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INCO vs. FLIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


INCOFLIN
YTD Return13.13%8.69%
1Y Return44.27%33.19%
3Y Return (Ann)16.02%11.07%
5Y Return (Ann)15.50%12.39%
Sharpe Ratio3.522.70
Daily Std Dev12.19%11.82%
Max Drawdown-47.69%-41.90%
Current Drawdown0.00%-0.34%

Correlation

-0.50.00.51.00.8

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.

Performance

INCO vs. FLIN - Performance Comparison

In the year-to-date period, INCO achieves a 13.13% return, which is significantly higher than FLIN's 8.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%50.00%60.00%70.00%80.00%December2024FebruaryMarchAprilMay
80.41%
68.70%
INCO
FLIN

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Columbia India Consumer ETF

Franklin FTSE India ETF

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%

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.


INCO
Sharpe ratio
The chart of Sharpe ratio for INCO, currently valued at 3.52, compared to the broader market0.002.004.003.52
Sortino ratio
The chart of Sortino ratio for INCO, currently valued at 4.69, compared to the broader market0.005.0010.004.69
Omega ratio
The chart of Omega ratio for INCO, currently valued at 1.59, compared to the broader market0.501.001.502.002.503.001.59
Calmar ratio
The chart of Calmar ratio for INCO, currently valued at 5.05, compared to the broader market0.005.0010.0015.005.05
Martin ratio
The chart of Martin ratio for INCO, currently valued at 28.09, compared to the broader market0.0020.0040.0060.0080.00100.0028.09
FLIN
Sharpe ratio
The chart of Sharpe ratio for FLIN, currently valued at 2.70, compared to the broader market0.002.004.002.70
Sortino ratio
The chart of Sortino ratio for FLIN, currently valued at 3.51, compared to the broader market0.005.0010.003.51
Omega ratio
The chart of Omega ratio for FLIN, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for FLIN, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.22
Martin ratio
The chart of Martin ratio for FLIN, currently valued at 17.28, compared to the broader market0.0020.0040.0060.0080.00100.0017.28

INCO vs. FLIN - Sharpe Ratio Comparison

The current INCO Sharpe Ratio is 3.52, which is higher than the FLIN Sharpe Ratio of 2.70. The chart below compares the 12-month rolling Sharpe Ratio of INCO and FLIN.


Rolling 12-month Sharpe Ratio1.002.003.004.00December2024FebruaryMarchAprilMay
3.52
2.70
INCO
FLIN

Dividends

INCO vs. FLIN - Dividend Comparison

INCO's dividend yield for the trailing twelve months is around 3.37%, more than FLIN's 0.67% yield.


TTM2023202220212020201920182017201620152014
INCO
Columbia India Consumer ETF
3.37%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
0.67%0.73%0.73%2.27%0.68%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.


-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.34%
INCO
FLIN

Volatility

INCO vs. FLIN - Volatility Comparison

The current volatility for Columbia India Consumer ETF (INCO) is 2.32%, while Franklin FTSE India ETF (FLIN) has a volatility of 3.11%. 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%December2024FebruaryMarchAprilMay
2.32%
3.11%
INCO
FLIN