Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLQL (Franklin U.S. Large Cap Multifactor Index ETF) | 13.15% | 30.17% | 23.77% | 14.80% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 04/28/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLQL (Franklin U.S. Large Cap Multifactor Index ETF) | 04/28/2017 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.63 | 30.17 | 23.77 | 14.80 | NA | NA | NA | … | … | 13.15 | 19.64 | 24.33 | 23.59 | -14.84 | 26.56 | 10.70 | 29.08 | -2.78 | 15.01 |
| Sharpe Ratio | NA | 2.18 | 1.36 | 0.76 | NA | NA | NA | … | … | 1.97 | 0.90 | 1.53 | 1.65 | -0.76 | 2.23 | 0.32 | 2.48 | -0.29 | 4.07 |
| Standard Deviation(%) | NA | 12.85 | 15.30 | 16.11 | NA | NA | NA | … | … | 15.34 | 18.65 | 13.50 | 12.21 | 21.37 | 11.89 | 32.88 | 11.14 | 14.30 | 5.47 |
| Draw Down(%) | NA | 9.05 | 19.32 | 21.41 | NA | NA | NA | … | … | 9.05 | 19.32 | 9.28 | 8.66 | 21.13 | 6.49 | 33.62 | 5.71 | 16.36 | 2.14 |
| Yield(%) | 0.00 | 1.29 | 1.67 | 1.80 | 2.43 | 1.62 | 1.22 | … | … | 0.22 | 1.31 | 1.40 | 1.84 | 1.73 | 2.28 | 2.15 | 2.26 | 1.74 | 1.36 |
Data as of 06/04/2026, Common starting date is 04/28/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLQL (Franklin U.S. Large Cap Multifactor Index ETF) |
5.65%
Sep 2019 – Sep 2022 |
8.41%
Dec 2017 – Dec 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLQL (Franklin U.S. Large Cap Multifactor Index ETF) |
24.97%
Sep 2022 – Sep 2025 |
17.43%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart