See what your fund actually adds
Franklin U.S. Mid Cap Multifactor Index ETF FLQM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FLQM | Replication |
|---|---|---|
| Annualized growth | 6.9% | 8.1% |
| Annualized volatility | 15.8% | 15.1% |
| Sharpe ratio | 0.50 | 0.59 |
| Maximum drawdown | 21.9% | 19.3% |
| Replication fit (R²) | 0.94 · Tracking error 3.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model FLQM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| RSP | Factor · Equal Weight | 25.7% |
| USMV | Factor · Min Vol | 24.8% |
| IJH | US Mid Cap | 24.6% |
| VBR | Small-Cap · Value | 17.1% |
| SCHD | Factor · Dividend | 7.8% |