FLQM Performance — Franklin U.S. Mid Cap Multifactor Index ETF
Data updated: 2026-08-27
FLQM returned +3.75% year to date and +8.39% over one year to Jun 2026. Annualised returns are +10.48% over 3 years and +7.14% over 5 years. The fund trailed its US Mid-Cap Blend category average: $100 invested three years ago grew to $135, against $150 for the category, and to $108 over one year, against $122. Volatility over the past three years was 13.72% a year. In the 12 months to Jun 2026 the fund lost a net $246.9M, and assets reached $1.53B.
FLQM Growth of $100
What $100 invested in Franklin U.S. Mid Cap Multifactor Index ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | FLQM | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $108 | $122 |
| 3 years (Jul 2023 – Jun 2026) | $135 | $150 |
| 5 years (Jul 2021 – Jun 2026) | $141 | $147 |
| Since data start (Jul 2019 – Jun 2026) | $205 | $208 |
FLQM Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +3.75% |
| 1 year | +8.39% |
| 3 years (annualised) | +10.48% |
| 5 years (annualised) | +7.14% |
FLQM Annual Returns
Calendar-year total returns of Franklin U.S. Mid Cap Multifactor Index ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +3.75% |
| 2025 | +5.38% |
| 2024 | +14.17% |
| 2023 | +17.47% |
| 2022 | −12.79% |
| 2021 | +28.48% |
| 2020 | +15.50% |
| 2019 (Jul–Dec) | +7.96% |
FLQM Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.4% | +2.3% | −5.7% | +3.6% | +0.2% | +2.2% | — | — | — | — | — | — |
| 2025 | +2.9% | −1.4% | −3.5% | −2.5% | +3.4% | +2.2% | +0.4% | +3.8% | +0.1% | −2.9% | +3.2% | −0.1% |
| 2024 | −0.2% | +5.9% | +5.3% | −6.2% | +3.6% | −1.1% | +5.2% | +1.7% | +1.8% | −2.0% | +7.5% | −7.0% |
| 2023 | +6.6% | −1.8% | −0.1% | +0.6% | −4.2% | +8.0% | +3.3% | −2.7% | −4.5% | −3.6% | +9.1% | +7.1% |
| 2022 | −8.1% | −1.5% | +2.9% | −6.5% | +0.2% | −7.3% | +9.1% | −3.4% | −8.3% | +9.4% | +7.1% | −4.9% |
| 2021 | −1.2% | +3.7% | +5.1% | +5.3% | +1.2% | +1.4% | +2.8% | +2.5% | −5.4% | +5.5% | −0.8% | +5.9% |
| 2020 | −1.8% | −8.3% | −16.6% | +12.5% | +7.4% | +1.4% | +6.7% | +3.8% | −1.8% | +0.4% | +10.6% | +3.9% |
| 2019 | — | — | — | — | — | — | +1.5% | −2.8% | +2.8% | +1.6% | +2.7% | +2.1% |
FLQM Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 13.72%
- 3-year Sharpe ratio: 0.44 (vs 4.5% risk-free rate)
- Best month: +9.11% (Nov 2023)
- Worst month: −7.01% (Dec 2024)
FLQM Fund Flows
Monthly money in and out of Franklin U.S. Mid Cap Multifactor Index ETF, from SEC Form N-PORT.
- 12-month net flow: −$246.9M
- 12-month gross sales (incl. reinvestments): $407.4M
- Sales ÷ redemptions: 0.62×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $216.8M | $258.2M | −$41.4M |
| May 2026 | $2.9M | $36.5M | −$33.6M |
| Apr 2026 | $5.5M | $154.4M | −$148.9M |
| Mar 2026 | $5.8M | $19.6M | −$13.8M |
| Feb 2026 | $2.9M | $28.8M | −$25.9M |
| Jan 2026 | $28.7M | $11.5M | $17.2M |
| Dec 2025 | $8.5M | $28.5M | −$20.0M |
| Nov 2025 | $22.0M | $27.9M | −$5.8M |
| Oct 2025 | $36.4M | $11.1M | $25.3M |
| Sep 2025 | $22.6M | $20.1M | $2.6M |
| Aug 2025 | $27.8M | $13.9M | $13.8M |
| Jul 2025 | $27.6M | $43.9M | −$16.4M |
FLQM Assets Under Management
Net assets of Franklin U.S. Mid Cap Multifactor Index ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $1.53B |
| 2026-03-31 | $1.67B |
| 2025-12-31 | $1.73B |
| 2025-09-30 | $1.74B |
| 2025-06-30 | $1.67B |
| 2025-03-31 | $1.46B |
| 2024-12-31 | $1.29B |
| 2024-09-30 | $1.03B |
| 2024-06-30 | $770.69M |
| 2024-03-31 | $611.99M |
| 2023-12-31 | $418.52M |
| 2023-09-30 | $274.99M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.