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IPAC vs. FLKR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPAC vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Pacific ETF (IPAC) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

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IPAC vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPAC
iShares Core MSCI Pacific ETF
4.51%25.16%6.18%14.51%-13.68%3.09%12.39%19.44%-12.78%2.76%
FLKR
Franklin FTSE South Korea ETF
24.40%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%

Returns By Period

In the year-to-date period, IPAC achieves a 4.51% return, which is significantly lower than FLKR's 24.40% return.


IPAC

1D
3.03%
1M
-8.21%
YTD
4.51%
6M
7.48%
1Y
28.41%
3Y*
14.70%
5Y*
6.30%
10Y*
8.70%

FLKR

1D
5.56%
1M
-18.75%
YTD
24.40%
6M
53.56%
1Y
126.63%
3Y*
28.88%
5Y*
8.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPAC vs. FLKR - Expense Ratio Comparison

Both IPAC and FLKR have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IPAC vs. FLKR — Risk / Return Rank

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

IPAC
IPAC Risk / Return Rank: 8282
Overall Rank
IPAC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IPAC Sortino Ratio Rank: 8282
Sortino Ratio Rank
IPAC Omega Ratio Rank: 8080
Omega Ratio Rank
IPAC Calmar Ratio Rank: 8484
Calmar Ratio Rank
IPAC Martin Ratio Rank: 8383
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 9898
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9797
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IPAC vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ETF (IPAC) and Franklin FTSE South Korea ETF (FLKR). 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.


IPACFLKRDifference

Sharpe ratio

Return per unit of total volatility

1.47

3.62

-2.15

Sortino ratio

Return per unit of downside risk

2.07

3.82

-1.75

Omega ratio

Gain probability vs. loss probability

1.30

1.55

-0.24

Calmar ratio

Return relative to maximum drawdown

2.39

5.34

-2.95

Martin ratio

Return relative to average drawdown

9.08

21.76

-12.68

IPAC vs. FLKR - Sharpe Ratio Comparison

The current IPAC Sharpe Ratio is 1.47, which is lower than the FLKR Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of IPAC and FLKR, 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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Sharpe Ratios by Period


IPACFLKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

3.62

-2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.31

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.31

+0.09

Correlation

The correlation between IPAC and FLKR is 0.65, 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.


Dividends

IPAC vs. FLKR - Dividend Comparison

IPAC's dividend yield for the trailing twelve months is around 4.14%, more than FLKR's 3.11% yield.


TTM20252024202320222021202020192018201720162015
IPAC
iShares Core MSCI Pacific ETF
4.14%4.32%3.43%3.16%2.76%4.03%1.68%3.37%2.95%2.98%2.66%2.60%
FLKR
Franklin FTSE South Korea ETF
3.11%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%

Drawdowns

IPAC vs. FLKR - Drawdown Comparison

The maximum IPAC drawdown since its inception was -30.99%, smaller than the maximum FLKR drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for IPAC and FLKR.


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Drawdown Indicators


IPACFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-30.99%

-50.06%

+19.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-23.03%

+11.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-49.51%

+19.87%

Max Drawdown (10Y)

Largest decline over 10 years

-30.99%

Current Drawdown

Current decline from peak

-8.62%

-18.75%

+10.13%

Average Drawdown

Average peak-to-trough decline

-7.55%

-22.44%

+14.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

5.65%

-2.63%

Volatility

IPAC vs. FLKR - Volatility Comparison

The current volatility for iShares Core MSCI Pacific ETF (IPAC) is 8.46%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 22.16%. This indicates that IPAC experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPACFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

22.16%

-13.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

30.18%

-17.50%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

35.28%

-15.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

25.99%

-9.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

26.40%

-9.82%