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

Correlation

The correlation between WAINX and FLIN is 0.35, 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.


Performance

WAINX vs. FLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wasatch Emerging India Fund (WAINX) and Franklin FTSE India ETF (FLIN). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
32.39%
69.03%
WAINX
FLIN

Key characteristics

Sharpe Ratio

WAINX:

-0.34

FLIN:

0.20

Sortino Ratio

WAINX:

-0.34

FLIN:

0.30

Omega Ratio

WAINX:

0.94

FLIN:

1.04

Calmar Ratio

WAINX:

-0.31

FLIN:

0.12

Martin Ratio

WAINX:

-0.59

FLIN:

0.26

Ulcer Index

WAINX:

16.44%

FLIN:

9.01%

Daily Std Dev

WAINX:

24.42%

FLIN:

16.50%

Max Drawdown

WAINX:

-41.34%

FLIN:

-41.90%

Current Drawdown

WAINX:

-25.23%

FLIN:

-11.25%

Returns By Period

In the year-to-date period, WAINX achieves a -1.58% return, which is significantly lower than FLIN's -1.29% return.


WAINX

YTD

-1.58%

1M

2.19%

6M

-18.84%

1Y

-8.20%

5Y*

10.85%

10Y*

6.64%

FLIN

YTD

-1.29%

1M

2.66%

6M

-3.55%

1Y

3.19%

5Y*

17.70%

10Y*

N/A

*Annualized

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WAINX vs. FLIN - Expense Ratio Comparison

WAINX has a 1.51% expense ratio, which is higher than FLIN's 0.19% expense ratio.


Risk-Adjusted Performance

WAINX vs. FLIN — Risk-Adjusted Performance Rank

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

WAINX
The Risk-Adjusted Performance Rank of WAINX is 66
Overall Rank
The Sharpe Ratio Rank of WAINX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of WAINX is 77
Sortino Ratio Rank
The Omega Ratio Rank of WAINX is 55
Omega Ratio Rank
The Calmar Ratio Rank of WAINX is 44
Calmar Ratio Rank
The Martin Ratio Rank of WAINX is 99
Martin Ratio Rank

FLIN
The Risk-Adjusted Performance Rank of FLIN is 2727
Overall Rank
The Sharpe Ratio Rank of FLIN is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FLIN is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FLIN is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FLIN is 2828
Calmar Ratio Rank
The Martin Ratio Rank of FLIN is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WAINX vs. FLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Emerging India Fund (WAINX) 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.


The current WAINX Sharpe Ratio is -0.34, which is lower than the FLIN Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of WAINX 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 Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.34
0.20
WAINX
FLIN

Dividends

WAINX vs. FLIN - Dividend Comparison

WAINX has not paid dividends to shareholders, while FLIN's dividend yield for the trailing twelve months is around 1.60%.


TTM20242023202220212020201920182017201620152014
WAINX
Wasatch Emerging India Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%
FLIN
Franklin FTSE India ETF
1.60%1.58%0.73%0.73%2.26%0.69%0.90%0.92%0.00%0.00%0.00%0.00%

Drawdowns

WAINX vs. FLIN - Drawdown Comparison

The maximum WAINX drawdown since its inception was -41.34%, roughly equal to the maximum FLIN drawdown of -41.90%. Use the drawdown chart below to compare losses from any high point for WAINX and FLIN. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-25.23%
-11.25%
WAINX
FLIN

Volatility

WAINX vs. FLIN - Volatility Comparison

Wasatch Emerging India Fund (WAINX) has a higher volatility of 6.58% compared to Franklin FTSE India ETF (FLIN) at 5.59%. This indicates that WAINX'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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
6.58%
5.59%
WAINX
FLIN