See what your fund actually adds
Franklin Investment Grade Corporate ETF FLCO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FLCO | Replication |
|---|---|---|
| Annualized growth | -0.7% | -0.1% |
| Annualized volatility | 6.6% | 6.6% |
| Sharpe ratio | -0.07 | 0.01 |
| Maximum drawdown | 22.1% | 20.9% |
| Replication fit (R²) | 0.99 · Tracking error 0.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model FLCO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 38.9% |
| VCLT | FI · Long Corp | 36.3% |
| VCIT | FI · IG Credit | 16.8% |
| SPHY | FI · High Yield | 4.8% |
| AGG | FI · Aggregate | 3.2% |