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

Correlation

The correlation between INDA and FLIN is 0.95, 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.


-0.50.00.51.00.9

Performance

INDA vs. FLIN - Performance Comparison

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

70.00%75.00%80.00%85.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
71.82%
73.45%
INDA
FLIN

Key characteristics

Sharpe Ratio

INDA:

0.80

FLIN:

0.84

Sortino Ratio

INDA:

1.11

FLIN:

1.16

Omega Ratio

INDA:

1.16

FLIN:

1.17

Calmar Ratio

INDA:

1.09

FLIN:

1.21

Martin Ratio

INDA:

3.24

FLIN:

3.62

Ulcer Index

INDA:

3.52%

FLIN:

3.50%

Daily Std Dev

INDA:

14.30%

FLIN:

15.04%

Max Drawdown

INDA:

-45.06%

FLIN:

-41.90%

Current Drawdown

INDA:

-8.82%

FLIN:

-8.93%

Returns By Period

In the year-to-date period, INDA achieves a 10.59% return, which is significantly lower than FLIN's 11.75% return.


INDA

YTD

10.59%

1M

1.33%

6M

-2.76%

1Y

10.79%

5Y*

10.30%

10Y*

7.40%

FLIN

YTD

11.75%

1M

1.13%

6M

-2.73%

1Y

12.21%

5Y*

12.04%

10Y*

N/A

Compare stocks, funds, or ETFs

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


INDA vs. FLIN - Expense Ratio Comparison

INDA has a 0.69% expense ratio, which is higher than FLIN's 0.19% expense ratio.


INDA
iShares MSCI India ETF
Expense ratio chart for INDA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
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

INDA vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India ETF (INDA) 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 INDA, currently valued at 0.80, compared to the broader market0.002.004.000.800.84
The chart of Sortino ratio for INDA, currently valued at 1.11, compared to the broader market-2.000.002.004.006.008.0010.001.111.16
The chart of Omega ratio for INDA, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.17
The chart of Calmar ratio for INDA, currently valued at 1.09, compared to the broader market0.005.0010.0015.001.091.21
The chart of Martin ratio for INDA, currently valued at 3.24, compared to the broader market0.0020.0040.0060.0080.00100.003.243.62
INDA
FLIN

The current INDA Sharpe Ratio is 0.80, which is comparable to the FLIN Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of INDA 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.80
0.84
INDA
FLIN

Dividends

INDA vs. FLIN - Dividend Comparison

INDA's dividend yield for the trailing twelve months is around 0.74%, less than FLIN's 0.93% yield.


TTM20232022202120202019201820172016201520142013
INDA
iShares MSCI India ETF
0.74%0.16%0.00%6.44%0.27%1.00%0.94%1.09%0.91%1.19%0.63%0.40%
FLIN
Franklin FTSE India ETF
0.93%0.73%0.73%2.26%0.69%0.90%0.92%0.00%0.00%0.00%0.00%0.00%

Drawdowns

INDA vs. FLIN - Drawdown Comparison

The maximum INDA drawdown since its inception was -45.06%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for INDA and FLIN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.82%
-8.93%
INDA
FLIN

Volatility

INDA vs. FLIN - Volatility Comparison

iShares MSCI India ETF (INDA) and Franklin FTSE India ETF (FLIN) have volatilities of 3.72% and 3.80%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.72%
3.80%
INDA
FLIN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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