SNEX vs. FLJH
SNEX (StoneX Group Inc.) is a stock, while FLJH (Franklin FTSE Japan Hedged ETF) is Japan Equities fund tracking the FTSE Japan RIC Capped Hedged to USD Net Tax Index. Over the past 5 years, SNEX returned 45.86%/yr vs 20.54%/yr for FLJH. At a 0.36 correlation, their price movements are largely independent.
Performance
SNEX vs. FLJH - Performance Comparison
Loading charts...
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*
- —
SNEX vs. FLJH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SNEX vs. FLJH — Risk / Return Rank
SNEX
FLJH
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.
| SNEX | FLJH | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| SNEX | FLJH | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -1.30% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -42.89% | -5.30% | -37.59% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| SNEX | FLJH | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for SNEX and FLJH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer