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GLIN vs. FLIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GLINFLIN
YTD Return17.42%12.91%
1Y Return33.69%25.87%
3Y Return (Ann)7.60%6.61%
5Y Return (Ann)10.07%12.77%
Sharpe Ratio1.911.69
Sortino Ratio2.452.16
Omega Ratio1.371.34
Calmar Ratio0.613.08
Martin Ratio13.2810.46
Ulcer Index2.48%2.39%
Daily Std Dev17.25%14.81%
Max Drawdown-79.39%-41.90%
Current Drawdown-39.02%-7.99%

Correlation

-0.50.00.51.00.8

The correlation between GLIN and FLIN is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

GLIN vs. FLIN - Performance Comparison

In the year-to-date period, GLIN achieves a 17.42% return, which is significantly higher than FLIN's 12.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.77%
7.05%
GLIN
FLIN

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GLIN vs. FLIN - Expense Ratio Comparison

GLIN has a 0.82% expense ratio, which is higher than FLIN's 0.19% expense ratio.


GLIN
VanEck Vectors India Growth Leaders ETF
Expense ratio chart for GLIN: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

GLIN vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors India Growth Leaders ETF (GLIN) 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.


GLIN
Sharpe ratio
The chart of Sharpe ratio for GLIN, currently valued at 1.91, compared to the broader market-2.000.002.004.006.001.91
Sortino ratio
The chart of Sortino ratio for GLIN, currently valued at 2.45, compared to the broader market-2.000.002.004.006.008.0010.0012.002.45
Omega ratio
The chart of Omega ratio for GLIN, currently valued at 1.37, compared to the broader market1.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for GLIN, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.86
Martin ratio
The chart of Martin ratio for GLIN, currently valued at 13.28, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.28
FLIN
Sharpe ratio
The chart of Sharpe ratio for FLIN, currently valued at 1.69, compared to the broader market-2.000.002.004.006.001.69
Sortino ratio
The chart of Sortino ratio for FLIN, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.0012.002.16
Omega ratio
The chart of Omega ratio for FLIN, currently valued at 1.34, compared to the broader market1.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for FLIN, currently valued at 3.08, compared to the broader market0.005.0010.0015.003.08
Martin ratio
The chart of Martin ratio for FLIN, currently valued at 10.46, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.46

GLIN vs. FLIN - Sharpe Ratio Comparison

The current GLIN Sharpe Ratio is 1.91, which is comparable to the FLIN Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of GLIN 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 Ratio2.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.91
1.69
GLIN
FLIN

Dividends

GLIN vs. FLIN - Dividend Comparison

GLIN's dividend yield for the trailing twelve months is around 0.82%, less than FLIN's 1.56% yield.


TTM20232022202120202019201820172016201520142013
GLIN
VanEck Vectors India Growth Leaders ETF
0.82%0.96%1.70%0.00%0.24%1.29%0.12%0.10%1.39%3.11%0.97%0.44%
FLIN
Franklin FTSE India ETF
1.56%0.73%0.73%2.26%0.69%0.90%0.92%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLIN vs. FLIN - Drawdown Comparison

The maximum GLIN drawdown since its inception was -79.39%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for GLIN and FLIN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.72%
-7.99%
GLIN
FLIN

Volatility

GLIN vs. FLIN - Volatility Comparison

VanEck Vectors India Growth Leaders ETF (GLIN) has a higher volatility of 3.72% compared to Franklin FTSE India ETF (FLIN) at 3.03%. This indicates that GLIN's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.72%
3.03%
GLIN
FLIN