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ILF vs. FLLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ILFFLLA
YTD Return-14.55%-20.40%
1Y Return-3.72%-8.97%
3Y Return (Ann)7.94%5.19%
5Y Return (Ann)-0.46%-1.59%
Sharpe Ratio0.02-0.27
Sortino Ratio0.16-0.26
Omega Ratio1.020.97
Calmar Ratio0.01-0.24
Martin Ratio0.05-0.47
Ulcer Index8.00%10.57%
Daily Std Dev18.17%18.32%
Max Drawdown-67.48%-53.87%
Current Drawdown-27.43%-20.89%

Correlation

-0.50.00.51.00.9

The correlation between ILF and FLLA is 0.94, 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

ILF vs. FLLA - Performance Comparison

In the year-to-date period, ILF achieves a -14.55% return, which is significantly higher than FLLA's -20.40% 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
3.36%
2.37%
ILF
FLLA

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ILF vs. FLLA - Expense Ratio Comparison

ILF has a 0.48% expense ratio, which is higher than FLLA's 0.19% expense ratio.


ILF
iShares Latin American 40 ETF
Expense ratio chart for ILF: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for FLLA: 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

ILF vs. FLLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Latin American 40 ETF (ILF) and Franklin FTSE Latin America ETF (FLLA). 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.


ILF
Sharpe ratio
The chart of Sharpe ratio for ILF, currently valued at 0.02, compared to the broader market-2.000.002.004.006.000.02
Sortino ratio
The chart of Sortino ratio for ILF, currently valued at 0.16, compared to the broader market0.005.0010.000.16
Omega ratio
The chart of Omega ratio for ILF, currently valued at 1.02, compared to the broader market1.001.502.002.503.001.02
Calmar ratio
The chart of Calmar ratio for ILF, currently valued at 0.02, compared to the broader market0.005.0010.0015.0020.000.02
Martin ratio
The chart of Martin ratio for ILF, currently valued at 0.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.05
FLLA
Sharpe ratio
The chart of Sharpe ratio for FLLA, currently valued at -0.27, compared to the broader market-2.000.002.004.006.00-0.27
Sortino ratio
The chart of Sortino ratio for FLLA, currently valued at -0.26, compared to the broader market0.005.0010.00-0.26
Omega ratio
The chart of Omega ratio for FLLA, currently valued at 0.97, compared to the broader market1.001.502.002.503.000.97
Calmar ratio
The chart of Calmar ratio for FLLA, currently valued at -0.24, compared to the broader market0.005.0010.0015.0020.00-0.24
Martin ratio
The chart of Martin ratio for FLLA, currently valued at -0.47, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.47

ILF vs. FLLA - Sharpe Ratio Comparison

The current ILF Sharpe Ratio is 0.02, which is higher than the FLLA Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of ILF and FLLA, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.02
-0.27
ILF
FLLA

Dividends

ILF vs. FLLA - Dividend Comparison

ILF's dividend yield for the trailing twelve months is around 6.29%, less than FLLA's 7.29% yield.


TTM20232022202120202019201820172016201520142013
ILF
iShares Latin American 40 ETF
6.29%4.61%12.72%8.47%1.88%3.09%3.12%1.80%1.59%3.24%2.31%3.30%
FLLA
Franklin FTSE Latin America ETF
7.29%5.45%9.55%7.60%2.12%3.18%0.48%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ILF vs. FLLA - Drawdown Comparison

The maximum ILF drawdown since its inception was -67.48%, which is greater than FLLA's maximum drawdown of -53.87%. Use the drawdown chart below to compare losses from any high point for ILF and FLLA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-15.34%
-20.89%
ILF
FLLA

Volatility

ILF vs. FLLA - Volatility Comparison

iShares Latin American 40 ETF (ILF) and Franklin FTSE Latin America ETF (FLLA) have volatilities of 3.76% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.76%
3.75%
ILF
FLLA