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FRQX.L vs. FRIN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRQX.L vs. FRIN.L - Performance Comparison

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

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FRQX.L vs. FRIN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FRQX.L
Franklin AC Asia ex Japan UCITS ETF
10.58%21.13%9.39%5.79%-2.53%5.94%3.15%-1.20%
FRIN.L
Franklin FTSE India UCITS ETF
-13.10%-4.08%12.58%14.76%3.17%26.55%9.19%-4.64%

Returns By Period

In the year-to-date period, FRQX.L achieves a 10.58% return, which is significantly higher than FRIN.L's -13.10% return.


FRQX.L

1D
3.80%
1M
-8.35%
YTD
10.58%
6M
19.94%
1Y
43.13%
3Y*
15.04%
5Y*
8.88%
10Y*

FRIN.L

1D
1.18%
1M
-8.00%
YTD
-13.10%
6M
-10.18%
1Y
-11.02%
3Y*
5.52%
5Y*
5.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRQX.L vs. FRIN.L - Expense Ratio Comparison

FRQX.L has a 0.40% expense ratio, which is higher than FRIN.L's 0.19% expense ratio.


Return for Risk

FRQX.L vs. FRIN.L — Risk / Return Rank

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

FRQX.L
FRQX.L Risk / Return Rank: 9393
Overall Rank
FRQX.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FRQX.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
FRQX.L Omega Ratio Rank: 9292
Omega Ratio Rank
FRQX.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
FRQX.L Martin Ratio Rank: 9191
Martin Ratio Rank

FRIN.L
FRIN.L Risk / Return Rank: 22
Overall Rank
FRIN.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FRIN.L Sortino Ratio Rank: 22
Sortino Ratio Rank
FRIN.L Omega Ratio Rank: 22
Omega Ratio Rank
FRIN.L Calmar Ratio Rank: 22
Calmar Ratio Rank
FRIN.L Martin Ratio Rank: 00
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.

FRQX.L vs. FRIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin AC Asia ex Japan UCITS ETF (FRQX.L) and Franklin FTSE India UCITS ETF (FRIN.L). 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.


FRQX.LFRIN.LDifference

Sharpe ratio

Return per unit of total volatility

2.33

-0.77

+3.10

Sortino ratio

Return per unit of downside risk

3.09

-1.02

+4.11

Omega ratio

Gain probability vs. loss probability

1.43

0.88

+0.55

Calmar ratio

Return relative to maximum drawdown

3.66

-0.64

+4.30

Martin ratio

Return relative to average drawdown

13.56

-1.99

+15.55

FRQX.L vs. FRIN.L - Sharpe Ratio Comparison

The current FRQX.L Sharpe Ratio is 2.33, which is higher than the FRIN.L Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of FRQX.L and FRIN.L, 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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Sharpe Ratios by Period


FRQX.LFRIN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

-0.77

+3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.37

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.30

+0.15

Correlation

The correlation between FRQX.L and FRIN.L is 0.56, 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.


Dividends

FRQX.L vs. FRIN.L - Dividend Comparison

Neither FRQX.L nor FRIN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FRQX.L vs. FRIN.L - Drawdown Comparison

The maximum FRQX.L drawdown since its inception was -20.77%, smaller than the maximum FRIN.L drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for FRQX.L and FRIN.L.


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Drawdown Indicators


FRQX.LFRIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-36.20%

+15.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.75%

-17.95%

+6.20%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-22.37%

+2.95%

Current Drawdown

Current decline from peak

-8.39%

-21.08%

+12.69%

Average Drawdown

Average peak-to-trough decline

-3.99%

-6.88%

+2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

5.80%

-2.63%

Volatility

FRQX.L vs. FRIN.L - Volatility Comparison

Franklin AC Asia ex Japan UCITS ETF (FRQX.L) has a higher volatility of 9.54% compared to Franklin FTSE India UCITS ETF (FRIN.L) at 5.17%. This indicates that FRQX.L's price experiences larger fluctuations and is considered to be riskier than FRIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRQX.LFRIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.54%

5.17%

+4.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

10.15%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

14.20%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.10%

15.57%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

19.42%

-3.33%