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Inception Date
Nov 21, 2021
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FQEMX Performance Chart

Franklin Templeton SMACS: Series EM (FQEMX) is up 90.3% since the beginning of the year. FQEMX is currently trading at $24 per share.


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S&P 500 Index

Returns By Period

Franklin Templeton SMACS: Series EM (FQEMX) has returned 90.31% so far this year and 169.89% over the past 12 months.


Franklin Templeton SMACS: Series EM

1D
5.50%
1M
34.47%
YTD
90.31%
6M
101.00%
1Y
169.89%
3Y*
48.77%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FQEMX Monthly Returns History

Based on dividend-adjusted daily data since Oct 20, 2021, FQEMX's average daily return is +0.10%, while the average monthly return is +2.15%. At this rate, an investment would double in approximately 2.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was May 2026 with a return of +27.7%, while the worst month was Mar 2026 at -16.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FQEMX closed higher 51% of trading days. The best single day was Apr 8, 2026 with a return of +8.1%, while the worst single day was Mar 3, 2026 at -8.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202617.57%14.01%-16.40%26.09%27.66%5.50%90.31%
20251.55%0.47%-0.47%0.47%6.06%11.54%3.15%1.05%7.66%12.20%-4.07%7.00%55.98%
2024-5.66%5.48%5.19%-2.59%2.29%6.37%1.00%-0.44%2.32%-3.02%-1.56%-2.12%6.67%
20239.33%-6.01%2.17%-1.13%1.14%2.00%4.05%-6.60%-2.65%-3.37%8.46%5.66%12.18%
2022-3.81%-0.94%-4.42%-9.47%3.16%-7.19%0.64%-3.28%-13.32%1.66%20.00%-2.37%-20.68%
2021-1.20%-2.43%4.07%0.32%

Benchmark Metrics

Franklin Templeton SMACS: Series EM has an annualized alpha of 16.69%, beta of 0.77, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since October 21, 2021.

  • This fund captured 142.33% of S&P 500 Index gains but only 87.98% of its losses - a favorable profile for investors.
  • R2 of 0.40 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
16.69%
Beta
0.77
0.40
Upside Capture
142.33%
Downside Capture
87.98%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FQEMX ranks 98 for risk / return — in the top 98% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FQEMX Risk / Return Rank: 9898
Overall Rank
FQEMX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
FQEMX Sortino Ratio Rank: 9898
Sortino Ratio Rank
FQEMX Omega Ratio Rank: 9898
Omega Ratio Rank
FQEMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FQEMX Martin Ratio Rank: 9898
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 EM (FQEMX) and compare them to S&P 500 Index.


FQEMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

6.49

2.39

+4.10

Sortino ratio

Return per unit of downside risk

6.22

3.25

+2.96

Omega ratio

Gain probability vs. loss probability

2.05

1.43

+0.61

Calmar ratio

Return relative to maximum drawdown

9.51

3.11

+6.40

Martin ratio

Return relative to average drawdown

37.30

14.38

+22.92

Dividends

Dividend History

Franklin Templeton SMACS: Series EM provided a 1.67% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.4020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.40$0.40$0.27$0.39$0.30$0.06

Dividend yield

1.67%3.18%3.15%4.82%3.93%0.62%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.40$0.40
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2021$0.06$0.06

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 EM. 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 EM was 34.46%, occurring on Oct 10, 2022. Recovery took 435 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-34.46%Oct 2022
10mo 4d1y 8mo
2y 6moDec 2021 - Jul 2024
2026 correction2026
-18.93%Mar 2026
28d22d
1mo 20dMar 2026 - Apr 2026
2025 selloff2025
-17.64%Apr 2025
6mo 13d1mo 27d
8mo 10dSep 2024 - Jun 2025
2024 correction2024
-12.11%Aug 2024
24d1mo 22d
2mo 16dJul 2024 - Sep 2024
2025 pullback2025
-8.93%Nov 2025
17d1mo 10d
1mo 27dNov 2025 - Dec 2025

Drawdown Indicators


FQEMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.46%

-56.78%

+22.32%

Max Drawdown (1Y)

Largest decline over 1 year

-18.93%

-9.10%

-9.83%

Max Drawdown (3Y)

Largest decline over 3 years

-18.93%

-18.90%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

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

-10.79%

-10.72%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

1.97%

+2.81%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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