PortfoliosLab logoPortfoliosLab logo
LINE vs. FLCH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LINE vs. FLCH - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, LINE achieves a 27.09% return, which is significantly higher than FLCH's -9.29% return.


LINE

1D
-3.07%
1M
5.69%
6M
22.40%
YTD
27.09%
1Y
10.55%
3Y*
5Y*
10Y*
ALL TIME*
-24.13%

FLCH

1D
1.99%
1M
1.65%
6M
-12.52%
YTD
-9.29%
1Y
-3.28%
3Y*
9.28%
5Y*
-4.30%
10Y*
ALL TIME*
0.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LINE vs. FLCH - Yearly Performance Comparison


2026 (YTD)20252024
LINE
Lineage, Inc.
27.09%-37.20%-27.57%
FLCH
Franklin FTSE China ETF
-9.29%32.55%15.38%

Correlation

The correlation between LINE and FLCH is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2024

0.25

Compare stocks, funds, or ETFs

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


Return for Risk

LINE vs. FLCH — Risk / Return Rank

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

LINE
LINE Risk / Return Rank: 5454
Overall Rank
LINE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LINE Sortino Ratio Rank: 5151
Sortino Ratio Rank
LINE Omega Ratio Rank: 5050
Omega Ratio Rank
LINE Calmar Ratio Rank: 5656
Calmar Ratio Rank
LINE Martin Ratio Rank: 5555
Martin Ratio Rank

FLCH
FLCH Risk / Return Rank: 88
Overall Rank
FLCH Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FLCH Sortino Ratio Rank: 88
Sortino Ratio Rank
FLCH Omega Ratio Rank: 88
Omega Ratio Rank
FLCH Calmar Ratio Rank: 99
Calmar Ratio Rank
FLCH Martin Ratio Rank: 88
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.

LINE vs. FLCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lineage, Inc. (LINE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LINEFLCHDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.08

0.99

+0.09

Calmar ratioReturn relative to maximum drawdown

0.40

-0.15

+0.55

Martin ratioReturn relative to average drawdown

0.79

-0.34

+1.12

LINE vs. FLCH - Sharpe Ratio Comparison

The current LINE Sharpe Ratio is 0.28, which is higher than the FLCH Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of LINE and FLCH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LINE vs. FLCH - Drawdown Comparison

The maximum LINE drawdown since its inception was -61.74%, roughly equal to the maximum FLCH drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for LINE and FLCH.


Loading charts...

Drawdown Indicators


LINEFLCHDifference

Max Drawdown

Largest peak-to-trough decline

-61.74%

-62.09%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

-21.48%

-5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-25.43%

Max Drawdown (5Y)

Largest decline over 5 years

-52.45%

Current Drawdown

Current decline from peak

-46.49%

-36.06%

-10.43%

Average Drawdown

Average peak-to-trough decline

-41.27%

-30.61%

-10.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.46%

9.77%

+3.69%

Volatility

LINE vs. FLCH - Volatility Comparison

Lineage, Inc. (LINE) has a higher volatility of 8.81% compared to Franklin FTSE China ETF (FLCH) at 6.16%. This indicates that LINE's price experiences larger fluctuations and is considered to be riskier than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LINEFLCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.81%

6.16%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

28.45%

14.05%

+14.40%

Volatility (1Y)

Calculated over the trailing 1-year period

38.14%

19.88%

+18.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.49%

29.62%

+6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.49%

27.82%

+8.67%

Dividends

LINE vs. FLCH - Dividend Comparison

LINE's dividend yield for the trailing twelve months is around 4.91%, more than FLCH's 2.39% yield.


PositionTTM202520242023202220212020201920182017
FLCH
Franklin FTSE China ETF
2.39%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%
LINE
Lineage, Inc.
4.91%6.03%1.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LINE and FLCH have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LINE has higher volatility (8.81%) compared to FLCH (6.16%). In terms of maximum drawdown, LINE dropped -61.74% vs FLCH's -62.09%.

LINE currently has the higher Sharpe Ratio (0.28 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LINE and FLCH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer