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PIN vs. FLIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PINFLIN
YTD Return13.32%14.39%
1Y Return30.66%32.05%
3Y Return (Ann)11.37%11.47%
5Y Return (Ann)13.23%12.88%
Sharpe Ratio2.192.35
Daily Std Dev14.36%14.14%
Max Drawdown-64.54%-41.90%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between PIN and FLIN is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

PIN vs. FLIN - Performance Comparison

In the year-to-date period, PIN achieves a 13.32% return, which is significantly lower than FLIN's 14.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
14.62%
15.34%
PIN
FLIN

Compare stocks, funds, or ETFs

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


Invesco India ETF

Franklin FTSE India ETF

PIN vs. FLIN - Expense Ratio Comparison

PIN has a 0.78% expense ratio, which is higher than FLIN's 0.19% expense ratio.


PIN
Invesco India ETF
Expense ratio chart for PIN: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

PIN vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco India ETF (PIN) 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.


PIN
Sharpe ratio
The chart of Sharpe ratio for PIN, currently valued at 2.19, compared to the broader market0.002.004.006.002.19
Sortino ratio
The chart of Sortino ratio for PIN, currently valued at 2.76, compared to the broader market0.005.0010.002.76
Omega ratio
The chart of Omega ratio for PIN, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for PIN, currently valued at 3.38, compared to the broader market0.005.0010.0015.0020.003.38
Martin ratio
The chart of Martin ratio for PIN, currently valued at 15.06, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.06
FLIN
Sharpe ratio
The chart of Sharpe ratio for FLIN, currently valued at 2.35, compared to the broader market0.002.004.006.002.35
Sortino ratio
The chart of Sortino ratio for FLIN, currently valued at 2.91, compared to the broader market0.005.0010.002.91
Omega ratio
The chart of Omega ratio for FLIN, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.003.501.46
Calmar ratio
The chart of Calmar ratio for FLIN, currently valued at 3.33, compared to the broader market0.005.0010.0015.0020.003.33
Martin ratio
The chart of Martin ratio for FLIN, currently valued at 17.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.29

PIN vs. FLIN - Sharpe Ratio Comparison

The current PIN Sharpe Ratio is 2.19, which roughly equals the FLIN Sharpe Ratio of 2.35. The chart below compares the 12-month rolling Sharpe Ratio of PIN and FLIN.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.19
2.35
PIN
FLIN

Dividends

PIN vs. FLIN - Dividend Comparison

PIN's dividend yield for the trailing twelve months is around 1.83%, more than FLIN's 0.64% yield.


TTM20232022202120202019201820172016201520142013
PIN
Invesco India ETF
1.83%2.08%14.07%6.95%0.72%27.85%0.95%1.01%1.18%0.61%0.99%0.48%
FLIN
Franklin FTSE India ETF
0.64%0.73%0.73%2.27%0.68%0.90%0.92%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PIN vs. FLIN - Drawdown Comparison

The maximum PIN drawdown since its inception was -64.54%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for PIN and FLIN. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune00
PIN
FLIN

Volatility

PIN vs. FLIN - Volatility Comparison

Invesco India ETF (PIN) and Franklin FTSE India ETF (FLIN) have volatilities of 8.58% and 8.50%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%2024FebruaryMarchAprilMayJune
8.58%
8.50%
PIN
FLIN