FRANKLIN INTERNATIONAL AGGREGATE BOND ETF
Symbol: FLIA
Exchange: BATS
Sector: Technology
Category: Global Bond-USD Hedged
Inception date: 30/05/2018
Latest date: 20/07/2026
Current price: $20.34
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
-0.50%
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
0.37%
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
0.92%
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
1.97%
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
6.33%
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
10.27%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.008%
Best day
0.593%
Worst day
-0.789%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $20.35 | $20.38 | $20.33 | $20.34 | 90,900 |
| 17/07/2026 | $20.36 | $20.37 | $20.34 | $20.36 | 243,600 |
| 16/07/2026 | $20.34 | $20.35 | $20.33 | $20.34 | 47,000 |
| 15/07/2026 | $20.35 | $20.39 | $20.35 | $20.38 | 78,700 |
| 14/07/2026 | $20.36 | $20.38 | $20.36 | $20.36 | 80,900 |
| 13/07/2026 | $20.38 | $20.38 | $20.31 | $20.31 | 80,500 |
| 10/07/2026 | $20.40 | $20.41 | $20.39 | $20.39 | 68,600 |
| 09/07/2026 | $20.37 | $20.39 | $20.35 | $20.37 | 916,000 |
| 08/07/2026 | $20.35 | $20.35 | $20.30 | $20.35 | 92,300 |
| 07/07/2026 | $20.43 | $20.43 | $20.37 | $20.38 | 86,800 |