LVHI vs. COST

Last updated Jun 13, 2026

LVHI (Franklin International Low Volatility High Dividend Index ETF) is Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR, while COST (Costco Wholesale Corporation) is a stock. Over the past 5 years, LVHI returned 15.97%/yr vs 22.12%/yr for COST. At a 0.28 correlation, their price movements are largely independent.

Performance

LVHI vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Low Volatility High Dividend Index ETF (LVHI) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with LVHI having a 13.78% return and COST slightly higher at 14.24%.

LVHI

• 1D: 0.49%
• 1M: 1.30%
• YTD: 13.78%
• 6M: 14.96%
• 1Y: 31.64%
• 3Y*: 21.52%
• 5Y*: 15.97%
• 10Y*: —

COST

• 1D: 0.68%
• 1M: -4.91%
• YTD: 14.24%
• 6M: 11.38%
• 1Y: -1.48%
• 3Y*: 25.12%
• 5Y*: 22.12%
• 10Y*: 22.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LVHI vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LVHI Franklin International Low Volatility High Dividend Index ETF	13.78%	27.12%	14.81%	17.45%	3.84%	18.19%	-8.76%	18.35%	-5.22%	12.26%
COST Costco Wholesale Corporation	14.24%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between LVHI and COST is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (All Time) Calculated using the full available price history since Jul 28, 2016	0.28

The correlation between LVHI and COST shifts across timeframes, from 0.09 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

LVHI vs. COST — Risk / Return Rank

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

LVHI

LVHI Risk / Return Rank: 94
LVHI Sharpe Ratio Rank: 95
LVHI Sortino Ratio Rank: 95
LVHI Omega Ratio Rank: 94
LVHI Calmar Ratio Rank: 92
LVHI Martin Ratio Rank: 93

COST

COST Risk / Return Rank: 37
COST Sharpe Ratio Rank: 40
COST Sortino Ratio Rank: 32
COST Omega Ratio Rank: 32
COST Calmar Ratio Rank: 40
COST Martin Ratio Rank: 39

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.

LVHI vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Low Volatility High Dividend Index ETF (LVHI) and Costco Wholesale Corporation (COST). 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.

	LVHI	COST	Difference
Sharpe ratio: Return per unit of total volatility	3.31	-0.08	+3.39
Sortino ratio: Return per unit of downside risk	4.54	0.02	+4.52
Omega ratio: Gain probability vs. loss probability	1.63	1.00	+0.62
Calmar ratio: Return relative to maximum drawdown	5.23	-0.10	+5.33
Martin ratio: Return relative to average drawdown	21.61	-0.22	+21.84

LVHI vs. COST - Sharpe Ratio Comparison

The current LVHI Sharpe Ratio is 3.31, which is higher than the COST Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of LVHI and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LVHI vs. COST - Drawdown Comparison

The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for LVHI and COST.

Drawdown Indicators

	LVHI	COST	Difference
Max Drawdown Largest peak-to-trough decline	-32.31%	-53.39%	+21.08%
Max Drawdown (1Y) Largest decline over 1 year	-6.08%	-15.14%	+9.06%
Max Drawdown (3Y) Largest decline over 3 years	-11.99%	-20.74%	+8.75%
Max Drawdown (5Y) Largest decline over 5 years	-11.99%	-31.40%	+19.41%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.40%	—
Current Drawdown Current decline from peak	0.00%	-10.23%	+10.23%
Average Drawdown Average peak-to-trough decline	-3.51%	-13.36%	+9.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.48%	6.67%	-5.19%

Volatility

LVHI vs. COST - Volatility Comparison

The current volatility for Franklin International Low Volatility High Dividend Index ETF (LVHI) is 2.78%, while Costco Wholesale Corporation (COST) has a volatility of 7.44%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVHI	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	7.44%	-4.66%
Volatility (6M) Calculated over the trailing 6-month period	7.72%	14.53%	-6.81%
Volatility (1Y) Calculated over the trailing 1-year period	9.60%	18.80%	-9.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.08%	22.72%	-11.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.75%	21.95%	-8.20%

Dividends

LVHI vs. COST - Dividend Comparison

LVHI's dividend yield for the trailing twelve months is around 4.69%, more than COST's 0.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
LVHI Franklin International Low Volatility High Dividend Index ETF	4.69%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%	0.00%

Frequently Asked Questions

Can I hold both LVHI and COST in my portfolio?

LVHI and COST have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LVHI or COST?

COST has higher volatility (7.44%) compared to LVHI (2.78%). In terms of maximum drawdown, LVHI dropped -32.31% vs COST's -53.39%.

Which has better risk-adjusted returns?

LVHI currently has the higher Sharpe Ratio (3.31 vs -0.08), 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.