IDX vs. FLAU

Last updated Jun 5, 2026

IDX (VanEck Vectors Indonesia Index ETF) and FLAU (Franklin FTSE Australia ETF) are both Asia Pacific Equities funds - IDX tracks the MVIS Indonesia Index while FLAU tracks the FTSE Australia RIC Capped Index. Both are passively managed. Over the past 5 years, IDX returned -9.23%/yr vs 5.94%/yr for FLAU. At a 0.46 correlation, their price movements are largely independent. IDX charges 0.57%/yr vs 0.09%/yr for FLAU.

Performance

IDX vs. FLAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Indonesia Index ETF (IDX) and Franklin FTSE Australia ETF (FLAU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDX achieves a -36.77% return, which is significantly lower than FLAU's 10.26% return.

IDX

• 1D: -1.60%
• 1M: -21.09%
• YTD: -36.77%
• 6M: -37.78%
• 1Y: -27.09%
• 3Y*: -14.02%
• 5Y*: -9.23%
• 10Y*: -4.45%

FLAU

• 1D: -0.20%
• 1M: -0.14%
• YTD: 10.26%
• 6M: 11.87%
• 1Y: 15.17%
• 3Y*: 13.13%
• 5Y*: 5.94%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDX vs. FLAU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDX VanEck Vectors Indonesia Index ETF	-36.77%	13.83%	-9.75%	1.98%	-9.40%	-2.59%	-7.45%	6.26%	-10.46%	4.14%
FLAU Franklin FTSE Australia ETF	10.26%	15.95%	1.81%	12.58%	-5.58%	9.90%	11.00%	23.38%	-10.17%	1.89%

Correlation

The correlation between IDX and FLAU is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Nov 7, 2017	0.46

The correlation between IDX and FLAU shifts across timeframes, from 0.37 (1 year) to 0.48 (5 years), reflecting how their relationship changes across market environments.

IDX vs. FLAU - Sectors Allocation Comparison

Sectors	IDX	FLAU
Basic Materials	25.2%	26.2%
Financial Services	25.1%	36.0%
Energy	12.5%	5.7%
Consumer Defensive	9.0%	3.7%
Communication Services	8.9%	1.7%
Industrials	7.4%	6.4%
Utilities	5.2%	0.8%
Technology	2.6%	1.2%
Healthcare	1.8%	4.9%
Real Estate	1.8%	6.4%
Consumer Cyclical	0.5%	6.6%

Return for Risk

IDX vs. FLAU — Risk / Return Rank

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

IDX

IDX Risk / Return Rank: 1
IDX Sharpe Ratio Rank: 1
IDX Sortino Ratio Rank: 2
IDX Omega Ratio Rank: 1
IDX Calmar Ratio Rank: 3
IDX Martin Ratio Rank: 0

FLAU

FLAU Risk / Return Rank: 28
FLAU Sharpe Ratio Rank: 26
FLAU Sortino Ratio Rank: 26
FLAU Omega Ratio Rank: 25
FLAU Calmar Ratio Rank: 31
FLAU Martin Ratio Rank: 32

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.

IDX vs. FLAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Indonesia Index ETF (IDX) and Franklin FTSE Australia ETF (FLAU). 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.

	IDX	FLAU	Difference
Sharpe ratio: Return per unit of total volatility	-1.08	0.92	-2.00
Sortino ratio: Return per unit of downside risk	-1.40	1.36	-2.75
Omega ratio: Gain probability vs. loss probability	0.81	1.17	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.69	1.52	-2.21
Martin ratio: Return relative to average drawdown	-2.07	4.69	-6.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDX vs. FLAU - Sharpe Ratio Comparison

The current IDX Sharpe Ratio is -1.08, which is lower than the FLAU Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IDX and FLAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IDX	FLAU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.08	0.92	-2.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.45	0.30	-0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.18	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.33	-0.20

Drawdowns

IDX vs. FLAU - Drawdown Comparison

The maximum IDX drawdown since its inception was -63.14%, which is greater than FLAU's maximum drawdown of -45.73%. Use the drawdown chart below to compare losses from any high point for IDX and FLAU.

Drawdown Indicators

	IDX	FLAU	Difference
Max Drawdown Largest peak-to-trough decline	-63.14%	-45.73%	-17.41%
Max Drawdown (1Y) Largest decline over 1 year	-39.41%	-10.01%	-29.40%
Max Drawdown (3Y) Largest decline over 3 years	-41.82%	-22.03%	-19.79%
Max Drawdown (5Y) Largest decline over 5 years	-46.77%	-24.68%	-22.09%
Max Drawdown (10Y) Largest decline over 10 years	-59.11%	—	—
Current Drawdown Current decline from peak	-57.11%	-3.30%	-53.81%
Average Drawdown Average peak-to-trough decline	-24.83%	-6.79%	-18.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.07%	3.24%	+9.83%

Volatility

IDX vs. FLAU - Volatility Comparison

VanEck Vectors Indonesia Index ETF (IDX) has a higher volatility of 8.31% compared to Franklin FTSE Australia ETF (FLAU) at 5.35%. This indicates that IDX's price experiences larger fluctuations and is considered to be riskier than FLAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDX	FLAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.31%	5.35%	+2.96%
Volatility (6M) Calculated over the trailing 6-month period	22.03%	13.65%	+8.38%
Volatility (1Y) Calculated over the trailing 1-year period	25.08%	16.63%	+8.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.43%	19.60%	+0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.31%	23.58%	+0.73%

IDX vs. FLAU - Expense Ratio Comparison

IDX has a 0.57% expense ratio, which is higher than FLAU's 0.09% expense ratio.

Dividends

IDX vs. FLAU - Dividend Comparison

IDX's dividend yield for the trailing twelve months is around 3.29%, more than FLAU's 2.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLAU Franklin FTSE Australia ETF	2.95%	3.25%	3.37%	3.62%	5.91%	5.14%	2.18%	4.37%	4.34%	0.18%	0.00%	0.00%
IDX VanEck Vectors Indonesia Index ETF	3.29%	2.08%	4.01%	3.62%	3.64%	1.08%	1.66%	2.21%	2.19%	1.85%	1.16%	2.43%

Frequently Asked Questions

Can I hold both IDX and FLAU in my portfolio?

IDX and FLAU have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDX or FLAU?

IDX has higher volatility (8.31%) compared to FLAU (5.35%). In terms of maximum drawdown, IDX dropped -63.14% vs FLAU's -45.73%.

Which ETF is better, IDX or FLAU?

On 5-year performance, FLAU leads with 5.94% vs -9.23% for IDX. On fees, FLAU is cheaper at 0.09% per year. On volatility, FLAU has been the lower-risk option at 5.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDX or FLAU?

Over the 5-year period, FLAU has performed better with a 5.94% return vs -9.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDX or FLAU?

FLAU is cheaper with a 0.09% expense ratio, compared with 0.57% for IDX.

Which ETF pays a higher dividend yield, IDX or FLAU?

IDX has the higher dividend yield at 3.29%, compared with 2.95% for FLAU.

What is the main difference between IDX and FLAU?

IDX tracks MVIS Indonesia Index, while FLAU tracks FTSE Australia RIC Capped Index. They also come from different issuers: VanEck and Franklin Templeton. Their fees differ too: 0.57% for IDX and 0.09% for FLAU.

Which has better risk-adjusted returns?

FLAU currently has the higher Sharpe Ratio (0.92 vs -1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.