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HFXI vs. FLKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HFXI and FLKR is 0.69, 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.


-0.50.00.51.00.7

Performance

HFXI vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ 50 Percent Hedged FTSE International ETF (HFXI) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
2.29%
-10.45%
HFXI
FLKR

Key characteristics

Sharpe Ratio

HFXI:

1.09

FLKR:

-0.04

Sortino Ratio

HFXI:

1.55

FLKR:

0.10

Omega Ratio

HFXI:

1.20

FLKR:

1.01

Calmar Ratio

HFXI:

1.42

FLKR:

-0.02

Martin Ratio

HFXI:

4.27

FLKR:

-0.09

Ulcer Index

HFXI:

2.99%

FLKR:

9.86%

Daily Std Dev

HFXI:

11.71%

FLKR:

22.07%

Max Drawdown

HFXI:

-32.42%

FLKR:

-50.06%

Current Drawdown

HFXI:

-1.89%

FLKR:

-36.05%

Returns By Period

In the year-to-date period, HFXI achieves a 4.07% return, which is significantly lower than FLKR's 9.94% return.


HFXI

YTD

4.07%

1M

3.24%

6M

2.22%

1Y

11.19%

5Y*

8.02%

10Y*

N/A

FLKR

YTD

9.94%

1M

7.95%

6M

-10.37%

1Y

-2.15%

5Y*

1.06%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HFXI vs. FLKR - Expense Ratio Comparison

HFXI has a 0.20% expense ratio, which is higher than FLKR'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%.


HFXI
IQ 50 Percent Hedged FTSE International ETF
Expense ratio chart for HFXI: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for FLKR: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

HFXI vs. FLKR — Risk-Adjusted Performance Rank

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

HFXI
The Risk-Adjusted Performance Rank of HFXI is 4646
Overall Rank
The Sharpe Ratio Rank of HFXI is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of HFXI is 4444
Sortino Ratio Rank
The Omega Ratio Rank of HFXI is 4444
Omega Ratio Rank
The Calmar Ratio Rank of HFXI is 5252
Calmar Ratio Rank
The Martin Ratio Rank of HFXI is 4444
Martin Ratio Rank

FLKR
The Risk-Adjusted Performance Rank of FLKR is 77
Overall Rank
The Sharpe Ratio Rank of FLKR is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FLKR is 77
Sortino Ratio Rank
The Omega Ratio Rank of FLKR is 77
Omega Ratio Rank
The Calmar Ratio Rank of FLKR is 77
Calmar Ratio Rank
The Martin Ratio Rank of FLKR is 77
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.

HFXI vs. FLKR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ 50 Percent Hedged FTSE International ETF (HFXI) and Franklin FTSE South Korea ETF (FLKR). 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.


Sharpe ratio
The chart of Sharpe ratio for HFXI, currently valued at 1.09, compared to the broader market0.002.004.001.09-0.04
The chart of Sortino ratio for HFXI, currently valued at 1.55, compared to the broader market0.005.0010.001.550.10
The chart of Omega ratio for HFXI, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.01
The chart of Calmar ratio for HFXI, currently valued at 1.42, compared to the broader market0.005.0010.0015.0020.001.42-0.02
The chart of Martin ratio for HFXI, currently valued at 4.27, compared to the broader market0.0020.0040.0060.0080.00100.004.27-0.09
HFXI
FLKR

The current HFXI Sharpe Ratio is 1.09, which is higher than the FLKR Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of HFXI and FLKR, 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-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.09
-0.04
HFXI
FLKR

Dividends

HFXI vs. FLKR - Dividend Comparison

HFXI's dividend yield for the trailing twelve months is around 2.57%, less than FLKR's 6.44% yield.


TTM2024202320222021202020192018201720162015
HFXI
IQ 50 Percent Hedged FTSE International ETF
2.57%2.68%2.49%4.65%3.10%2.00%3.19%4.33%2.55%3.47%0.78%
FLKR
Franklin FTSE South Korea ETF
6.44%7.08%2.29%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%

Drawdowns

HFXI vs. FLKR - Drawdown Comparison

The maximum HFXI drawdown since its inception was -32.42%, smaller than the maximum FLKR drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for HFXI and FLKR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.89%
-36.05%
HFXI
FLKR

Volatility

HFXI vs. FLKR - Volatility Comparison

The current volatility for IQ 50 Percent Hedged FTSE International ETF (HFXI) is 3.24%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 5.58%. This indicates that HFXI experiences smaller price fluctuations and is considered to be less risky than FLKR 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%AugustSeptemberOctoberNovemberDecember2025
3.24%
5.58%
HFXI
FLKR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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