FRIZ vs. FLJP
FRIZ (Franklin Dividend Growth ETF) and FLJP (Franklin FTSE Japan ETF) are both exchange-traded funds - FRIZ is a Dividend fund actively managed by Franklin Templeton, while FLJP is a Japan Equities fund tracking the FTSE Japan RIC Capped Index. FRIZ is actively managed, while FLJP is passively managed. A 0.54 correlation means they provide meaningful diversification when combined. FRIZ charges 0.49%/yr vs 0.09%/yr for FLJP.
Performance
FRIZ vs. FLJP - Performance Comparison
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Returns By Period
In the year-to-date period, FRIZ achieves a 2.17% return, which is significantly lower than FLJP's 15.52% return.
FRIZ
- 1D
- -0.28%
- 1M
- -0.08%
- YTD
- 2.17%
- 6M
- 1.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FLJP
- 1D
- -0.43%
- 1M
- 0.60%
- YTD
- 15.52%
- 6M
- 15.09%
- 1Y
- 30.92%
- 3Y*
- 18.65%
- 5Y*
- 9.13%
- 10Y*
- —
FRIZ vs. FLJP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FRIZ Franklin Dividend Growth ETF | 2.17% | 3.22% |
FLJP Franklin FTSE Japan ETF | 15.52% | 5.30% |
Correlation
The correlation between FRIZ and FLJP is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025 | 0.54 |
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Return for Risk
FRIZ vs. FLJP — Risk / Return Rank
FRIZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FLJP
FRIZ vs. FLJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Dividend Growth ETF (FRIZ) and Franklin FTSE Japan ETF (FLJP). 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 | FLJP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.34 | — |
| Martin ratioReturn relative to average drawdown | — | 8.05 | — |
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Drawdowns
FRIZ vs. FLJP - Drawdown Comparison
The maximum FRIZ drawdown since its inception was -7.84%, smaller than the maximum FLJP drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for FRIZ and FLJP.
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Drawdown Indicators
| FRIZ | FLJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.84% | -32.49% | +24.65% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.30% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.17% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.49% | — |
Current DrawdownCurrent decline from peak | -1.63% | -3.64% | +2.01% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -9.31% | +7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.85% | — |
Volatility
FRIZ vs. FLJP - Volatility Comparison
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Volatility by Period
| FRIZ | FLJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.99% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 19.84% | -9.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.97% | 17.95% | -7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.97% | 17.87% | -7.90% |
FRIZ vs. FLJP - Expense Ratio Comparison
FRIZ has a 0.49% expense ratio, which is higher than FLJP's 0.09% expense ratio.
Dividends
FRIZ vs. FLJP - Dividend Comparison
FRIZ's dividend yield for the trailing twelve months is around 0.82%, less than FLJP's 4.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLJP Franklin FTSE Japan ETF | 4.26% | 5.15% | 4.56% | 3.00% | 1.92% | 2.40% | 1.51% | 2.26% | 1.50% | 0.10% |
FRIZ Franklin Dividend Growth ETF | 0.82% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FRIZ and FLJP have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLJP is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLJP is cheaper with a 0.09% expense ratio, compared with 0.49% for FRIZ.
FLJP has the higher dividend yield at 4.26%, compared with 0.82% for FRIZ.
FRIZ is categorized as Dividend, while FLJP is Japan Equities. Their fees differ too: 0.49% for FRIZ and 0.09% for FLJP.
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