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

Correlation

The correlation between INDF and FLIN is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

INDF vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nifty India Financials ETF (INDF) 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

INDF:

0.82

FLIN:

0.39

Sortino Ratio

INDF:

1.22

FLIN:

0.70

Omega Ratio

INDF:

1.17

FLIN:

1.10

Calmar Ratio

INDF:

1.10

FLIN:

0.39

Martin Ratio

INDF:

2.23

FLIN:

0.82

Ulcer Index

INDF:

7.39%

FLIN:

9.06%

Daily Std Dev

INDF:

19.86%

FLIN:

16.93%

Max Drawdown

INDF:

-25.58%

FLIN:

-41.90%

Current Drawdown

INDF:

-0.52%

FLIN:

-6.96%

Returns By Period

In the year-to-date period, INDF achieves a 11.64% return, which is significantly higher than FLIN's 3.48% return.


INDF

YTD

11.64%

1M

5.35%

6M

10.39%

1Y

16.18%

5Y*

N/A

10Y*

N/A

FLIN

YTD

3.48%

1M

7.28%

6M

2.97%

1Y

6.56%

5Y*

19.45%

10Y*

N/A

*Annualized

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INDF vs. FLIN - Expense Ratio Comparison

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


Risk-Adjusted Performance

INDF vs. FLIN — Risk-Adjusted Performance Rank

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

INDF
The Risk-Adjusted Performance Rank of INDF is 7373
Overall Rank
The Sharpe Ratio Rank of INDF is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of INDF is 7272
Sortino Ratio Rank
The Omega Ratio Rank of INDF is 7272
Omega Ratio Rank
The Calmar Ratio Rank of INDF is 8383
Calmar Ratio Rank
The Martin Ratio Rank of INDF is 6161
Martin Ratio Rank

FLIN
The Risk-Adjusted Performance Rank of FLIN is 4141
Overall Rank
The Sharpe Ratio Rank of FLIN is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIN is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FLIN is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FLIN is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FLIN is 3131
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.

INDF vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nifty India Financials ETF (INDF) 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 INDF Sharpe Ratio is 0.82, which is higher than the FLIN Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of INDF 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

INDF vs. FLIN - Dividend Comparison

INDF's dividend yield for the trailing twelve months is around 5.51%, more than FLIN's 1.52% yield.


TTM2024202320222021202020192018
INDF
Nifty India Financials ETF
5.51%6.16%8.84%3.12%1.58%0.00%0.00%0.00%
FLIN
Franklin FTSE India ETF
1.52%1.58%0.73%0.73%2.26%0.69%0.90%0.92%

Drawdowns

INDF vs. FLIN - Drawdown Comparison

The maximum INDF drawdown since its inception was -25.58%, smaller than the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for INDF and FLIN. For additional features, visit the drawdowns tool.


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Volatility

INDF vs. FLIN - Volatility Comparison

Nifty India Financials ETF (INDF) has a higher volatility of 7.69% compared to Franklin FTSE India ETF (FLIN) at 6.68%. This indicates that INDF'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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