RDVT vs. FLCH
RDVT (Red Violet, Inc.) is a stock, while FLCH (Franklin FTSE China ETF) is China Equities fund tracking the FTSE China RIC Capped Index. Over the past 5 years, RDVT returned 20.52%/yr vs -6.62%/yr for FLCH. At a 0.16 correlation, their price movements are largely independent.
Performance
RDVT vs. FLCH - Performance Comparison
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Returns By Period
In the year-to-date period, RDVT achieves a -1.28% return, which is significantly higher than FLCH's -14.03% return.
RDVT
- 1D
- 1.13%
- 1M
- 8.66%
- YTD
- -1.28%
- 6M
- 0.21%
- 1Y
- 17.86%
- 3Y*
- 43.36%
- 5Y*
- 20.52%
- 10Y*
- —
FLCH
- 1D
- -1.54%
- 1M
- -8.25%
- YTD
- -14.03%
- 6M
- -14.94%
- 1Y
- -4.98%
- 3Y*
- 8.15%
- 5Y*
- -6.62%
- 10Y*
- —
RDVT vs. FLCH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RDVT Red Violet, Inc. | -1.28% | 58.63% | 81.27% | -13.25% | -42.00% | 52.01% | 41.06% | 174.63% | -76.76% |
FLCH Franklin FTSE China ETF | -14.03% | 32.55% | 18.00% | -11.21% | -22.74% | -20.87% | 30.09% | 24.32% | -19.93% |
Correlation
The correlation between RDVT and FLCH is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2018 | 0.16 |
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Return for Risk
RDVT vs. FLCH — Risk / Return Rank
RDVT
FLCH
RDVT vs. FLCH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Red Violet, Inc. (RDVT) and Franklin FTSE China ETF (FLCH). 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.
| RDVT | FLCH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.97 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | -0.23 | +0.66 |
| Martin ratioReturn relative to average drawdown | 0.94 | -0.59 | +1.53 |
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Drawdowns
RDVT vs. FLCH - Drawdown Comparison
The maximum RDVT drawdown since its inception was -90.17%, which is greater than FLCH's maximum drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for RDVT and FLCH.
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Drawdown Indicators
| RDVT | FLCH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -62.09% | -28.08% |
Max Drawdown (1Y)Largest decline over 1 year | -42.11% | -21.29% | -20.82% |
Max Drawdown (3Y)Largest decline over 3 years | -42.11% | -25.43% | -16.68% |
Max Drawdown (5Y)Largest decline over 5 years | -63.73% | -55.78% | -7.95% |
Current DrawdownCurrent decline from peak | -5.39% | -39.40% | +34.01% |
Average DrawdownAverage peak-to-trough decline | -50.20% | -30.56% | -19.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.99% | 8.52% | +10.47% |
Volatility
RDVT vs. FLCH - Volatility Comparison
Red Violet, Inc. (RDVT) has a higher volatility of 12.38% compared to Franklin FTSE China ETF (FLCH) at 5.62%. This indicates that RDVT's price experiences larger fluctuations and is considered to be riskier than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RDVT | FLCH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.38% | 5.62% | +6.76% |
Volatility (6M)Calculated over the trailing 6-month period | 37.46% | 14.09% | +23.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.58% | 19.27% | +26.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.25% | 29.63% | +19.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.25% | 27.86% | +43.39% |
Dividends
RDVT vs. FLCH - Dividend Comparison
RDVT has not paid dividends to shareholders, while FLCH's dividend yield for the trailing twelve months is around 1.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | 1.81% | 2.36% | 2.87% | 3.47% | 2.69% | 1.48% | 0.91% | 1.98% | 1.92% | 0.01% |
RDVT Red Violet, Inc. | 0.00% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RDVT and FLCH have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDVT has higher volatility (12.38%) compared to FLCH (5.62%). In terms of maximum drawdown, RDVT dropped -90.17% vs FLCH's -62.09%.
RDVT currently has the higher Sharpe Ratio (0.39 vs -0.26), 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.
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