DFSE vs FLCO

Comparison between DIMENSIONAL EMERGING MARKETS SUSTAINABILITY CORE 1 ETF (DFSE, ETF) and FRANKLIN INVESTMENT GRADE CORPORATE ETF (FLCO, ETF).

DFSE vs FLCO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DFSE(ETF)	FLCO(ETF)
Net Assets	$590M	$590M
Expense Ratio	0.41%	0.35%
Max Drawdown	20.35%	28.31%
Sharpe Ratio	1.34	0.23
5Y Beta	0.80	0.11
5Y Dividends CAGR	N/A	1.95%

Net Assets

Winner

DFSE

$590M

FLCO

$590M

Expense Ratio

DFSE

0.41%

Winner

FLCO

0.35%

Max Drawdown

Winner

DFSE

20.35%

FLCO

28.31%

Sharpe Ratio

Winner

DFSE

1.34

FLCO

0.23

5Y Beta

DFSE

0.80

Winner

FLCO

0.11

5Y Dividends CAGR

DFSE

N/A

FLCO

1.95%

DFSE vs FLCO - Historical Returns

Returns include dividend reinvestment.

Period	DFSE	FLCO
1 month	-2.13%	-0.02%
3 months	+9.39%	-0.64%
6 months	+15.00%	+0.29%
1 year	+31.72%	+4.90%
5 years(CAGR)	N/A	+0.11%
10 years(CAGR)	N/A	+2.11%
Max(CAGR)	+21.26%	+2.11%

DFSE

-2.13%

Winner

FLCO

-0.02%

Winner

DFSE

+9.39%

FLCO

-0.64%

Winner

DFSE

+15.00%

FLCO

+0.29%

Winner

DFSE

+31.72%

FLCO

+4.90%

5Y(CAGR)

DFSE

N/A

FLCO

+0.11%

10Y(CAGR)

DFSE

N/A

FLCO

+2.11%

Max(CAGR)

Winner

DFSE

+21.26%

FLCO

+2.11%

DFSE vs FLCO - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	DFSE	FLCO
2026	+11.41%	+0.22%
2025	+28.68%	+7.49%
2024	+8.43%	+2.52%
2023	+13.80%	+7.30%
2022	+11.62%	-15.40%
2021	N/A	-1.80%
2020	N/A	+9.74%
2019	N/A	+14.70%
2018	N/A	-2.61%
2017	N/A	+6.33%
2016	N/A	-3.09%

DFSE vs FLCO Drawdown Comparison

The maximum drawdown for DFSE was -19.77%, occurring on Apr 8, 2025. Recovery took 168 trading sessions.

The maximum drawdown for FLCO was -22.72%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current DFSE drawdown is -7.46%. The current FLCO drawdown is -2.68%.

Rank	DFSE	FLCO
#1	-19.77% Oct 4, 2024 - Jun 9, 2025	-22.72% Dec 31, 2020 - Oct 20, 2022
#2	-12.87% Feb 25, 2026 - Apr 17, 2026	-18.62% Mar 6, 2020 - Jun 16, 2020
#3	-11.93% Jul 31, 2023 - Feb 23, 2024	-4.76% Dec 14, 2017 - Mar 8, 2019
#4	-9.46% Jan 26, 2023 - Jun 15, 2023	-4.15% Oct 5, 2016 - Jun 2, 2017
#5	-9.08% Jul 12, 2024 - Aug 19, 2024	-2.74% Aug 6, 2020 - Nov 30, 2020
#6	-7.46% Jun 2, 2026 - Jun 5, 2026	-2.41% Aug 28, 2019 - Oct 4, 2019
#7	-6.10% Aug 19, 2024 - Sep 24, 2024	-1.55% Oct 4, 2019 - Nov 26, 2019
#8	-5.67% May 11, 2026 - May 26, 2026	-1.05% Jun 30, 2017 - Jul 20, 2017
#9	-5.34% Oct 29, 2025 - Jan 2, 2026	-1.03% Jul 3, 2019 - Aug 1, 2019
#10	-4.70% Apr 9, 2024 - May 2, 2024	-0.96% Feb 28, 2020 - Mar 4, 2020
#11	-4.57% Oct 8, 2025 - Oct 24, 2025	-0.83% Oct 13, 2017 - Nov 30, 2017
#12	-4.40% May 17, 2024 - Jul 5, 2024	-0.66% Jun 22, 2020 - Jun 29, 2020
#13	-4.25% Jun 15, 2023 - Jul 13, 2023	-0.62% Dec 3, 2020 - Dec 28, 2020
#14	-3.29% Nov 15, 2022 - Nov 30, 2022	-0.56% Sep 8, 2017 - Sep 25, 2017
#15	-3.29% Jul 23, 2025 - Aug 12, 2025	-0.55% Jan 31, 2020 - Feb 10, 2020

Correlation

Correlation between DFSE and FLCO is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2016 - 2026)

DFSE vs FLCO dividend yield comparison.

Year	DFSE	FLCO
2026	0.12%	1.89%
2025	2.26%	4.60%
2024	2.06%	4.63%
2023	2.06%	3.83%
2022	0.36%	3.85%
2021	0.00%	2.85%
2020	0.00%	3.99%
2019	0.00%	3.39%
2018	0.00%	3.86%
2017	0.00%	3.33%
2016	0.00%	0.51%