Performance analysis of FLQL (FRANKLIN U.S. LARGE CAP MULTIFACTOR INDEX ETF)
Annual Return
Over the past 3 years, FLQL has had an average annual return of +21.30%, outperforming the benchmark SPY, which returned +19.62% annual.
Over the past 5 years, FLQL has had an average annual return of +14.06%, outperforming the benchmark SPY, which returned +12.73% annual.
Since Apr 28, 2017, FLQL has had an average annual return of +14.77%, underperforming the benchmark SPY, which returned +15% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +12.70% | +19.63% | +24.33% | +23.59% | -14.82% | +26.58% | +10.69% | +29.09% | -2.78% | +15.04% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.66% | +0.17% | -4.90% | +10.41% | +3.98% | +1.11% | -0.70% | +12.70% | |||||
| 2025 | +3.52% | -0.71% | -6.13% | +0.04% | +6.32% | +5.57% | +2% | +2.52% | +3.85% | +1.46% | +0.29% | -0.06% | +19.63% |
| 2024 | +2.98% | +5.27% | +3.15% | -5.03% | +5.51% | +4.45% | +0.52% | +2.67% | +1.67% | -1.07% | +5.27% | -2.79% | +24.33% |
| 2023 | +4.20% | -2.25% | +3.90% | +0.88% | +0.71% | +6.97% | +2.02% | -0.56% | -4.84% | -1.92% | +8.81% | +4.32% | +23.59% |
| 2022 | -5.53% | -2.79% | +4.25% | -7.34% | +1.14% | -7.40% | +7.48% | -4.08% | -7.91% | +9.56% | +4.54% | -5.71% | -14.82% |
| 2021 | -1.76% | +1.61% | +6.28% | +3.77% | +1.44% | +1.96% | +3.08% | +2.02% | -5.87% | +5.88% | -0.29% | +6.37% | +26.58% |
| 2020 | -1.29% | -7.50% | -13.27% | +11.19% | +4.99% | +0.06% | +5.53% | +5.10% | -1.64% | -2.79% | +9.98% | +2.61% | +10.69% |
| 2019 | +7.56% | +3.99% | +1.85% | +2.56% | -5.61% | +6.28% | +1.70% | -0.79% | +2.27% | +1.17% | +2.82% | +2.60% | +29.09% |
| 2018 | +3.28% | -1.67% | -2.20% | -1.87% | +4.13% | +0.84% | +2.65% | +3.81% | +0.48% | -5.49% | +2.67% | -8.57% | -2.78% |
| 2017 | +0% | +1.06% | +0.26% | +1.13% | +0.31% | +2.90% | +2.35% | +3.76% | +2.42% | +15.04% |
Drawdown analysis of FLQL (FRANKLIN U.S. LARGE CAP MULTIFACTOR INDEX ETF)
The maximum drawdown for the FLQL was -33.63%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current FLQL drawdown is -0.81%.
Since Apr 28, 2017 FLQL has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.63% | Feb 12, 2020 | 27 | Mar 23, 2020 | 113 | Sep 1, 2020 | 140 |
| -21.41% | Dec 29, 2021 | 190 | Sep 30, 2022 | 286 | Nov 20, 2023 | 476 |
| -19.32% | Feb 19, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
| -16.34% | Sep 21, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -9.28% | Jul 16, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -9.04% | Feb 25, 2026 | 23 | Mar 30, 2026 | 10 | Apr 14, 2026 | 33 |
| -8.08% | Jan 29, 2018 | 8 | Feb 8, 2018 | 116 | Jul 26, 2018 | 124 |
| -7.23% | Sep 2, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -7.11% | Oct 12, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -6.49% | Sep 2, 2021 | 21 | Oct 4, 2021 | 22 | Nov 3, 2021 | 43 |
| -6.27% | Mar 21, 2024 | 20 | Apr 19, 2024 | 18 | May 15, 2024 | 38 |
| -5.70% | Apr 24, 2019 | 26 | May 31, 2019 | 13 | Jun 19, 2019 | 39 |
| -5.54% | Jul 26, 2019 | 6 | Aug 5, 2019 | 26 | Sep 11, 2019 | 32 |
| -5.24% | Oct 29, 2025 | 16 | Nov 20, 2025 | 13 | Dec 10, 2025 | 29 |
| -4.70% | Feb 12, 2021 | 13 | Mar 4, 2021 | 6 | Mar 12, 2021 | 19 |
| -4.40% | Dec 6, 2024 | 22 | Jan 10, 2025 | 7 | Jan 22, 2025 | 29 |
| -3.93% | Nov 16, 2021 | 10 | Dec 1, 2021 | 7 | Dec 10, 2021 | 17 |
| -3.92% | Jun 4, 2026 | 4 | Jun 10, 2026 | 3 | Jun 15, 2026 | 7 |
| -3.72% | Jan 20, 2021 | 7 | Jan 29, 2021 | 6 | Feb 8, 2021 | 13 |
| -3.71% | Jan 17, 2020 | 9 | Jan 31, 2020 | 8 | Feb 12, 2020 | 17 |
| -3.51% | May 7, 2021 | 3 | May 12, 2021 | 16 | Jun 4, 2021 | 19 |
| -3.06% | Nov 8, 2024 | 5 | Nov 15, 2024 | 9 | Nov 29, 2024 | 14 |
| -3.02% | Sep 12, 2019 | 14 | Oct 2, 2019 | 13 | Oct 21, 2019 | 27 |
| -3.00% | Oct 8, 2025 | 2 | Oct 10, 2025 | 10 | Oct 24, 2025 | 12 |
| -2.96% | Dec 11, 2025 | 4 | Dec 17, 2025 | 5 | Dec 24, 2025 | 9 |