SYF vs. FLTW

Last updated Jun 4, 2026

SYF (Synchrony Financial) is a stock, while FLTW (Franklin FTSE Taiwan ETF) is Asia Pacific Equities fund tracking the FTSE Taiwan RIC Capped Index. Over the past 5 years, SYF returned 9.06%/yr vs 21.84%/yr for FLTW. At a 0.38 correlation, their price movements are largely independent.

Performance

SYF vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Synchrony Financial (SYF) and Franklin FTSE Taiwan ETF (FLTW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SYF achieves a -16.96% return, which is significantly lower than FLTW's 73.16% return.

SYF

• 1D: -3.17%
• 1M: -7.06%
• YTD: -16.96%
• 6M: -12.47%
• 1Y: 18.38%
• 3Y*: 30.40%
• 5Y*: 9.06%
• 10Y*: 10.95%

FLTW

• 1D: -0.16%
• 1M: 20.90%
• YTD: 73.16%
• 6M: 78.07%
• 1Y: 122.77%
• 3Y*: 43.09%
• 5Y*: 21.84%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SYF vs. FLTW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SYF Synchrony Financial	-16.96%	30.64%	74.01%	19.76%	-27.43%	36.40%	-0.08%	57.48%	-37.84%	17.82%
FLTW Franklin FTSE Taiwan ETF	73.16%	32.00%	16.68%	30.05%	-27.51%	29.46%	29.77%	31.23%	-9.32%	-1.25%

Correlation

The correlation between SYF and FLTW is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.39
Correlation (All Time) Calculated using the full available price history since Nov 7, 2017	0.38

Return for Risk

SYF vs. FLTW — Risk / Return Rank

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

SYF

SYF Risk / Return Rank: 56
SYF Sharpe Ratio Rank: 61
SYF Sortino Ratio Rank: 53
SYF Omega Ratio Rank: 53
SYF Calmar Ratio Rank: 55
SYF Martin Ratio Rank: 56

FLTW

FLTW Risk / Return Rank: 96
FLTW Sharpe Ratio Rank: 97
FLTW Sortino Ratio Rank: 95
FLTW Omega Ratio Rank: 95
FLTW Calmar Ratio Rank: 97
FLTW Martin Ratio Rank: 96

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.

SYF vs. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SYF) and Franklin FTSE Taiwan ETF (FLTW). 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.

	SYF	FLTW	Difference
Sharpe ratio: Return per unit of total volatility	0.63	4.75	-4.12
Sortino ratio: Return per unit of downside risk	0.98	5.21	-4.23
Omega ratio: Gain probability vs. loss probability	1.13	1.73	-0.60
Calmar ratio: Return relative to maximum drawdown	0.67	11.36	-10.69
Martin ratio: Return relative to average drawdown	1.52	35.77	-34.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SYF vs. FLTW - Sharpe Ratio Comparison

The current SYF Sharpe Ratio is 0.63, which is lower than the FLTW Sharpe Ratio of 4.75. The chart below compares the historical Sharpe Ratios of SYF and FLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SYF	FLTW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	4.75	-4.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.98	-0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.95	-0.64

Drawdowns

SYF vs. FLTW - Drawdown Comparison

The maximum SYF drawdown since its inception was -66.37%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for SYF and FLTW.

Drawdown Indicators

	SYF	FLTW	Difference
Max Drawdown Largest peak-to-trough decline	-66.37%	-38.00%	-28.37%
Max Drawdown (1Y) Largest decline over 1 year	-27.61%	-10.87%	-16.74%
Max Drawdown (3Y) Largest decline over 3 years	-37.75%	-26.45%	-11.30%
Max Drawdown (5Y) Largest decline over 5 years	-46.65%	-38.00%	-8.65%
Max Drawdown (10Y) Largest decline over 10 years	-66.37%	—	—
Current Drawdown Current decline from peak	-21.69%	-0.16%	-21.53%
Average Drawdown Average peak-to-trough decline	-16.99%	-8.43%	-8.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.08%	3.45%	+8.63%

Volatility

SYF vs. FLTW - Volatility Comparison

The current volatility for Synchrony Financial (SYF) is 7.91%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 11.77%. This indicates that SYF experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SYF	FLTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.91%	11.77%	-3.86%
Volatility (6M) Calculated over the trailing 6-month period	23.02%	21.29%	+1.73%
Volatility (1Y) Calculated over the trailing 1-year period	29.21%	26.00%	+3.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.72%	22.44%	+14.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.52%	21.77%	+17.75%

Dividends

SYF vs. FLTW - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.75%, more than FLTW's 1.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FLTW Franklin FTSE Taiwan ETF	1.45%	2.51%	1.89%	2.85%	3.16%	2.31%	2.14%	3.00%	1.06%	0.00%	0.00%
SYF Synchrony Financial	1.75%	1.38%	1.54%	2.51%	2.74%	1.90%	2.54%	2.39%	3.07%	1.45%	0.72%

Frequently Asked Questions

Can I hold both SYF and FLTW in my portfolio?

SYF and FLTW have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SYF or FLTW?

FLTW has higher volatility (11.77%) compared to SYF (7.91%). In terms of maximum drawdown, SYF dropped -66.37% vs FLTW's -38.00%.

Which has better risk-adjusted returns?

FLTW currently has the higher Sharpe Ratio (4.75 vs 0.63), 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.