FRANKLIN U.S. SMALL CAP MULTIFACTOR INDEX ETF
Symbol: FLQS
Exchange: BATS
Sector: Technology
Category: Small Blend
Inception date: 26/04/2017
Latest date: 15/10/2026
Current price: $48.06
Expense ratio: 0.35%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.35%
Ann. -40.67% (Sharpe / Sortino numerator)
Volatility
17.74%
Sharpe ratio
-2.498
VaR 95%
-1.76%
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
-1.88%
Ann. -0.16% (Sharpe / Sortino numerator)
Volatility
16.23%
Sharpe ratio
-0.234
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
7.40%
Ann. -2.20% (Sharpe / Sortino numerator)
Volatility
15.47%
Sharpe ratio
-0.377
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
12.54%
Ann. 8.90% (Sharpe / Sortino numerator)
Volatility
19.26%
Sharpe ratio
0.274
VaR 95%
-1.76%
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
16.44%
Ann. 5.81% (Sharpe / Sortino numerator)
Volatility
18.86%
Sharpe ratio
0.115
VaR 95%
-1.70%
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
47.11%
Ann. 9.72% (Sharpe / Sortino numerator)
Volatility
18.12%
Sharpe ratio
0.336
VaR 95%
-1.62%
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
0.051%
Best day
2.689%
Worst day
-2.219%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $47.98 | $48.15 | $47.98 | $48.06 | 4,200 |
| 14/10/2026 | $47.46 | $47.46 | $47.34 | $47.44 | 2,300 |
| 13/10/2026 | $47.84 | $47.95 | $47.84 | $47.87 | 2,700 |
| 12/10/2026 | $47.80 | $47.91 | $47.80 | $47.81 | 24,900 |
| 09/10/2026 | $47.57 | $47.80 | $47.57 | $47.67 | 2,000 |
| 08/10/2026 | $47.14 | $47.54 | $47.02 | $47.54 | 3,000 |
| 07/10/2026 | $47.25 | $47.31 | $47.12 | $47.20 | 2,400 |
| 06/10/2026 | $47.73 | $47.73 | $47.55 | $47.56 | 1,700 |
| 05/10/2026 | $47.30 | $47.78 | $47.30 | $47.56 | 2,800 |
| 02/10/2026 | $47.41 | $47.49 | $47.31 | $47.41 | 23,600 |