FRANKLIN U.S. LARGE CAP MULTIFACTOR INDEX ETF
Symbol: FLQL
Exchange: BATS
Sector: Technology
Category: Large Blend
Inception date: 26/04/2017
Latest date: 15/10/2026
Current price: $78.59
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.45%
Ann. -36.05% (Sharpe / Sortino numerator)
Volatility
20.27%
Sharpe ratio
-1.958
VaR 95%
-1.66%
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
0.54%
Ann. -8.05% (Sharpe / Sortino numerator)
Volatility
16.26%
Sharpe ratio
-0.718
VaR 95%
-1.67%
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
8.28%
Ann. 0.05% (Sharpe / Sortino numerator)
Volatility
14.81%
Sharpe ratio
-0.242
VaR 95%
-1.65%
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
16.95%
Ann. 21.04% (Sharpe / Sortino numerator)
Volatility
18.51%
Sharpe ratio
0.941
VaR 95%
-1.63%
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
37.02%
Ann. 15.06% (Sharpe / Sortino numerator)
Volatility
16.71%
Sharpe ratio
0.684
VaR 95%
-1.69%
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
85.32%
Ann. 19.70% (Sharpe / Sortino numerator)
Volatility
15.20%
Sharpe ratio
1.057
VaR 95%
-1.52%
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.
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
0.066%
Best day
3.329%
Worst day
-2.568%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $78.23 | $78.69 | $77.88 | $78.59 | 59,900 |
| 14/10/2026 | $79.12 | $79.24 | $78.34 | $78.61 | 44,500 |
| 13/10/2026 | $79.65 | $79.67 | $79.23 | $79.58 | 41,000 |
| 12/10/2026 | $79.91 | $79.93 | $79.67 | $79.77 | 50,500 |
| 09/10/2026 | $79.86 | $80.02 | $79.56 | $79.87 | 46,600 |
| 08/10/2026 | $79.61 | $79.88 | $79.34 | $79.52 | 67,200 |
| 07/10/2026 | $79.70 | $79.98 | $79.54 | $79.97 | 91,200 |
| 06/10/2026 | $80.21 | $80.33 | $79.99 | $80.18 | 78,200 |
| 05/10/2026 | $79.51 | $80.02 | $79.36 | $79.85 | 71,200 |
| 02/10/2026 | $79.44 | $79.64 | $79.25 | $79.43 | 98,000 |