.58 | — |
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Drawdowns
FRIZ vs. FLCH - Drawdown Comparison
The maximum FRIZ drawdown since its inception was -7.84%, smaller than the maximum FLCH drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for FRIZ and FLCH.
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Drawdown Indicators
| FRIZ | FLCH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.84% | -62.09% | +54.25% |
Max Drawdown (1Y)Largest decline over 1 year | — | -21.48% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -25.43% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -55.78% | — |
Current DrawdownCurrent decline from peak | -1.01% | -39.54% | +38.53% |
Average DrawdownAverage peak-to-trough decline | -1.42% | -30.56% | +29.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 8.63% | — |
Volatility
FRIZ vs. FLCH - Volatility Comparison
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Volatility by Period
| FRIZ | FLCH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.61% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.09% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 19.27% | -9.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.97% | 29.61% | -19.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.97% | 27.85% | -17.88% |
FRIZ vs. FLCH - Expense Ratio Comparison
FRIZ has a 0.49% expense ratio, which is higher than FLCH's 0.19% expense ratio.
Dividends
FRIZ vs. FLCH - Dividend Comparison
FRIZ's dividend yield for the trailing twelve months is around 0.81%, less than FLCH's 2.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | 2.52% | 2.36% | 2.87% | 3.47% | 2.69% | 1.48% | 0.91% | 1.98% | 1.92% | 0.01% |
FRIZ Franklin Dividend Growth ETF | 0.81% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FRIZ and FLCH have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLCH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLCH is cheaper with a 0.19% expense ratio, compared with 0.49% for FRIZ.
FLCH has the higher dividend yield at 2.52%, compared with 0.81% for FRIZ.
FRIZ is categorized as Dividend, while FLCH is China Equities. Their fees differ too: 0.49% for FRIZ and 0.19% for FLCH.
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