FRANKLIN U.S. MID CAP MULTIFACTOR INDEX ETF
Symbol: FLQM
Exchange: BATS
Sector: Healthcare
Category: Mid-Cap Blend
Inception date: 26/04/2017
Latest date: 15/10/2026
Current price: $60.47
Expense ratio: 0.30%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.58%
Ann. -45.66% (Sharpe / Sortino numerator)
Volatility
12.50%
Sharpe ratio
-3.944
VaR 95%
-1.32%
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
3.55%
Ann. -9.69% (Sharpe / Sortino numerator)
Volatility
13.04%
Sharpe ratio
-1.022
VaR 95%
-1.44%
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
8.08%
Ann. -4.55% (Sharpe / Sortino numerator)
Volatility
12.65%
Sharpe ratio
-0.646
VaR 95%
-1.32%
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
9.48%
Ann. 3.83% (Sharpe / Sortino numerator)
Volatility
17.38%
Sharpe ratio
0.012
VaR 95%
-1.45%
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
11.22%
Ann. 3.70% (Sharpe / Sortino numerator)
Volatility
15.49%
Sharpe ratio
0.004
VaR 95%
-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
46.30%
Ann. 9.89% (Sharpe / Sortino numerator)
Volatility
14.63%
Sharpe ratio
0.428
VaR 95%
-1.38%
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.
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
0.039%
Best day
2.218%
Worst day
-1.832%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $59.71 | $60.47 | $59.71 | $60.47 | 247,500 |
| 14/10/2026 | $58.86 | $59.30 | $58.83 | $59.27 | 67,800 |
| 13/10/2026 | $59.31 | $59.34 | $58.92 | $59.11 | 43,600 |
| 12/10/2026 | $58.81 | $59.11 | $58.76 | $58.99 | 77,100 |
| 09/10/2026 | $58.70 | $58.93 | $58.62 | $58.83 | 47,800 |
| 08/10/2026 | $57.78 | $58.71 | $57.78 | $58.58 | 72,900 |
| 07/10/2026 | $58.04 | $58.12 | $57.84 | $57.93 | 121,100 |
| 06/10/2026 | $58.30 | $58.49 | $58.15 | $58.28 | 100,100 |
| 05/10/2026 | $57.80 | $58.30 | $57.70 | $58.16 | 73,800 |
| 02/10/2026 | $57.93 | $58.13 | $57.85 | $57.88 | 132,800 |