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GSJY vs. FLJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GSJY and FLJP is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

GSJY vs. FLJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) and Franklin FTSE Japan ETF (FLJP). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
40.01%
38.75%
GSJY
FLJP

Key characteristics

Sharpe Ratio

GSJY:

0.37

FLJP:

0.39

Sortino Ratio

GSJY:

0.66

FLJP:

0.68

Omega Ratio

GSJY:

1.09

FLJP:

1.09

Calmar Ratio

GSJY:

0.54

FLJP:

0.57

Martin Ratio

GSJY:

1.71

FLJP:

1.65

Ulcer Index

GSJY:

4.69%

FLJP:

4.85%

Daily Std Dev

GSJY:

21.49%

FLJP:

20.85%

Max Drawdown

GSJY:

-32.53%

FLJP:

-32.49%

Current Drawdown

GSJY:

-1.92%

FLJP:

-1.27%

Returns By Period

In the year-to-date period, GSJY achieves a 4.79% return, which is significantly lower than FLJP's 5.94% return.


GSJY

YTD

4.79%

1M

1.49%

6M

7.12%

1Y

8.82%

5Y*

8.09%

10Y*

N/A

FLJP

YTD

5.94%

1M

2.23%

6M

7.32%

1Y

8.43%

5Y*

8.49%

10Y*

N/A

*Annualized

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GSJY vs. FLJP - Expense Ratio Comparison

GSJY has a 0.25% expense ratio, which is higher than FLJP's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for GSJY: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSJY: 0.25%
Expense ratio chart for FLJP: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLJP: 0.09%

Risk-Adjusted Performance

GSJY vs. FLJP — Risk-Adjusted Performance Rank

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

GSJY
The Risk-Adjusted Performance Rank of GSJY is 5454
Overall Rank
The Sharpe Ratio Rank of GSJY is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of GSJY is 5050
Sortino Ratio Rank
The Omega Ratio Rank of GSJY is 4848
Omega Ratio Rank
The Calmar Ratio Rank of GSJY is 6666
Calmar Ratio Rank
The Martin Ratio Rank of GSJY is 5656
Martin Ratio Rank

FLJP
The Risk-Adjusted Performance Rank of FLJP is 5555
Overall Rank
The Sharpe Ratio Rank of FLJP is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJP is 5050
Sortino Ratio Rank
The Omega Ratio Rank of FLJP is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FLJP is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FLJP is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GSJY vs. FLJP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) 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.


The chart of Sharpe ratio for GSJY, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.00
GSJY: 0.37
FLJP: 0.39
The chart of Sortino ratio for GSJY, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.00
GSJY: 0.66
FLJP: 0.68
The chart of Omega ratio for GSJY, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
GSJY: 1.09
FLJP: 1.09
The chart of Calmar ratio for GSJY, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.00
GSJY: 0.54
FLJP: 0.57
The chart of Martin ratio for GSJY, currently valued at 1.71, compared to the broader market0.0020.0040.0060.00
GSJY: 1.71
FLJP: 1.65

The current GSJY Sharpe Ratio is 0.37, which is comparable to the FLJP Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of GSJY and FLJP, 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 Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.37
0.39
GSJY
FLJP

Dividends

GSJY vs. FLJP - Dividend Comparison

GSJY's dividend yield for the trailing twelve months is around 1.57%, less than FLJP's 4.30% yield.


TTM202420232022202120202019201820172016
GSJY
Goldman Sachs ActiveBeta Japan Equity ETF
1.57%1.64%2.12%2.13%1.73%1.12%2.79%3.28%1.70%2.09%
FLJP
Franklin FTSE Japan ETF
4.30%4.56%3.00%1.91%2.40%1.51%2.26%1.50%0.10%0.00%

Drawdowns

GSJY vs. FLJP - Drawdown Comparison

The maximum GSJY drawdown since its inception was -32.53%, roughly equal to the maximum FLJP drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for GSJY and FLJP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.92%
-1.27%
GSJY
FLJP

Volatility

GSJY vs. FLJP - Volatility Comparison

Goldman Sachs ActiveBeta Japan Equity ETF (GSJY) has a higher volatility of 12.81% compared to Franklin FTSE Japan ETF (FLJP) at 12.01%. This indicates that GSJY's price experiences larger fluctuations and is considered to be riskier than FLJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.81%
12.01%
GSJY
FLJP