FRANKLIN INTERNATIONAL AGGREGATE BOND ETF
Symbol: FLIA
Exchange: BATS
Sector: Technology
Category: Global Bond-USD Hedged
Inception date: 30/05/2018
Latest date: 15/10/2026
Current price: $20.11
Expense ratio: 0.25%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.74%
Ann. -11.17% (Sharpe / Sortino numerator)
Volatility
5.27%
Sharpe ratio
-2.810
VaR 95%
-0.57%
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
-0.58%
Ann. 1.62% (Sharpe / Sortino numerator)
Volatility
3.59%
Sharpe ratio
-0.559
VaR 95%
-0.38%
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
0.14%
Ann. 1.47% (Sharpe / Sortino numerator)
Volatility
3.05%
Sharpe ratio
-0.709
VaR 95%
-0.30%
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
0.77%
Ann. 2.84% (Sharpe / Sortino numerator)
Volatility
3.57%
Sharpe ratio
-0.220
VaR 95%
-0.34%
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
3.11%
Ann. 3.17% (Sharpe / Sortino numerator)
Volatility
3.93%
Sharpe ratio
-0.117
VaR 95%
-0.39%
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
10.92%
Ann. 3.17% (Sharpe / Sortino numerator)
Volatility
4.47%
Sharpe ratio
-0.103
VaR 95%
-0.43%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.003%
Best day
0.593%
Worst day
-0.789%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $20.17 | $20.17 | $20.11 | $20.11 | 62,200 |
| 14/10/2026 | $20.04 | $20.09 | $20.04 | $20.07 | 121,400 |
| 13/10/2026 | $20.07 | $20.09 | $20.06 | $20.09 | 34,900 |
| 12/10/2026 | $20.06 | $20.07 | $20.05 | $20.05 | 21,700 |
| 09/10/2026 | $20.07 | $20.08 | $20.05 | $20.07 | 29,100 |
| 08/10/2026 | $20.04 | $20.08 | $20.01 | $20.07 | 37,100 |
| 07/10/2026 | $19.99 | $20.04 | $19.98 | $20.03 | 76,000 |
| 06/10/2026 | $20.02 | $20.08 | $20.02 | $20.04 | 210,500 |
| 05/10/2026 | $20.00 | $20.01 | $19.96 | $19.99 | 57,600 |
| 02/10/2026 | $20.02 | $20.03 | $20.00 | $20.01 | 57,900 |