Franklin Liberty U.S. Core Bond ETF (FLCB)
FLCB is an actively managed ETF by Franklin Templeton. FLCB launched on Sep 17, 2019 and has a 0.15% expense ratio.
ETF Info
ISIN | US35473P5531 |
---|---|
CUSIP | 35473P553 |
Issuer | Franklin Templeton |
Inception Date | Sep 17, 2019 |
Region | Developed Markets (Broad) |
Category | Total Bond Market, Actively Managed |
Index Tracked | No Index (Active) |
Home Page | www.franklintempleton.com |
Asset Class | Bond |
Expense Ratio
The Franklin Liberty U.S. Core Bond ETF features an expense ratio of 0.15%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Franklin Liberty U.S. Core Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Franklin Liberty U.S. Core Bond ETF had a return of -0.71% year-to-date (YTD) and 2.41% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | -0.71% | 10.16% |
1 month | 1.25% | 3.47% |
6 months | 6.01% | 22.20% |
1 year | 2.41% | 30.45% |
5 years (annualized) | N/A | 13.16% |
10 years (annualized) | N/A | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.28% | -1.29% | ||||||||||
2023 | -0.57% | -2.61% | -1.57% | 4.58% | 3.78% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Franklin Liberty U.S. Core Bond ETF (FLCB) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Franklin Liberty U.S. Core Bond ETF | 0.38 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
Franklin Liberty U.S. Core Bond ETF granted a 3.56% dividend yield in the last twelve months. The annual payout for that period amounted to $0.76 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
---|---|---|---|---|---|---|
Dividend | $0.76 | $0.73 | $0.58 | $0.57 | $0.85 | $0.18 |
Dividend yield | 3.56% | 3.40% | 2.73% | 2.28% | 3.24% | 0.73% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin Liberty U.S. Core Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.06 | ||||||||||
2023 | $0.00 | $0.05 | $0.05 | $0.06 | $0.05 | $0.06 | $0.06 | $0.06 | $0.07 | $0.06 | $0.06 | $0.15 |
2022 | $0.00 | $0.09 | $0.04 | $0.05 | $0.04 | $0.04 | $0.05 | $0.04 | $0.05 | $0.05 | $0.05 | $0.07 |
2021 | $0.05 | $0.04 | $0.06 | $0.04 | $0.04 | $0.05 | $0.05 | $0.05 | $0.05 | $0.04 | $0.00 | $0.10 |
2020 | $0.05 | $0.05 | $0.06 | $0.06 | $0.06 | $0.06 | $0.06 | $0.05 | $0.05 | $0.05 | $0.05 | $0.25 |
2019 | $0.00 | $0.04 | $0.05 | $0.09 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin Liberty U.S. Core Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Franklin Liberty U.S. Core Bond ETF was 18.82%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current Franklin Liberty U.S. Core Bond ETF drawdown is 11.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.82% | Aug 5, 2020 | 560 | Oct 24, 2022 | — | — | — |
-7.13% | Mar 10, 2020 | 7 | Mar 18, 2020 | 50 | May 29, 2020 | 57 |
-1.47% | Oct 7, 2019 | 26 | Nov 11, 2019 | 43 | Jan 14, 2020 | 69 |
-0.73% | Jun 1, 2020 | 1 | Jun 1, 2020 | 7 | Jun 10, 2020 | 8 |
-0.59% | Jun 30, 2020 | 2 | Jul 1, 2020 | 3 | Jul 7, 2020 | 5 |
Volatility
Volatility Chart
The current Franklin Liberty U.S. Core Bond ETF volatility is 1.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.