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LRGE vs. FLIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LRGE vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Large Cap Growth ESG ETF (LRGE) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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LRGE vs. FLIN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LRGE
ClearBridge Large Cap Growth ESG ETF
-8.67%9.54%26.32%46.36%-31.45%22.93%31.89%33.38%1.03%
FLIN
Franklin FTSE India ETF
-13.92%2.40%10.33%20.58%-7.96%24.96%14.50%4.77%-6.70%

Returns By Period

In the year-to-date period, LRGE achieves a -8.67% return, which is significantly higher than FLIN's -13.92% return.


LRGE

1D
3.62%
1M
-4.85%
YTD
-8.67%
6M
-9.67%
1Y
7.90%
3Y*
16.56%
5Y*
8.80%
10Y*

FLIN

1D
2.72%
1M
-10.87%
YTD
-13.92%
6M
-10.56%
1Y
-9.31%
3Y*
7.23%
5Y*
4.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LRGE vs. FLIN - Expense Ratio Comparison

LRGE has a 0.59% expense ratio, which is higher than FLIN's 0.19% expense ratio.


Return for Risk

LRGE vs. FLIN — Risk / Return Rank

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

LRGE
LRGE Risk / Return Rank: 2323
Overall Rank
LRGE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
LRGE Sortino Ratio Rank: 2424
Sortino Ratio Rank
LRGE Omega Ratio Rank: 2323
Omega Ratio Rank
LRGE Calmar Ratio Rank: 2323
Calmar Ratio Rank
LRGE Martin Ratio Rank: 2323
Martin Ratio Rank

FLIN
FLIN Risk / Return Rank: 33
Overall Rank
FLIN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
FLIN Sortino Ratio Rank: 33
Sortino Ratio Rank
FLIN Omega Ratio Rank: 33
Omega Ratio Rank
FLIN Calmar Ratio Rank: 55
Calmar Ratio Rank
FLIN Martin Ratio Rank: 11
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.

LRGE vs. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth ESG ETF (LRGE) 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.


LRGEFLINDifference

Sharpe ratio

Return per unit of total volatility

0.38

-0.59

+0.97

Sortino ratio

Return per unit of downside risk

0.68

-0.76

+1.43

Omega ratio

Gain probability vs. loss probability

1.09

0.91

+0.18

Calmar ratio

Return relative to maximum drawdown

0.50

-0.48

+0.98

Martin ratio

Return relative to average drawdown

1.55

-1.61

+3.16

LRGE vs. FLIN - Sharpe Ratio Comparison

The current LRGE Sharpe Ratio is 0.38, which is higher than the FLIN Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of LRGE 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.


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Sharpe Ratios by Period


LRGEFLINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

-0.59

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.29

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.25

+0.42

Correlation

The correlation between LRGE and FLIN is 0.43, 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

LRGE vs. FLIN - Dividend Comparison

LRGE's dividend yield for the trailing twelve months is around 0.14%, less than FLIN's 0.65% yield.


TTM202520242023202220212020201920182017
LRGE
ClearBridge Large Cap Growth ESG ETF
0.14%0.13%0.18%0.11%2.02%1.20%0.37%0.37%2.10%0.37%
FLIN
Franklin FTSE India ETF
0.65%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%0.00%

Drawdowns

LRGE vs. FLIN - Drawdown Comparison

The maximum LRGE drawdown since its inception was -37.03%, smaller than the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for LRGE and FLIN.


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Drawdown Indicators


LRGEFLINDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-41.90%

+4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-16.32%

-18.79%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-37.03%

-22.85%

-14.18%

Current Drawdown

Current decline from peak

-13.29%

-20.75%

+7.46%

Average Drawdown

Average peak-to-trough decline

-7.25%

-7.82%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.25%

5.55%

-0.30%

Volatility

LRGE vs. FLIN - Volatility Comparison

ClearBridge Large Cap Growth ESG ETF (LRGE) and Franklin FTSE India ETF (FLIN) have volatilities of 7.15% and 7.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LRGEFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

7.10%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

11.13%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

20.94%

15.78%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.63%

15.71%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.68%

20.49%

+0.19%