PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INDL vs. FLIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INDL and FLIN is 0.94, 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

INDL vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily India Bull 3x Shares (INDL) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-19.39%
-7.74%
INDL
FLIN

Key characteristics

Sharpe Ratio

INDL:

0.05

FLIN:

0.47

Sortino Ratio

INDL:

0.26

FLIN:

0.69

Omega Ratio

INDL:

1.04

FLIN:

1.10

Calmar Ratio

INDL:

0.02

FLIN:

0.50

Martin Ratio

INDL:

0.15

FLIN:

1.51

Ulcer Index

INDL:

9.53%

FLIN:

4.57%

Daily Std Dev

INDL:

28.37%

FLIN:

14.82%

Max Drawdown

INDL:

-95.67%

FLIN:

-41.90%

Current Drawdown

INDL:

-72.66%

FLIN:

-12.68%

Returns By Period

In the year-to-date period, INDL achieves a -5.99% return, which is significantly lower than FLIN's -2.88% return.


INDL

YTD

-5.99%

1M

-9.40%

6M

-19.39%

1Y

0.47%

5Y*

-4.11%

10Y*

-4.73%

FLIN

YTD

-2.88%

1M

-4.80%

6M

-7.74%

1Y

5.27%

5Y*

10.56%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


INDL vs. FLIN - Expense Ratio Comparison

INDL has a 1.33% expense ratio, which is higher than FLIN's 0.19% expense ratio.


INDL
Direxion Daily India Bull 3x Shares
Expense ratio chart for INDL: current value at 1.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.33%
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

INDL vs. FLIN — Risk-Adjusted Performance Rank

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

INDL
The Risk-Adjusted Performance Rank of INDL is 99
Overall Rank
The Sharpe Ratio Rank of INDL is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of INDL is 99
Sortino Ratio Rank
The Omega Ratio Rank of INDL is 99
Omega Ratio Rank
The Calmar Ratio Rank of INDL is 88
Calmar Ratio Rank
The Martin Ratio Rank of INDL is 88
Martin Ratio Rank

FLIN
The Risk-Adjusted Performance Rank of FLIN is 1919
Overall Rank
The Sharpe Ratio Rank of FLIN is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIN is 1515
Sortino Ratio Rank
The Omega Ratio Rank of FLIN is 1818
Omega Ratio Rank
The Calmar Ratio Rank of FLIN is 2525
Calmar Ratio Rank
The Martin Ratio Rank of FLIN is 1818
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.

INDL vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily India Bull 3x Shares (INDL) 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 INDL, currently valued at 0.05, compared to the broader market0.002.004.000.050.47
The chart of Sortino ratio for INDL, currently valued at 0.26, compared to the broader market0.005.0010.000.260.69
The chart of Omega ratio for INDL, currently valued at 1.04, compared to the broader market1.002.003.001.041.10
The chart of Calmar ratio for INDL, currently valued at 0.04, compared to the broader market0.005.0010.0015.0020.000.040.50
The chart of Martin ratio for INDL, currently valued at 0.15, compared to the broader market0.0020.0040.0060.0080.00100.000.151.51
INDL
FLIN

The current INDL Sharpe Ratio is 0.05, which is lower than the FLIN Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of INDL 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.05
0.47
INDL
FLIN

Dividends

INDL vs. FLIN - Dividend Comparison

INDL's dividend yield for the trailing twelve months is around 2.97%, more than FLIN's 1.62% yield.


TTM20242023202220212020201920182017
INDL
Direxion Daily India Bull 3x Shares
2.97%2.79%1.64%0.09%2.35%0.00%0.68%0.18%0.31%
FLIN
Franklin FTSE India ETF
1.62%1.58%0.73%0.73%2.26%0.69%0.90%0.92%0.00%

Drawdowns

INDL vs. FLIN - Drawdown Comparison

The maximum INDL drawdown since its inception was -95.67%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for INDL and FLIN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-38.24%
-12.68%
INDL
FLIN

Volatility

INDL vs. FLIN - Volatility Comparison

Direxion Daily India Bull 3x Shares (INDL) has a higher volatility of 7.99% compared to Franklin FTSE India ETF (FLIN) at 4.39%. This indicates that INDL'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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.99%
4.39%
INDL
FLIN
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab