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FRIZ vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRIZ vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Dividend Growth ETF (FRIZ) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FRIZ achieves a 2.17% return, which is significantly lower than IDV's 8.04% return.


FRIZ

1D
-0.28%
1M
-0.08%
YTD
2.17%
6M
1.17%
1Y
3Y*
5Y*
10Y*

IDV

1D
-0.55%
1M
-5.19%
YTD
8.04%
6M
7.60%
1Y
27.62%
3Y*
23.40%
5Y*
11.49%
10Y*
10.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRIZ vs. IDV - Yearly Performance Comparison


Correlation

The correlation between FRIZ and IDV is 0.55, 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

0.55

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Return for Risk

FRIZ vs. IDV — Risk / Return Rank

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

FRIZ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IDV
IDV Risk / Return Rank: 7272
Overall Rank
IDV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 7171
Sortino Ratio Rank
IDV Omega Ratio Rank: 7373
Omega Ratio Rank
IDV Calmar Ratio Rank: 7373
Calmar Ratio Rank
IDV Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FRIZ vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Dividend Growth ETF (FRIZ) and iShares International Select Dividend ETF (IDV). 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.


FRIZIDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

3.26

Martin ratioReturn relative to average drawdown

11.19

FRIZ vs. IDV - Sharpe Ratio Comparison


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Drawdowns

FRIZ vs. IDV - Drawdown Comparison

The maximum FRIZ drawdown since its inception was -7.84%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for FRIZ and IDV.


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Drawdown Indicators


FRIZIDVDifference

Max Drawdown

Largest peak-to-trough decline

-7.84%

-70.14%

+62.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.52%

Max Drawdown (3Y)

Largest decline over 3 years

-11.86%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

Current Drawdown

Current decline from peak

-1.63%

-6.51%

+4.88%

Average Drawdown

Average peak-to-trough decline

-1.43%

-15.36%

+13.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

Volatility

FRIZ vs. IDV - Volatility Comparison


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Volatility by Period


FRIZIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

Volatility (1Y)

Calculated over the trailing 1-year period

9.97%

13.20%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.97%

15.58%

-5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.97%

17.68%

-7.71%

FRIZ vs. IDV - Expense Ratio Comparison

Both FRIZ and IDV have an expense ratio of 0.49%.


Dividends

FRIZ vs. IDV - Dividend Comparison

FRIZ's dividend yield for the trailing twelve months is around 0.82%, less than IDV's 5.50% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
IDV
iShares International Select Dividend ETF
5.50%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Frequently Asked Questions


FRIZ and IDV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FRIZ and IDV have the same expense ratio: 0.49% per year.

IDV has the higher dividend yield at 5.50%, compared with 0.82% for FRIZ.

FRIZ is categorized as Dividend, while IDV is Global Equities. They also come from different issuers: Franklin Templeton and iShares.

Portfolio Optimizer

Find the right allocation for FRIZ and IDV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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