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 24.38%/yr vs -4.82%/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 16.10% return, which is significantly higher than FLCH's -11.05% return.
RDVT
- 1D
- -0.29%
- 1M
- 18.73%
- 6M
- 28.94%
- YTD
- 16.10%
- 1Y
- 46.48%
- 3Y*
- 45.94%
- 5Y*
- 24.38%
- 10Y*
- —
FLCH
- 1D
- -2.50%
- 1M
- -0.43%
- 6M
- -14.23%
- YTD
- -11.05%
- 1Y
- -4.28%
- 3Y*
- 8.54%
- 5Y*
- -4.82%
- 10Y*
- —
RDVT vs. FLCH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RDVT Red Violet, Inc. | 16.10% | 58.63% | 81.27% | -13.25% | -42.00% | 52.01% | 41.06% | 174.63% | -76.76% |
FLCH Franklin FTSE China ETF | -11.05% | 32.55% | 18.00% | -11.21% | -22.74% | -20.87% | 30.09% | 24.32% | -19.93% |
Correlation
The correlation between RDVT and FLCH is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
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 | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.98 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | -0.20 | +1.31 |
| Martin ratioReturn relative to average drawdown | 2.52 | -0.44 | +2.97 |
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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% | -21.48% | -20.63% |
Max Drawdown (3Y)Largest decline over 3 years | -42.11% | -25.43% | -16.68% |
Max Drawdown (5Y)Largest decline over 5 years | -63.73% | -52.45% | -11.28% |
Current DrawdownCurrent decline from peak | -3.77% | -37.30% | +33.53% |
Average DrawdownAverage peak-to-trough decline | -49.87% | -30.61% | -19.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.46% | 9.71% | +8.75% |
Volatility
RDVT vs. FLCH - Volatility Comparison
Red Violet, Inc. (RDVT) has a higher volatility of 10.85% compared to Franklin FTSE China ETF (FLCH) at 6.18%. 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 | 10.85% | 6.18% | +4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 36.87% | 13.90% | +22.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.74% | 19.78% | +25.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.38% | 29.60% | +19.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.11% | 27.82% | +43.29% |
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 2.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLCH Franklin FTSE China ETF | 2.43% | 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 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDVT has higher volatility (10.85%) compared to FLCH (6.18%). In terms of maximum drawdown, RDVT dropped -90.17% vs FLCH's -62.09%.
RDVT currently has the higher Sharpe Ratio (1.02 vs -0.22), 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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