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

Correlation

The correlation between SMIN and FLIN is 0.83, 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.


-0.50.00.51.00.8

Performance

SMIN vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI India Small-Cap ETF (SMIN) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.88%
-2.51%
SMIN
FLIN

Key characteristics

Sharpe Ratio

SMIN:

1.57

FLIN:

1.04

Sortino Ratio

SMIN:

1.98

FLIN:

1.42

Omega Ratio

SMIN:

1.29

FLIN:

1.21

Calmar Ratio

SMIN:

2.71

FLIN:

1.47

Martin Ratio

SMIN:

8.25

FLIN:

4.30

Ulcer Index

SMIN:

3.47%

FLIN:

3.58%

Daily Std Dev

SMIN:

18.29%

FLIN:

14.76%

Max Drawdown

SMIN:

-60.50%

FLIN:

-41.90%

Current Drawdown

SMIN:

-1.79%

FLIN:

-9.26%

Returns By Period

In the year-to-date period, SMIN achieves a 23.50% return, which is significantly higher than FLIN's 11.34% return.


SMIN

YTD

23.50%

1M

8.33%

6M

6.88%

1Y

24.66%

5Y*

20.38%

10Y*

11.36%

FLIN

YTD

11.34%

1M

-0.08%

6M

-1.86%

1Y

12.98%

5Y*

11.93%

10Y*

N/A

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SMIN vs. FLIN - Expense Ratio Comparison

SMIN has a 0.76% expense ratio, which is higher than FLIN's 0.19% expense ratio.


SMIN
iShares MSCI India Small-Cap ETF
Expense ratio chart for SMIN: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
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

SMIN vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India Small-Cap ETF (SMIN) 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.


Sharpe ratio
The chart of Sharpe ratio for SMIN, currently valued at 1.57, compared to the broader market0.002.004.001.571.04
The chart of Sortino ratio for SMIN, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.001.981.42
The chart of Omega ratio for SMIN, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.21
The chart of Calmar ratio for SMIN, currently valued at 2.71, compared to the broader market0.005.0010.0015.002.711.47
The chart of Martin ratio for SMIN, currently valued at 8.25, compared to the broader market0.0020.0040.0060.0080.00100.008.254.30
SMIN
FLIN

The current SMIN Sharpe Ratio is 1.57, which is higher than the FLIN Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of SMIN 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.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.57
1.04
SMIN
FLIN

Dividends

SMIN vs. FLIN - Dividend Comparison

SMIN's dividend yield for the trailing twelve months is around 11.31%, more than FLIN's 0.93% yield.


TTM20232022202120202019201820172016201520142013
SMIN
iShares MSCI India Small-Cap ETF
11.31%0.41%0.01%1.27%1.07%1.74%1.68%0.89%2.30%0.93%0.34%0.75%
FLIN
Franklin FTSE India ETF
0.93%0.73%0.73%2.26%0.69%0.90%0.92%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SMIN vs. FLIN - Drawdown Comparison

The maximum SMIN drawdown since its inception was -60.50%, which is greater than FLIN's maximum drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for SMIN and FLIN. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.79%
-9.26%
SMIN
FLIN

Volatility

SMIN vs. FLIN - Volatility Comparison

iShares MSCI India Small-Cap ETF (SMIN) has a higher volatility of 5.65% compared to Franklin FTSE India ETF (FLIN) at 3.92%. This indicates that SMIN'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.65%
3.92%
SMIN
FLIN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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