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

Correlation

The correlation between INDY and FLIN is 0.92, 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

INDY vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares India 50 ETF (INDY) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

65.00%70.00%75.00%80.00%85.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
63.46%
73.45%
INDY
FLIN

Key characteristics

Sharpe Ratio

INDY:

0.43

FLIN:

0.84

Sortino Ratio

INDY:

0.66

FLIN:

1.16

Omega Ratio

INDY:

1.09

FLIN:

1.17

Calmar Ratio

INDY:

0.57

FLIN:

1.21

Martin Ratio

INDY:

1.63

FLIN:

3.62

Ulcer Index

INDY:

3.60%

FLIN:

3.50%

Daily Std Dev

INDY:

13.77%

FLIN:

15.04%

Max Drawdown

INDY:

-44.74%

FLIN:

-41.90%

Current Drawdown

INDY:

-9.87%

FLIN:

-8.93%

Returns By Period

In the year-to-date period, INDY achieves a 4.85% return, which is significantly lower than FLIN's 11.75% return.


INDY

YTD

4.85%

1M

0.00%

6M

-2.70%

1Y

5.36%

5Y*

8.13%

10Y*

7.10%

FLIN

YTD

11.75%

1M

1.13%

6M

-2.73%

1Y

12.21%

5Y*

12.04%

10Y*

N/A

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INDY vs. FLIN - Expense Ratio Comparison

INDY has a 0.94% expense ratio, which is higher than FLIN's 0.19% expense ratio.


INDY
iShares India 50 ETF
Expense ratio chart for INDY: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
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

INDY vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares India 50 ETF (INDY) 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 INDY, currently valued at 0.42, compared to the broader market0.002.004.000.430.84
The chart of Sortino ratio for INDY, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.000.661.16
The chart of Omega ratio for INDY, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.17
The chart of Calmar ratio for INDY, currently valued at 0.57, compared to the broader market0.005.0010.0015.000.571.21
The chart of Martin ratio for INDY, currently valued at 1.63, compared to the broader market0.0020.0040.0060.0080.00100.001.633.62
INDY
FLIN

The current INDY Sharpe Ratio is 0.43, which is lower than the FLIN Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of INDY 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.43
0.84
INDY
FLIN

Dividends

INDY vs. FLIN - Dividend Comparison

INDY's dividend yield for the trailing twelve months is around 0.46%, less than FLIN's 0.93% yield.


TTM20232022202120202019201820172016201520142013
INDY
iShares India 50 ETF
0.46%0.39%3.75%7.12%0.08%0.58%0.59%0.27%0.48%0.57%0.52%0.77%
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

INDY vs. FLIN - Drawdown Comparison

The maximum INDY drawdown since its inception was -44.74%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for INDY and FLIN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.87%
-8.93%
INDY
FLIN

Volatility

INDY vs. FLIN - Volatility Comparison

iShares India 50 ETF (INDY) has a higher volatility of 4.13% compared to Franklin FTSE India ETF (FLIN) at 3.80%. This indicates that INDY'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%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.13%
3.80%
INDY
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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