FLCO vs DFSE

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

FLCO vs DFSE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

FLCO

$590M

Winner

DFSE

$590M

Expense Ratio

Winner

FLCO

0.35%

DFSE

0.41%

Max Drawdown

FLCO

28.31%

Winner

DFSE

20.35%

Sharpe Ratio

FLCO

0.23

Winner

DFSE

1.34

5Y Beta

Winner

FLCO

0.11

DFSE

0.80

5Y Dividends CAGR

FLCO

1.95%

DFSE

N/A

FLCO vs DFSE - Historical Returns

Returns include dividend reinvestment.

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

Winner

FLCO

-0.02%

DFSE

-2.13%

FLCO

-0.64%

Winner

DFSE

+9.39%

FLCO

+0.29%

Winner

DFSE

+15.00%

FLCO

+4.90%

Winner

DFSE

+31.72%

5Y(CAGR)

FLCO

+0.11%

DFSE

N/A

10Y(CAGR)

FLCO

+2.11%

DFSE

N/A

Max(CAGR)

FLCO

+2.11%

Winner

DFSE

+21.26%

FLCO vs DFSE - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

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

FLCO vs DFSE Drawdown Comparison

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

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

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

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

Correlation

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

0.92

-101

Dividend Comparison (2016 - 2026)

FLCO vs DFSE dividend yield comparison.

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