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INCO vs. FLIN
Performance
Risk-Adjusted Performance
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.

60.00%70.00%80.00%90.00%100.00%110.00%JuneJulyAugustSeptemberOctoberNovember
79.78%
70.58%
INCO
FLIN

Returns By Period

In the year-to-date period, INCO achieves a 12.74% return, which is significantly higher than FLIN's 9.90% return.


INCO

YTD

12.74%

1M

-10.15%

6M

-0.35%

1Y

23.67%

5Y (annualized)

14.01%

10Y (annualized)

9.60%

FLIN

YTD

9.90%

1M

-7.05%

6M

1.11%

1Y

19.92%

5Y (annualized)

12.24%

10Y (annualized)

N/A

Key characteristics


INCOFLIN
Sharpe Ratio1.771.35
Sortino Ratio2.571.76
Omega Ratio1.311.27
Calmar Ratio1.581.91
Martin Ratio6.347.29
Ulcer Index3.82%2.73%
Daily Std Dev13.64%14.81%
Max Drawdown-47.69%-41.90%
Current Drawdown-15.31%-10.44%

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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.


INCO
Columbia India Consumer ETF
Expense ratio chart for INCO: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FLIN: 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%

Correlation

-0.50.00.51.00.8

The correlation between INCO and FLIN is 0.82, 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.

Risk-Adjusted Performance

INCO vs. FLIN - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for INCO, currently valued at 1.77, compared to the broader market0.002.004.001.771.35
The chart of Sortino ratio for INCO, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.0012.002.571.76
The chart of Omega ratio for INCO, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.27
The chart of Calmar ratio for INCO, currently valued at 1.58, compared to the broader market0.005.0010.0015.001.581.91
The chart of Martin ratio for INCO, currently valued at 6.34, compared to the broader market0.0020.0040.0060.0080.00100.006.347.29
INCO
FLIN

The current INCO Sharpe Ratio is 1.77, which is higher than the FLIN Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of INCO and FLIN, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.77
1.35
INCO
FLIN

Dividends

INCO vs. FLIN - Dividend Comparison

INCO's dividend yield for the trailing twelve months is around 3.38%, more than FLIN's 1.60% yield.


TTM2023202220212020201920182017201620152014
INCO
Columbia India Consumer ETF
3.38%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%
FLIN
Franklin FTSE India ETF
1.60%0.73%0.73%2.26%0.69%0.90%0.92%0.00%0.00%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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-15.31%
-10.44%
INCO
FLIN

Volatility

INCO vs. FLIN - Volatility Comparison

The current volatility for Columbia India Consumer ETF (INCO) is 2.90%, while Franklin FTSE India ETF (FLIN) has a volatility of 3.28%. This indicates that INCO experiences smaller price fluctuations and is considered to be less risky than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
2.90%
3.28%
INCO
FLIN