Summary
FLAX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 31.39% Volatility 19.74% Sharpe 1.48
Official loaded data — not a live quote.

FRANKLIN FTSE ASIA EX JAPAN ETF

Symbol: FLAX

Exchange: NYSE

Sector: Technology

Category: Pacific/Asia ex-Japan Stk

Inception date: 06/02/2018

Latest date: 20/07/2026

Current price: $34.51

Expense ratio: 0.19%

Assets under management
$51.2M
-0.74% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-11.15%

Ann. -61.26% (Sharpe / Sortino numerator)

Volatility

33.06%

Sharpe ratio

-1.963

VaR 95%

-3.46%

CVaR 95%: -3.82%
Max drawdown: -7.32%
Sortino ratio: -3.095
Calmar ratio: -8.37

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.09%

Ann. 0.59% (Sharpe / Sortino numerator)

Volatility

23.78%

Sharpe ratio

-0.128

VaR 95%

-2.92%

CVaR 95%: -3.50%
Max drawdown: -12.99%
Sortino ratio: -0.175
Calmar ratio: 0.05

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.35%

Ann. 12.07% (Sharpe / Sortino numerator)

Volatility

20.23%

Sharpe ratio

0.417

VaR 95%

-1.95%

CVaR 95%: -3.08%
Max drawdown: -12.99%
Sortino ratio: 0.571
Calmar ratio: 0.93

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

31.39%

Ann. 32.77% (Sharpe / Sortino numerator)

Volatility

19.74%

Sharpe ratio

1.476

VaR 95%

-1.70%

CVaR 95%: -2.97%
Max drawdown: -12.99%
Sortino ratio: 1.927
Calmar ratio: 2.52

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

57.49%

Ann. 21.35% (Sharpe / Sortino numerator)

Volatility

18.42%

Sharpe ratio

0.962

VaR 95%

-1.83%

CVaR 95%: -2.67%
Max drawdown: -19.29%
Sortino ratio: 1.331
Calmar ratio: 1.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

74.23%

Ann. 15.55% (Sharpe / Sortino numerator)

Volatility

17.35%

Sharpe ratio

0.687

VaR 95%

-1.68%

CVaR 95%: -2.45%
Max drawdown: -19.29%
Sortino ratio: 0.996
Calmar ratio: 0.81

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.12%

Best day

5.047%

08/04/2026
Worst day

-6.717%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.77 $35.01 $31.72 $34.51 9,900
17/07/2026 $34.63 $34.69 $34.43 $34.48 4,900
16/07/2026 $35.09 $35.09 $34.90 $34.95 11,600
15/07/2026 $35.84 $35.84 $35.34 $35.70 6,000
14/07/2026 $35.51 $35.74 $35.51 $35.73 8,300
13/07/2026 $35.39 $35.43 $35.06 $35.10 7,400
10/07/2026 $36.27 $36.42 $36.22 $36.27 4,400
09/07/2026 $36.17 $36.45 $36.16 $36.33 2,500
08/07/2026 $35.75 $36.07 $35.53 $36.07 2,100
07/07/2026 $35.91 $35.98 $35.61 $35.78 8,100