VOXX vs. FLXI.DE
Compare and contrast key facts about VOXX International Corporation (VOXX) and Franklin FTSE India UCITS ETF (FLXI.DE).
FLXI.DE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE India 30/18 Capped. It was launched on Jun 25, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOXX or FLXI.DE.
Performance
VOXX vs. FLXI.DE - Performance Comparison
Returns By Period
In the year-to-date period, VOXX achieves a -39.23% return, which is significantly lower than FLXI.DE's 16.13% return.
VOXX
-39.23%
-17.01%
62.25%
-36.50%
5.36%
-2.62%
FLXI.DE
16.13%
-4.42%
4.42%
24.91%
13.17%
N/A
Key characteristics
| VOXX | FLXI.DE | |
|---|---|---|
| Sharpe Ratio | -0.36 | 1.63 |
| Sortino Ratio | -0.04 | 2.21 |
| Omega Ratio | 0.99 | 1.33 |
| Calmar Ratio | -0.37 | 4.18 |
| Martin Ratio | -0.74 | 11.74 |
| Ulcer Index | 47.82% | 2.14% |
| Daily Std Dev | 98.28% | 15.34% |
| Max Drawdown | -97.39% | -40.58% |
| Current Drawdown | -90.73% | -5.55% |
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Correlation
The correlation between VOXX and FLXI.DE is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
VOXX vs. FLXI.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VOXX International Corporation (VOXX) and Franklin FTSE India UCITS ETF (FLXI.DE). 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.
Dividends
VOXX vs. FLXI.DE - Dividend Comparison
Neither VOXX nor FLXI.DE has paid dividends to shareholders.
Drawdowns
VOXX vs. FLXI.DE - Drawdown Comparison
The maximum VOXX drawdown since its inception was -97.39%, which is greater than FLXI.DE's maximum drawdown of -40.58%. Use the drawdown chart below to compare losses from any high point for VOXX and FLXI.DE. For additional features, visit the drawdowns tool.
Volatility
VOXX vs. FLXI.DE - Volatility Comparison
VOXX International Corporation (VOXX) has a higher volatility of 13.51% compared to Franklin FTSE India UCITS ETF (FLXI.DE) at 3.81%. This indicates that VOXX's price experiences larger fluctuations and is considered to be riskier than FLXI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.