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KALL vs. FLCH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KALL and FLCH is 0.44, 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

KALL vs. FLCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI All China Index ETF (KALL) and Franklin FTSE China ETF (FLCH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KALL:

0.44

FLCH:

0.64

Sortino Ratio

KALL:

0.88

FLCH:

1.16

Omega Ratio

KALL:

1.13

FLCH:

1.16

Calmar Ratio

KALL:

0.30

FLCH:

0.41

Martin Ratio

KALL:

0.97

FLCH:

1.67

Ulcer Index

KALL:

16.28%

FLCH:

13.72%

Daily Std Dev

KALL:

34.02%

FLCH:

33.89%

Max Drawdown

KALL:

-56.32%

FLCH:

-62.09%

Current Drawdown

KALL:

-39.04%

FLCH:

-39.74%

Returns By Period

In the year-to-date period, KALL achieves a 8.38% return, which is significantly lower than FLCH's 13.32% return.


KALL

YTD

8.38%

1M

9.12%

6M

4.64%

1Y

14.39%

5Y*

0.35%

10Y*

0.32%

FLCH

YTD

13.32%

1M

10.90%

6M

8.74%

1Y

20.63%

5Y*

-0.42%

10Y*

N/A

*Annualized

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KALL vs. FLCH - Expense Ratio Comparison

KALL has a 0.49% expense ratio, which is higher than FLCH's 0.19% expense ratio.


Risk-Adjusted Performance

KALL vs. FLCH — Risk-Adjusted Performance Rank

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

KALL
The Risk-Adjusted Performance Rank of KALL is 5353
Overall Rank
The Sharpe Ratio Rank of KALL is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of KALL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of KALL is 6464
Omega Ratio Rank
The Calmar Ratio Rank of KALL is 4646
Calmar Ratio Rank
The Martin Ratio Rank of KALL is 4141
Martin Ratio Rank

FLCH
The Risk-Adjusted Performance Rank of FLCH is 6565
Overall Rank
The Sharpe Ratio Rank of FLCH is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCH is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FLCH is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FLCH is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FLCH is 5656
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.

KALL vs. FLCH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI All China Index ETF (KALL) and Franklin FTSE China ETF (FLCH). 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 KALL Sharpe Ratio is 0.44, which is lower than the FLCH Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of KALL and FLCH, 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

KALL vs. FLCH - Dividend Comparison

KALL's dividend yield for the trailing twelve months is around 2.15%, less than FLCH's 2.54% yield.


TTM2024202320222021202020192018201720162015
KALL
KraneShares MSCI All China Index ETF
2.15%2.33%3.37%2.28%4.64%1.01%1.45%2.06%1.21%6.62%0.56%
FLCH
Franklin FTSE China ETF
2.54%2.88%3.46%2.69%1.49%0.91%1.98%1.93%0.00%0.00%0.00%

Drawdowns

KALL vs. FLCH - Drawdown Comparison

The maximum KALL drawdown since its inception was -56.32%, smaller than the maximum FLCH drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for KALL and FLCH. For additional features, visit the drawdowns tool.


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Volatility

KALL vs. FLCH - Volatility Comparison

The current volatility for KraneShares MSCI All China Index ETF (KALL) is 6.32%, while Franklin FTSE China ETF (FLCH) has a volatility of 6.81%. This indicates that KALL experiences smaller price fluctuations and is considered to be less risky than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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