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ISIN
US35471D3052
Inception Date
Jun 2, 2019
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FQCHX Performance Chart

Franklin Templeton SMACS: Series CH (FQCHX) is up 2.3% since the beginning of the year. FQCHX is currently trading at $9 per share. Investors who bought $1,000 worth of FQCHX shares 5 years ago would now be looking at an investment worth $1,071.


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S&P 500 Index

Returns By Period

Franklin Templeton SMACS: Series CH (FQCHX) has returned 2.30% so far this year and 7.96% over the past 12 months.


Franklin Templeton SMACS: Series CH

1D
0.00%
1M
1.06%
YTD
2.30%
6M
3.28%
1Y
7.96%
3Y*
6.44%
5Y*
1.39%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FQCHX Monthly Returns History

Based on dividend-adjusted daily data since Jun 3, 2019, FQCHX's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +7.8%, while the worst month was Mar 2020 at -9.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FQCHX closed higher 38% of trading days. The best single day was Mar 25, 2020 with a return of +6.4%, while the worst single day was Apr 1, 2020 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.13%1.46%-1.50%1.28%0.94%0.00%2.30%
20250.62%1.64%-1.16%-0.70%-0.44%0.33%-1.05%0.50%3.08%1.20%0.31%0.61%4.96%
2024-0.13%0.32%0.57%-1.65%0.86%4.80%1.12%1.15%1.75%-1.54%1.86%-0.43%8.85%
20233.62%-3.05%2.19%-0.46%-0.86%1.39%0.97%-1.78%-3.82%-2.94%6.78%3.30%4.90%
2022-3.18%-0.82%-4.12%-6.20%2.70%-4.52%5.67%-2.52%-5.97%-2.67%7.83%-0.02%-13.94%
20212.35%-1.67%0.71%1.75%1.13%0.78%1.04%-0.39%-0.97%0.17%1.17%-0.16%6.00%

Benchmark Metrics

Franklin Templeton SMACS: Series CH has an annualized alpha of 2.16%, beta of 0.05, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since June 04, 2019.

  • This fund participated in 38.74% of S&P 500 Index downside but only 22.33% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 may look defensive, but with R2 of 0.02 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.02 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.16%
Beta
0.05
0.02
Upside Capture
22.33%
Downside Capture
38.74%

Expense Ratio

FQCHX has an expense ratio of 0.00%, meaning no management fees are charged.


Return for Risk

Risk / Return Rank

FQCHX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FQCHX Risk / Return Rank: 6262
Overall Rank
FQCHX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FQCHX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FQCHX Omega Ratio Rank: 7878
Omega Ratio Rank
FQCHX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FQCHX Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Franklin Templeton SMACS: Series CH (FQCHX) and compare them to S&P 500 Index.


FQCHXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.17

2.39

-0.22

Sortino ratio

Return per unit of downside risk

3.57

3.25

+0.32

Omega ratio

Gain probability vs. loss probability

1.51

1.43

+0.07

Calmar ratio

Return relative to maximum drawdown

2.84

3.11

-0.27

Martin ratio

Return relative to average drawdown

10.02

14.38

-4.36

Dividends

Dividend History

Franklin Templeton SMACS: Series CH provided a 5.48% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.47$0.63$0.54$0.34$0.36$0.35$0.34$0.32

Dividend yield

5.48%7.32%6.12%3.92%4.22%3.39%3.35%3.17%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin Templeton SMACS: Series CH. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.04$0.04$0.04$0.04$0.00$0.20
2025$0.08$0.07$0.08$0.08$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.63
2024$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.08$0.08$0.54
2023$0.03$0.03$0.04$0.00$0.04$0.04$0.03$0.04$0.03$0.00$0.03$0.04$0.34
2022$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.36
2021$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.35

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 Templeton SMACS: Series CH. 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 Templeton SMACS: Series CH was 21.05%, occurring on Oct 25, 2022. Recovery took 587 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-21.05%Oct 2022
10mo 22d2y 4mo
3y 2moDec 2021 - Feb 2025
COVID crash2020
-16.86%Mar 2020
21d9mo 27d
10mo 18dMar 2020 - Jan 2021
2025 selloff2025
-5.57%Apr 2025
1mo 7d5mo 9d
6mo 16dMar 2025 - Sep 2025
2026 pullback2026
-2.64%Mar 2026
22d2mo 6d
2mo 28dMar 2026 - May 2026
2021 pullback2021
-2.42%Mar 2021
14d1mo 29d
2mo 13dFeb 2021 - Apr 2021

Drawdown Indicators


FQCHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.05%

-56.78%

+35.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-9.10%

+6.46%

Max Drawdown (3Y)

Largest decline over 3 years

-8.54%

-18.90%

+10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.05%

-25.43%

+4.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.63%

-10.72%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

1.97%

-1.22%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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