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MKOR vs. FLIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MKOR vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Korea Active ETF (MKOR) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

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MKOR vs. FLIN - Yearly Performance Comparison


2026 (YTD)202520242023
MKOR
Matthews Korea Active ETF
26.80%70.33%-15.76%-2.16%
FLIN
Franklin FTSE India ETF
-13.92%2.40%10.33%11.44%

Returns By Period

In the year-to-date period, MKOR achieves a 26.80% return, which is significantly higher than FLIN's -13.92% return.


MKOR

1D
5.51%
1M
-16.25%
YTD
26.80%
6M
48.56%
1Y
109.77%
3Y*
5Y*
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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MKOR vs. FLIN - Expense Ratio Comparison

MKOR has a 0.79% expense ratio, which is higher than FLIN's 0.19% expense ratio.


Return for Risk

MKOR vs. FLIN — Risk / Return Rank

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

MKOR
MKOR Risk / Return Rank: 9797
Overall Rank
MKOR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
MKOR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MKOR Omega Ratio Rank: 9797
Omega Ratio Rank
MKOR Calmar Ratio Rank: 9797
Calmar Ratio Rank
MKOR Martin Ratio Rank: 9898
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.

MKOR vs. FLIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Korea Active ETF (MKOR) 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.


MKORFLINDifference

Sharpe ratio

Return per unit of total volatility

3.49

-0.59

+4.08

Sortino ratio

Return per unit of downside risk

3.88

-0.76

+4.63

Omega ratio

Gain probability vs. loss probability

1.55

0.91

+0.64

Calmar ratio

Return relative to maximum drawdown

5.23

-0.48

+5.71

Martin ratio

Return relative to average drawdown

22.29

-1.61

+23.90

MKOR vs. FLIN - Sharpe Ratio Comparison

The current MKOR Sharpe Ratio is 3.49, which is higher than the FLIN Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of MKOR 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


MKORFLINDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.49

-0.59

+4.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.25

+0.73

Correlation

The correlation between MKOR and FLIN is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MKOR vs. FLIN - Dividend Comparison

MKOR's dividend yield for the trailing twelve months is around 2.07%, more than FLIN's 0.65% yield.


TTM20252024202320222021202020192018
MKOR
Matthews Korea Active ETF
2.07%2.62%5.28%0.00%0.00%0.00%0.00%0.00%0.00%
FLIN
Franklin FTSE India ETF
0.65%0.56%1.58%0.73%0.73%2.26%0.68%0.90%0.92%

Drawdowns

MKOR vs. FLIN - Drawdown Comparison

The maximum MKOR drawdown since its inception was -22.09%, smaller than the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for MKOR and FLIN.


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Drawdown Indicators


MKORFLINDifference

Max Drawdown

Largest peak-to-trough decline

-22.09%

-41.90%

+19.81%

Max Drawdown (1Y)

Largest decline over 1 year

-20.62%

-18.79%

-1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-22.85%

Current Drawdown

Current decline from peak

-16.25%

-20.75%

+4.50%

Average Drawdown

Average peak-to-trough decline

-6.39%

-7.82%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

5.55%

-0.71%

Volatility

MKOR vs. FLIN - Volatility Comparison

Matthews Korea Active ETF (MKOR) has a higher volatility of 20.30% compared to Franklin FTSE India ETF (FLIN) at 7.10%. This indicates that MKOR's price experiences larger fluctuations and is considered to be riskier than FLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MKORFLINDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.30%

7.10%

+13.20%

Volatility (6M)

Calculated over the trailing 6-month period

27.34%

11.13%

+16.21%

Volatility (1Y)

Calculated over the trailing 1-year period

31.64%

15.78%

+15.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

15.71%

+8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.25%

20.49%

+3.76%