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INCO vs. FLIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INCO vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia India Consumer ETF (INCO) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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INCO vs. FLIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
INCO
Columbia India Consumer ETF
-15.37%0.59%12.70%34.63%-7.01%19.28%14.55%-4.22%-2.67%
FLIN
Franklin FTSE India ETF
-13.86%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-6.70%

Returns By Period

In the year-to-date period, INCO achieves a -15.37% return, which is significantly lower than FLIN's -13.86% return.


INCO

1D
-0.62%
1M
-9.77%
YTD
-15.37%
6M
-15.50%
1Y
-8.99%
3Y*
9.31%
5Y*
6.16%
10Y*
8.44%

FLIN

1D
0.09%
1M
-7.33%
YTD
-13.86%
6M
-11.10%
1Y
-8.89%
3Y*
7.17%
5Y*
4.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INCO vs. FLIN - Expense Ratio Comparison

INCO has a 0.75% expense ratio, which is higher than FLIN's 0.19% expense ratio.


Return for Risk

INCO vs. FLIN — Risk / Return Rank

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

INCO
INCO Risk / Return Rank: 33
Overall Rank
INCO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
INCO Sortino Ratio Rank: 33
Sortino Ratio Rank
INCO Omega Ratio Rank: 33
Omega Ratio Rank
INCO Calmar Ratio Rank: 55
Calmar Ratio Rank
INCO Martin Ratio Rank: 22
Martin Ratio Rank

FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 33
Sortino Ratio Rank
FLIN Omega Ratio Rank: 33
Omega Ratio Rank
FLIN Calmar Ratio Rank: 44
Calmar Ratio Rank
FLIN Martin Ratio Rank: 11
Martin Ratio Rank
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.

INCO vs. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia India Consumer ETF (INCO) and Franklin FTSE India ETF (FLIN). 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.


INCOFLINDifference

Sharpe ratio

Return per unit of total volatility

-0.56

-0.59

+0.03

Sortino ratio

Return per unit of downside risk

-0.72

-0.76

+0.04

Omega ratio

Gain probability vs. loss probability

0.92

0.91

+0.01

Calmar ratio

Return relative to maximum drawdown

-0.37

-0.46

+0.08

Martin ratio

Return relative to average drawdown

-1.27

-1.49

+0.22

INCO vs. FLIN - Sharpe Ratio Comparison

The current INCO Sharpe Ratio is -0.56, which is comparable to the FLIN Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of INCO and FLIN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


INCOFLINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-0.59

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.29

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.25

+0.16

Correlation

The correlation between INCO and FLIN is 0.83, 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.


Dividends

INCO vs. FLIN - Dividend Comparison

INCO has not paid dividends to shareholders, while FLIN's dividend yield for the trailing twelve months is around 0.65%.


TTM2025202420232022202120202019201820172016
INCO
Columbia India Consumer ETF
0.00%0.00%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%
FLIN
Franklin FTSE India ETF
0.65%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%0.00%0.00%

Drawdowns

INCO vs. FLIN - Drawdown Comparison

The maximum INCO drawdown since its inception was -47.69%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for INCO and FLIN.


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Drawdown Indicators


INCOFLINDifference

Max Drawdown

Largest peak-to-trough decline

-47.69%

-41.90%

-5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-18.79%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.98%

-22.85%

-7.13%

Max Drawdown (10Y)

Largest decline over 10 years

-47.69%

Current Drawdown

Current decline from peak

-27.93%

-20.70%

-7.23%

Average Drawdown

Average peak-to-trough decline

-10.43%

-7.83%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

5.74%

+0.56%

Volatility

INCO vs. FLIN - Volatility Comparison

Columbia India Consumer ETF (INCO) has a higher volatility of 7.41% compared to Franklin FTSE India ETF (FLIN) at 7.02%. This indicates that INCO's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INCOFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

7.02%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

11.11%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

15.76%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

15.71%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

20.48%

-0.23%