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Franklin FTSE Mexico ETF FLMX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FLMX | Replication |
|---|---|---|
| Annualized growth | 11.0% | 10.3% |
| Annualized volatility | 22.1% | 13.3% |
| Sharpe ratio | 0.58 | 0.81 |
| Maximum drawdown | 31.0% | 22.5% |
| Replication fit (R²) | 0.51 · Tracking error 15.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model FLMX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 43.8% |
| IGF | Sector · Infrastructure | 22.4% |
| VWO | Emerging Markets | 19.3% |
| DGS | EM Small Cap | 8.8% |
| IJR | US Small Cap | 5.8% |