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

Correlation

The correlation between INDE and FLIN is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

INDE vs. FLIN - Performance Comparison

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

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Key characteristics

Sharpe Ratio

INDE:

0.21

FLIN:

0.29

Sortino Ratio

INDE:

0.41

FLIN:

0.65

Omega Ratio

INDE:

1.06

FLIN:

1.09

Calmar Ratio

INDE:

0.18

FLIN:

0.35

Martin Ratio

INDE:

0.37

FLIN:

0.74

Ulcer Index

INDE:

10.48%

FLIN:

9.05%

Daily Std Dev

INDE:

17.73%

FLIN:

16.91%

Max Drawdown

INDE:

-22.02%

FLIN:

-41.90%

Current Drawdown

INDE:

-11.76%

FLIN:

-8.26%

Returns By Period

In the year-to-date period, INDE achieves a -2.43% return, which is significantly lower than FLIN's 2.03% return.


INDE

YTD

-2.43%

1M

6.60%

6M

-2.91%

1Y

3.67%

5Y*

N/A

10Y*

N/A

FLIN

YTD

2.03%

1M

5.95%

6M

1.87%

1Y

4.85%

5Y*

19.13%

10Y*

N/A

*Annualized

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INDE vs. FLIN - Expense Ratio Comparison

INDE has a 0.79% expense ratio, which is higher than FLIN's 0.19% expense ratio.


Risk-Adjusted Performance

INDE vs. FLIN — Risk-Adjusted Performance Rank

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

INDE
The Risk-Adjusted Performance Rank of INDE is 2424
Overall Rank
The Sharpe Ratio Rank of INDE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of INDE is 2323
Sortino Ratio Rank
The Omega Ratio Rank of INDE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of INDE is 2626
Calmar Ratio Rank
The Martin Ratio Rank of INDE is 2020
Martin Ratio Rank

FLIN
The Risk-Adjusted Performance Rank of FLIN is 3434
Overall Rank
The Sharpe Ratio Rank of FLIN is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIN is 3636
Sortino Ratio Rank
The Omega Ratio Rank of FLIN is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FLIN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FLIN is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INDE vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews India Active ETF (INDE) 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.


The current INDE Sharpe Ratio is 0.21, which is comparable to the FLIN Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of INDE 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.


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Dividends

INDE vs. FLIN - Dividend Comparison

INDE's dividend yield for the trailing twelve months is around 0.58%, less than FLIN's 1.55% yield.


TTM2024202320222021202020192018
INDE
Matthews India Active ETF
0.58%0.56%0.00%0.00%0.00%0.00%0.00%0.00%
FLIN
Franklin FTSE India ETF
1.55%1.58%0.73%0.73%2.26%0.69%0.90%0.92%

Drawdowns

INDE vs. FLIN - Drawdown Comparison

The maximum INDE drawdown since its inception was -22.02%, smaller than the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for INDE and FLIN. For additional features, visit the drawdowns tool.


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Volatility

INDE vs. FLIN - Volatility Comparison

Matthews India Active ETF (INDE) and Franklin FTSE India ETF (FLIN) have volatilities of 6.78% and 6.58%, 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.


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