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SNEX vs. FLJH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNEX vs. FLJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in StoneX Group Inc. (SNEX) and Franklin FTSE Japan Hedged ETF (FLJH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNEX achieves a 106.07% return, which is significantly higher than FLJH's 18.85% return.


SNEX

1D
0.73%
1M
18.58%
YTD
106.07%
6M
101.21%
1Y
132.71%
3Y*
70.28%
5Y*
45.86%
10Y*
32.52%

FLJH

1D
0.82%
1M
1.43%
YTD
18.85%
6M
15.00%
1Y
45.89%
3Y*
25.97%
5Y*
20.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNEX vs. FLJH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SNEX
StoneX Group Inc.
106.07%45.65%32.70%16.21%55.59%5.79%18.57%33.49%-13.99%1.72%
FLJH
Franklin FTSE Japan Hedged ETF
18.85%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-14.66%1.26%

Correlation

The correlation between SNEX and FLJH is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.36

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Return for Risk

SNEX vs. FLJH — Risk / Return Rank

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

SNEX
SNEX Risk / Return Rank: 9494
Overall Rank
SNEX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SNEX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SNEX Omega Ratio Rank: 9393
Omega Ratio Rank
SNEX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SNEX Martin Ratio Rank: 9494
Martin Ratio Rank

FLJH
FLJH Risk / Return Rank: 8686
Overall Rank
FLJH Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLJH Sortino Ratio Rank: 8686
Sortino Ratio Rank
FLJH Omega Ratio Rank: 8585
Omega Ratio Rank
FLJH Calmar Ratio Rank: 8686
Calmar Ratio Rank
FLJH Martin Ratio Rank: 8787
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.

SNEX vs. FLJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneX Group Inc. (SNEX) and Franklin FTSE Japan Hedged ETF (FLJH). 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.


SNEXFLJHDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.48

1.45

+0.04

Calmar ratioReturn relative to maximum drawdown

6.26

4.20

+2.06

Martin ratioReturn relative to average drawdown

16.05

16.28

-0.23

SNEX vs. FLJH - Sharpe Ratio Comparison

The current SNEX Sharpe Ratio is 3.09, which is comparable to the FLJH Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of SNEX and FLJH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SNEX vs. FLJH - Drawdown Comparison

The maximum SNEX drawdown since its inception was -97.89%, which is greater than FLJH's maximum drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for SNEX and FLJH.


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Drawdown Indicators


SNEXFLJHDifference

Max Drawdown

Largest peak-to-trough decline

-97.89%

-31.51%

-66.38%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-10.80%

-10.11%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-20.39%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

-20.39%

-3.68%

Max Drawdown (10Y)

Largest decline over 10 years

-48.65%

Current Drawdown

Current decline from peak

0.00%

-1.30%

+1.30%

Average Drawdown

Average peak-to-trough decline

-42.89%

-5.30%

-37.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

2.78%

+5.37%

Volatility

SNEX vs. FLJH - Volatility Comparison

StoneX Group Inc. (SNEX) has a higher volatility of 12.49% compared to Franklin FTSE Japan Hedged ETF (FLJH) at 5.20%. This indicates that SNEX's price experiences larger fluctuations and is considered to be riskier than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNEXFLJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.49%

5.20%

+7.29%

Volatility (6M)

Calculated over the trailing 6-month period

30.78%

14.09%

+16.69%

Volatility (1Y)

Calculated over the trailing 1-year period

42.37%

18.44%

+23.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.13%

18.61%

+16.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.47%

19.84%

+16.63%

Dividends

SNEX vs. FLJH - Dividend Comparison

SNEX has not paid dividends to shareholders, while FLJH's dividend yield for the trailing twelve months is around 3.28%.


PositionTTM202520242023202220212020201920182017
FLJH
Franklin FTSE Japan Hedged ETF
3.28%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%
SNEX
StoneX Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SNEX and FLJH have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNEX has higher volatility (12.49%) compared to FLJH (5.20%). In terms of maximum drawdown, SNEX dropped -97.89% vs FLJH's -31.51%.

SNEX currently has the higher Sharpe Ratio (3.09 vs 2.46), 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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