Summary
FLIA
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 1.93% Volatility 3.57% Sharpe -0.22
Official loaded data — not a live quote.

FRANKLIN INTERNATIONAL AGGREGATE BOND ETF

Symbol: FLIA

Exchange: BATS

Sector: Technology

Category: Global Bond-USD Hedged

Inception date: 30/05/2018

Latest date: 03/06/2026

Current price: $20.35

Expense ratio: 0.25%

Assets under management
$729.9M
-0.07% 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

0.59%

Ann. -11.17% (Sharpe / Sortino numerator)

Volatility

5.27%

Sharpe ratio

-2.810

VaR 95%

-0.57%

CVaR 95%: -0.69%
Max drawdown: -1.47%
Sortino ratio: -4.470
Calmar ratio: -7.60

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%

CVaR 95%: -0.54%
Max drawdown: -2.04%
Sortino ratio: -0.667
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

0.40%

Ann. 1.47% (Sharpe / Sortino numerator)

Volatility

3.05%

Sharpe ratio

-0.709

VaR 95%

-0.30%

CVaR 95%: -0.46%
Max drawdown: -2.04%
Sortino ratio: -0.894
Calmar ratio: 0.72

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

1.93%

Ann. 2.84% (Sharpe / Sortino numerator)

Volatility

3.57%

Sharpe ratio

-0.220

VaR 95%

-0.34%

CVaR 95%: -0.50%
Max drawdown: -2.04%
Sortino ratio: -0.317
Calmar ratio: 1.39

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

6.97%

Ann. 3.17% (Sharpe / Sortino numerator)

Volatility

3.93%

Sharpe ratio

-0.117

VaR 95%

-0.39%

CVaR 95%: -0.51%
Max drawdown: -2.04%
Sortino ratio: -0.184
Calmar ratio: 1.55

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

10.87%

Ann. 3.17% (Sharpe / Sortino numerator)

Volatility

4.47%

Sharpe ratio

-0.103

VaR 95%

-0.43%

CVaR 95%: -0.59%
Max drawdown: -2.82%
Sortino ratio: -0.164
Calmar ratio: 1.12

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.008%

Best day

0.593%

06/05/2026
Worst day

-0.789%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $20.36 $20.37 $20.33 $20.35 96,500
02/06/2026 $20.41 $20.41 $20.38 $20.39 84,200
01/06/2026 $20.37 $20.39 $20.35 $20.39 99,700
29/05/2026 $20.43 $20.45 $20.43 $20.44 152,000
28/05/2026 $20.39 $20.44 $20.39 $20.43 68,300
27/05/2026 $20.41 $20.42 $20.39 $20.40 54,700
26/05/2026 $20.39 $20.40 $20.38 $20.40 105,100
22/05/2026 $20.34 $20.37 $20.33 $20.35 57,700
21/05/2026 $20.28 $20.36 $20.27 $20.34 132,700
20/05/2026 $20.25 $20.33 $20.25 $20.33 53,300