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NFTY vs. FLKR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFTY vs. FLKR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust India NIFTY 50 Equal Weight ETF (NFTY) and Franklin FTSE South Korea ETF (FLKR). The values are adjusted to include any dividend payments, if applicable.

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NFTY vs. FLKR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NFTY
First Trust India NIFTY 50 Equal Weight ETF
-11.77%5.47%5.18%24.00%-3.46%26.83%10.04%0.58%-1.51%-1.12%
FLKR
Franklin FTSE South Korea ETF
24.40%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%

Returns By Period

In the year-to-date period, NFTY achieves a -11.77% return, which is significantly lower than FLKR's 24.40% return.


NFTY

1D
-0.26%
1M
-6.89%
YTD
-11.77%
6M
-9.34%
1Y
-6.73%
3Y*
7.91%
5Y*
5.73%
10Y*
7.57%

FLKR

1D
-2.35%
1M
-7.24%
YTD
24.40%
6M
47.49%
1Y
123.34%
3Y*
28.94%
5Y*
8.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFTY vs. FLKR - Expense Ratio Comparison

NFTY has a 0.80% expense ratio, which is higher than FLKR's 0.09% expense ratio.


Return for Risk

NFTY vs. FLKR — Risk / Return Rank

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

NFTY
NFTY Risk / Return Rank: 44
Overall Rank
NFTY Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 44
Sortino Ratio Rank
NFTY Omega Ratio Rank: 55
Omega Ratio Rank
NFTY Calmar Ratio Rank: 66
Calmar Ratio Rank
NFTY Martin Ratio Rank: 22
Martin Ratio Rank

FLKR
FLKR Risk / Return Rank: 9797
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9696
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9797
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.

NFTY vs. FLKR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust India NIFTY 50 Equal Weight ETF (NFTY) and Franklin FTSE South Korea ETF (FLKR). 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.


NFTYFLKRDifference

Sharpe ratio

Return per unit of total volatility

-0.43

3.51

-3.94

Sortino ratio

Return per unit of downside risk

-0.54

3.74

-4.28

Omega ratio

Gain probability vs. loss probability

0.94

1.53

-0.59

Calmar ratio

Return relative to maximum drawdown

-0.37

5.34

-5.71

Martin ratio

Return relative to average drawdown

-1.26

20.98

-22.24

NFTY vs. FLKR - Sharpe Ratio Comparison

The current NFTY Sharpe Ratio is -0.43, which is lower than the FLKR Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of NFTY and FLKR, 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


NFTYFLKRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

3.51

-3.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.31

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.31

-0.04

Correlation

The correlation between NFTY and FLKR 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

NFTY vs. FLKR - Dividend Comparison

NFTY's dividend yield for the trailing twelve months is around 2.01%, less than FLKR's 3.11% yield.


TTM20252024202320222021202020192018201720162015
NFTY
First Trust India NIFTY 50 Equal Weight ETF
2.01%1.24%1.61%0.13%5.89%1.53%0.61%0.97%0.00%4.10%3.28%4.39%
FLKR
Franklin FTSE South Korea ETF
3.11%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%0.00%0.00%

Drawdowns

NFTY vs. FLKR - Drawdown Comparison

The maximum NFTY drawdown since its inception was -47.67%, roughly equal to the maximum FLKR drawdown of -50.06%. Use the drawdown chart below to compare losses from any high point for NFTY and FLKR.


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Drawdown Indicators


NFTYFLKRDifference

Max Drawdown

Largest peak-to-trough decline

-47.67%

-50.06%

+2.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.14%

-23.03%

+6.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-49.51%

+27.96%

Max Drawdown (10Y)

Largest decline over 10 years

-47.67%

Current Drawdown

Current decline from peak

-19.35%

-18.75%

-0.60%

Average Drawdown

Average peak-to-trough decline

-9.51%

-22.44%

+12.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

5.86%

-1.18%

Volatility

NFTY vs. FLKR - Volatility Comparison

The current volatility for First Trust India NIFTY 50 Equal Weight ETF (NFTY) is 7.41%, while Franklin FTSE South Korea ETF (FLKR) has a volatility of 19.80%. This indicates that NFTY experiences smaller price fluctuations and is considered to be less risky than FLKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NFTYFLKRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

19.80%

-12.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

30.31%

-18.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

35.36%

-19.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

26.02%

-8.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

26.41%

-5.69%