Summary
FLHY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 7.00% Volatility 6.13% Sharpe 0.57
Official loaded data — not a live quote.

FRANKLIN HIGH YIELD CORPORATE ETF

Symbol: FLHY

Exchange: BATS

Sector: Healthcare

Category: High Yield Bond

Inception date: 30/05/2018

Latest date: 16/07/2026

Current price: $24.21

Expense ratio: 0.40%

Assets under management
$1.2B
0.04% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

0.18%

Ann. -11.49% (Sharpe / Sortino numerator)

Volatility

7.42%

Sharpe ratio

-2.036

VaR 95%

-0.74%

CVaR 95%: -0.81%
Max drawdown: -2.56%
Sortino ratio: -3.994
Calmar ratio: -4.49

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

0.91%

Ann. -2.73% (Sharpe / Sortino numerator)

Volatility

4.91%

Sharpe ratio

-1.297

VaR 95%

-0.55%

CVaR 95%: -0.70%
Max drawdown: -3.45%
Sortino ratio: -1.716
Calmar ratio: -0.79

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

1.71%

Ann. 1.76% (Sharpe / Sortino numerator)

Volatility

4.21%

Sharpe ratio

-0.445

VaR 95%

-0.47%

CVaR 95%: -0.61%
Max drawdown: -3.45%
Sortino ratio: -0.609
Calmar ratio: 0.51

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

7.00%

Ann. 7.11% (Sharpe / Sortino numerator)

Volatility

6.13%

Sharpe ratio

0.568

VaR 95%

-0.43%

CVaR 95%: -0.90%
Max drawdown: -3.45%
Sortino ratio: 0.626
Calmar ratio: 2.06

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

14.81%

Ann. 7.54% (Sharpe / Sortino numerator)

Volatility

5.18%

Sharpe ratio

0.756

VaR 95%

-0.37%

CVaR 95%: -0.72%
Max drawdown: -4.49%
Sortino ratio: 0.887
Calmar ratio: 1.68

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

29.01%

Ann. 8.58% (Sharpe / Sortino numerator)

Volatility

5.39%

Sharpe ratio

0.918

VaR 95%

-0.47%

CVaR 95%: -0.72%
Max drawdown: -4.49%
Sortino ratio: 1.230
Calmar ratio: 1.91

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.027%

Best day

0.941%

31/03/2026
Worst day

-0.868%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $24.20 $24.23 $24.19 $24.21 114,000
15/07/2026 $24.19 $24.23 $24.19 $24.21 228,700
14/07/2026 $24.19 $24.19 $24.16 $24.18 133,200
13/07/2026 $24.18 $24.18 $24.12 $24.14 162,300
10/07/2026 $24.21 $24.21 $24.17 $24.18 229,700
09/07/2026 $24.21 $24.23 $24.19 $24.21 511,700
08/07/2026 $24.18 $24.19 $24.15 $24.19 467,700
07/07/2026 $24.22 $24.23 $24.19 $24.21 574,700
06/07/2026 $24.20 $24.24 $24.19 $24.21 210,000
02/07/2026 $24.20 $24.22 $24.18 $24.20 207,400