Performance analysis of FLQM (FRANKLIN U.S. MID CAP MULTIFACTOR INDEX ETF)
Annual Return
Over the past 3 years, FLQM has had an average annual return of +10.31%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, FLQM has had an average annual return of +7.31%, underperforming the benchmark SPY, which returned +12.73% annual.
Since Apr 28, 2017, FLQM has had an average annual return of +11.03%, underperforming the benchmark SPY, which returned +15% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +5.81% | +5.17% | +14.31% | +17.49% | -12.95% | +28.76% | +15.52% | +28.56% | -4.23% | +10.32% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.34% | +2.49% | -5.77% | +3.50% | +0.16% | +2.28% | +1.98% | +5.81% | |||||
| 2025 | +2.76% | -1.24% | -3.63% | -2.57% | +3.39% | +2.13% | +0.55% | +3.81% | -0.09% | -2.80% | +3.17% | -0.07% | +5.17% |
| 2024 | -0.19% | +5.66% | +5.49% | -6.17% | +3.89% | -1.23% | +5.31% | +1.54% | +1.92% | -2.08% | +7.50% | -6.96% | +14.31% |
| 2023 | +6.68% | -1.78% | -0.37% | +0.83% | -4.15% | +7.73% | +3.43% | -2.80% | -4.54% | -3.67% | +9.33% | +6.95% | +17.49% |
| 2022 | -8.25% | -1.54% | +3.13% | -6.77% | +0.25% | -7.50% | +9.47% | -3.31% | -8.38% | +9.42% | +7.15% | -4.94% | -12.95% |
| 2021 | -0.71% | +3.44% | +5.03% | +5.19% | +1.24% | +1.40% | +2.75% | +2.52% | -5.33% | +5.43% | -0.85% | +6.04% | +28.76% |
| 2020 | -1.71% | -8.75% | -16.44% | +12.93% | +7.36% | +1.37% | +6.43% | +4.11% | -1.81% | -0.02% | +10.85% | +4.02% | +15.52% |
| 2019 | +9.03% | +4.58% | +1.44% | +3.64% | -6.48% | +6.21% | +1.61% | -2.78% | +2.70% | +1.36% | +2.95% | +1.98% | +28.56% |
| 2018 | +5.14% | -3.38% | -1.35% | -1.04% | +2.87% | +0.81% | +2.59% | -0.63% | +4.99% | -6.93% | +3.15% | -9.38% | -4.23% |
| 2017 | +0% | -0.08% | +1.50% | -0.61% | -3.09% | +4.34% | +0% | +6.46% | +1.67% | +10.32% |
Drawdown analysis of FLQM (FRANKLIN U.S. MID CAP MULTIFACTOR INDEX ETF)
The maximum drawdown for the FLQM was -37.26%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current FLQM drawdown is -1.19%.
Since Apr 28, 2017 FLQM 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 |
|---|---|---|---|---|---|---|
| -37.26% | Feb 19, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -22.51% | Dec 31, 2021 | 115 | Jun 16, 2022 | 376 | Dec 14, 2023 | 491 |
| -19.70% | Nov 25, 2024 | 90 | Apr 8, 2025 | 187 | Jan 6, 2026 | 277 |
| -17.74% | Sep 25, 2018 | 62 | Dec 24, 2018 | 65 | Mar 29, 2019 | 127 |
| -7.76% | Sep 2, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
| -7.57% | Feb 6, 2026 | 34 | Mar 27, 2026 | 65 | Jul 1, 2026 | 99 |
| -7.15% | Jan 25, 2018 | 69 | May 4, 2018 | 27 | Jun 13, 2018 | 96 |
| -6.80% | Jul 24, 2019 | 22 | Aug 23, 2019 | 45 | Oct 28, 2019 | 67 |
| -6.72% | Mar 28, 2024 | 14 | Apr 18, 2024 | 60 | Jul 16, 2024 | 74 |
| -6.62% | May 3, 2019 | 19 | May 31, 2019 | 23 | Jul 3, 2019 | 42 |
| -6.23% | Sep 2, 2021 | 21 | Oct 4, 2021 | 22 | Nov 3, 2021 | 43 |
| -5.85% | Nov 16, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -5.38% | Oct 12, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
| -5.37% | Jul 31, 2024 | 3 | Aug 5, 2024 | 12 | Aug 21, 2024 | 15 |
| -4.51% | Feb 12, 2021 | 13 | Mar 4, 2021 | 5 | Mar 11, 2021 | 18 |
| -4.23% | May 7, 2021 | 3 | May 12, 2021 | 21 | Jun 11, 2021 | 24 |
| -3.93% | Jun 19, 2017 | 50 | Aug 29, 2017 | 22 | Sep 29, 2017 | 72 |
| -3.85% | Jan 17, 2020 | 9 | Jan 31, 2020 | 8 | Feb 12, 2020 | 17 |
| -3.85% | Jan 20, 2021 | 7 | Jan 29, 2021 | 6 | Feb 8, 2021 | 13 |
| -3.35% | Oct 18, 2024 | 9 | Oct 31, 2024 | 4 | Nov 6, 2024 | 13 |
| -3.26% | Aug 30, 2024 | 4 | Sep 6, 2024 | 7 | Sep 17, 2024 | 11 |
| -3.00% | Nov 11, 2024 | 6 | Nov 19, 2024 | 3 | Nov 22, 2024 | 9 |
| -2.98% | Jun 11, 2021 | 5 | Jun 18, 2021 | 5 | Jun 25, 2021 | 10 |
| -2.84% | Mar 15, 2021 | 7 | Mar 24, 2021 | 6 | Apr 1, 2021 | 13 |
| -2.74% | Jul 16, 2024 | 6 | Jul 24, 2024 | 4 | Jul 30, 2024 | 10 |