Performance analysis of FLQS (FRANKLIN U.S. SMALL CAP MULTIFACTOR INDEX ETF)
Annual Return
Over the past 3 years, FLQS has had an average annual return of +11.61%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, FLQS has had an average annual return of +5.29%, underperforming the benchmark SPY, which returned +13.88% annual.
Since Apr 28, 2017, FLQS has had an average annual return of +8.14%, underperforming the benchmark SPY, which returned +15.30% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | ||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.15% | +5.04% | +8.34% | +21.30% | -16.87% | +26.59% | +10.52% | +18.32% | -5.85% | +7.41% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.10% | +1.86% | -5.44% | +8.03% | -1.06% | +0.00981% | +6.15% | ||||||
| 2025 | +3.12% | -4.34% | -3.81% | -2.74% | +5.74% | +1.74% | -0.27% | +6.95% | +0.51% | -3.66% | +1.81% | +0.63% | +5.04% |
| 2024 | -3.39% | +4.51% | +3.43% | -6.48% | +4.85% | -2.02% | +10.01% | -1.96% | +1.61% | -2.69% | +10.35% | -8.24% | +8.34% |
| 2023 | +8.28% | -0.46% | -2.98% | -0.99% | -2.37% | +8% | +4.38% | -2.30% | -4.58% | -4.55% | +8.26% | +10.48% | +21.30% |
| 2022 | -9.07% | +0.07% | -0.11% | -6.91% | -0.62% | -5.97% | +9.46% | -3.76% | -9.23% | +11.72% | +4.34% | -5.68% | -16.87% |
| 2021 | +5.50% | +4.91% | +4.06% | +2.76% | +0.52% | +1.17% | +0.00628% | +2.44% | -3.34% | +4.59% | -1.70% | +3.30% | +26.59% |
| 2020 | -2.33% | -10.03% | -20.53% | +13.57% | +5.70% | +2.31% | +3.85% | +3.80% | -3.93% | +1.86% | +14.48% | +6.70% | +10.52% |
| 2019 | +8.32% | +4.36% | -2.12% | +3.27% | -7.43% | +5.14% | +0.84% | -2.97% | +2.85% | +2.03% | +1.88% | +1.71% | +18.32% |
| 2018 | +1.38% | -2.67% | +0.42% | +1.68% | +5.10% | +3.06% | +0.22% | +4.15% | -1.45% | -7.64% | -0.85% | -8.41% | -5.85% |
| 2017 | +0% | -2.80% | +1.87% | -0.60% | -2.84% | +3.21% | +3.89% | +2.40% | +2.30% | +7.41% |
Drawdown analysis of FLQS (FRANKLIN U.S. SMALL CAP MULTIFACTOR INDEX ETF)
The maximum drawdown for the FLQS was -42.15%, occurring on Mar 18, 2020. Recovery took 169 trading sessions.
The current FLQS drawdown is -1.34%.
Since Apr 28, 2017 FLQS has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 3 times
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.15% | Sep 4, 2018 | 386 | Mar 18, 2020 | 169 | Nov 16, 2020 | 555 |
| -28.05% | Nov 16, 2021 | 146 | Jun 16, 2022 | 446 | Mar 27, 2024 | 592 |
| -23.12% | Nov 25, 2024 | 90 | Apr 8, 2025 | 194 | Jan 15, 2026 | 284 |
| -8.90% | Jul 31, 2024 | 5 | Aug 7, 2024 | 49 | Oct 16, 2024 | 54 |
| -8.47% | Feb 26, 2026 | 16 | Mar 20, 2026 | 19 | Apr 17, 2026 | 35 |
| -7.86% | Mar 28, 2024 | 13 | Apr 17, 2024 | 60 | Jul 15, 2024 | 73 |
| -7.73% | Jan 31, 2018 | 7 | Feb 9, 2018 | 47 | Apr 19, 2018 | 54 |
| -7.59% | Mar 15, 2021 | 7 | Mar 24, 2021 | 21 | Apr 23, 2021 | 28 |
| -5.82% | May 7, 2021 | 3 | May 12, 2021 | 18 | Jun 8, 2021 | 21 |
| -5.76% | Jun 8, 2021 | 28 | Jul 19, 2021 | 14 | Aug 6, 2021 | 42 |
| -4.52% | Sep 2, 2021 | 11 | Sep 20, 2021 | 25 | Oct 25, 2021 | 36 |
| -4.37% | Apr 28, 2017 | 85 | Aug 29, 2017 | 24 | Oct 3, 2017 | 109 |
| -4.26% | Nov 11, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
| -4.22% | Feb 24, 2021 | 6 | Mar 4, 2021 | 3 | Mar 9, 2021 | 9 |
| -4.08% | May 6, 2026 | 7 | May 15, 2026 | Ongoing | Ongoing | Ongoing |
| -3.91% | Oct 16, 2024 | 11 | Oct 31, 2024 | 4 | Nov 6, 2024 | 15 |
| -3.30% | Aug 11, 2021 | 6 | Aug 19, 2021 | 6 | Aug 27, 2021 | 12 |
| -2.72% | Jan 26, 2021 | 3 | Jan 29, 2021 | 4 | Feb 4, 2021 | 7 |
| -2.67% | Feb 6, 2026 | 10 | Feb 23, 2026 | 3 | Feb 26, 2026 | 13 |
| -2.67% | Jul 16, 2024 | 3 | Jul 19, 2024 | 5 | Jul 26, 2024 | 8 |
| -2.63% | Jul 19, 2018 | 6 | Jul 27, 2018 | 12 | Aug 14, 2018 | 18 |
| -2.58% | Feb 9, 2021 | 6 | Feb 18, 2021 | 4 | Feb 24, 2021 | 10 |
| -2.49% | Jan 22, 2026 | 4 | Jan 28, 2026 | 7 | Feb 6, 2026 | 11 |
| -2.44% | Oct 25, 2021 | 2 | Oct 27, 2021 | 3 | Nov 1, 2021 | 5 |
| -2.44% | Nov 24, 2020 | 3 | Nov 30, 2020 | 4 | Dec 4, 2020 | 7 |