IGC.L vs. FRIN.L
Compare and contrast key facts about India Capital Growth Fund (IGC.L) and Franklin FTSE India UCITS ETF (FRIN.L).
FRIN.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI India NR USD. It was launched on Jun 25, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGC.L or FRIN.L.
Key characteristics
| IGC.L | FRIN.L | |
|---|---|---|
| YTD Return | 18.99% | 12.36% |
| 1Y Return | 23.63% | 19.61% |
| 3Y Return (Ann) | 18.57% | 8.44% |
| 5Y Return (Ann) | 21.97% | 13.03% |
| Sharpe Ratio | 0.81 | 1.39 |
| Sortino Ratio | 1.35 | 1.86 |
| Omega Ratio | 1.19 | 1.28 |
| Calmar Ratio | 1.00 | 3.21 |
| Martin Ratio | 3.43 | 10.00 |
| Ulcer Index | 6.79% | 2.01% |
| Daily Std Dev | 28.69% | 14.45% |
| Max Drawdown | -86.00% | -36.20% |
| Current Drawdown | 0.00% | -5.50% |
Correlation
The correlation between IGC.L and FRIN.L is 0.42, 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.
Performance
IGC.L vs. FRIN.L - Performance Comparison
In the year-to-date period, IGC.L achieves a 18.99% return, which is significantly higher than FRIN.L's 12.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IGC.L vs. FRIN.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for India Capital Growth Fund (IGC.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.
Dividends
IGC.L vs. FRIN.L - Dividend Comparison
Neither IGC.L nor FRIN.L has paid dividends to shareholders.
Drawdowns
IGC.L vs. FRIN.L - Drawdown Comparison
The maximum IGC.L drawdown since its inception was -86.00%, which is greater than FRIN.L's maximum drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for IGC.L and FRIN.L. For additional features, visit the drawdowns tool.
Volatility
IGC.L vs. FRIN.L - Volatility Comparison
India Capital Growth Fund (IGC.L) has a higher volatility of 13.30% compared to Franklin FTSE India UCITS ETF (FRIN.L) at 3.09%. This indicates that IGC.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.