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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Franklin LibertyQ U.S. Mid Cap Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) has returned -2.14% so far this year and 5.22% over the past 12 months.
Franklin LibertyQ U.S. Mid Cap Equity ETF
- 1D
- 1.55%
- 1M
- -5.77%
- YTD
- -2.14%
- 6M
- -1.93%
- 1Y
- 5.22%
- 3Y*
- 9.81%
- 5Y*
- 7.29%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 28, 2017, FLQM's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.
Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FLQM closed higher 46% of trading days. The best single day was Mar 25, 2020 with a return of +13.6%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.33% | 2.49% | -5.77% | -2.14% | |||||||||
| 2025 | 2.76% | -1.24% | -3.63% | -2.57% | 3.39% | 2.13% | 0.55% | 3.81% | -0.09% | -2.80% | 3.17% | -0.07% | 5.16% |
| 2024 | -0.19% | 5.66% | 5.49% | -6.17% | 3.89% | -1.23% | 5.30% | 1.54% | 1.92% | -2.08% | 7.50% | -6.96% | 14.32% |
| 2023 | 6.68% | -1.77% | -0.38% | 0.83% | -4.15% | 7.73% | 3.43% | -2.80% | -4.54% | -3.68% | 9.33% | 6.94% | 17.47% |
| 2022 | -8.25% | -1.54% | 3.13% | -6.77% | 0.25% | -7.50% | 9.47% | -3.31% | -8.39% | 9.43% | 7.15% | -4.95% | -12.95% |
| 2021 | -0.71% | 3.44% | 5.03% | 5.19% | 1.24% | 1.40% | 2.75% | 2.52% | -5.33% | 5.43% | -0.85% | 6.04% | 28.76% |
Benchmark Metrics
Franklin LibertyQ U.S. Mid Cap Equity ETF has an annualized alpha of 1.58%, beta of 0.77, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since May 01, 2017.
- This ETF participated in 101.26% of S&P 500 Index downside but only 95.41% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 1.58%
- Beta
- 0.77
- R²
- 0.61
- Upside Capture
- 95.41%
- Downside Capture
- 101.26%
Expense Ratio
FLQM has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FLQM ranks 21 for risk / return — below 21% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) and compare them to a chosen benchmark (S&P 500 Index).
| FLQM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.90 | -0.59 |
Sortino ratioReturn per unit of downside risk | 0.56 | 1.39 | -0.82 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.21 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.40 | -0.92 |
Martin ratioReturn relative to average drawdown | 1.96 | 6.61 | -4.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FLQM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Franklin LibertyQ U.S. Mid Cap Equity ETF provided a 1.56% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.86 | $0.84 | $0.69 | $0.61 | $0.55 | $0.51 | $0.42 | $0.46 | $0.37 | $0.32 |
Dividend yield | 1.56% | 1.49% | 1.28% | 1.27% | 1.33% | 1.05% | 1.10% | 1.37% | 1.42% | 1.15% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin LibertyQ U.S. Mid Cap Equity 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.13 | $0.13 | |||||||||
| 2025 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.31 | $0.84 |
| 2024 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.24 | $0.69 |
| 2023 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.25 | $0.61 |
| 2022 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.20 | $0.55 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.22 | $0.51 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin LibertyQ U.S. Mid Cap Equity 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 LibertyQ U.S. Mid Cap Equity ETF was 37.26%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Franklin LibertyQ U.S. Mid Cap Equity ETF drawdown is 6.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.26% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -22.51% | Jan 3, 2022 | 115 | Jun 16, 2022 | 376 | Dec 14, 2023 | 491 |
| -19.7% | Nov 26, 2024 | 90 | Apr 8, 2025 | 187 | Jan 6, 2026 | 277 |
| -17.74% | Sep 26, 2018 | 62 | Dec 24, 2018 | 65 | Mar 29, 2019 | 127 |
| -7.76% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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