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Franklin Liberty U.S. Core Bond ETF (FLCB)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS35473P5531
CUSIP35473P553
IssuerFranklin Templeton
Inception DateSep 17, 2019
RegionDeveloped Markets (Broad)
CategoryTotal Bond Market, Actively Managed
Index TrackedNo Index (Active)
Home Pagewww.franklintempleton.com
Asset ClassBond

Expense Ratio

The Franklin Liberty U.S. Core Bond ETF features an expense ratio of 0.15%, falling within the medium range.


0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Franklin Liberty U.S. Core Bond ETF

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.


-20.00%0.00%20.00%40.00%60.00%80.00%OctoberNovemberDecember2024FebruaryMarch
-3.27%
74.75%
FLCB (Franklin Liberty U.S. Core Bond ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date-0.71%10.16%
1 month1.25%3.47%
6 months6.01%22.20%
1 year2.41%30.45%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FLCB
Franklin Liberty U.S. Core Bond ETF
0.38
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Franklin Liberty U.S. Core Bond ETF Sharpe ratio is 0.38. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.38
2.79
FLCB (Franklin Liberty U.S. Core Bond ETF)
Benchmark (^GSPC)

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.


PeriodTTM20232022202120202019
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-11.01%
0
FLCB (Franklin Liberty U.S. Core Bond ETF)
Benchmark (^GSPC)

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, 2020560Oct 24, 2022
-7.13%Mar 10, 20207Mar 18, 202050May 29, 202057
-1.47%Oct 7, 201926Nov 11, 201943Jan 14, 202069
-0.73%Jun 1, 20201Jun 1, 20207Jun 10, 20208
-0.59%Jun 30, 20202Jul 1, 20203Jul 7, 20205

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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.18%
2.80%
FLCB (Franklin Liberty U.S. Core Bond ETF)
Benchmark (^GSPC)