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ISIN
US35471D4043
Inception Date
Jun 2, 2019
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FQTHX Performance Chart

Franklin Templeton SMACS: Series H (FQTHX) is up 3.3% since the beginning of the year. FQTHX is currently trading at $9 per share. Investors who bought $1,000 worth of FQTHX shares 5 years ago would now be looking at an investment worth $1,135.


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S&P 500 Index

Returns By Period

Franklin Templeton SMACS: Series H (FQTHX) has returned 3.32% so far this year and 9.53% over the past 12 months.


Franklin Templeton SMACS: Series H

1D
0.11%
1M
2.40%
YTD
3.32%
6M
3.93%
1Y
9.53%
3Y*
7.75%
5Y*
2.56%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FQTHX Monthly Returns History

Based on dividend-adjusted daily data since Jun 3, 2019, FQTHX's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +7.5%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FQTHX closed higher 39% of trading days. The best single day was Mar 25, 2020 with a return of +4.1%, while the worst single day was Mar 12, 2020 at -4.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.74%1.69%-2.25%1.75%0.97%0.43%3.32%
20251.07%1.84%-1.63%-1.20%-0.43%0.97%-1.33%0.82%3.81%1.55%0.41%0.04%5.94%
20240.83%1.06%0.88%-1.32%0.69%2.38%0.97%1.32%1.77%-1.26%2.24%-1.06%8.76%
20234.04%-2.70%1.52%0.34%-0.09%1.55%0.71%-0.72%-3.77%-3.06%7.49%3.79%8.88%
2022-2.59%-0.91%-3.33%-4.24%0.39%-3.61%4.36%-2.29%-5.65%-1.68%5.15%-0.02%-14.00%
20211.45%-1.02%0.69%1.34%0.92%0.96%1.59%-0.02%-0.90%-0.23%1.28%-0.11%6.04%

Benchmark Metrics

Franklin Templeton SMACS: Series H has an annualized alpha of 2.67%, beta of 0.05, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since June 03, 2019.

  • This fund participated in 36.74% of S&P 500 Index downside but only 23.14% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 may look defensive, but with R2 of 0.03 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 0.03 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
2.67%
Beta
0.05
0.03
Upside Capture
23.14%
Downside Capture
36.74%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FQTHX ranks 77 for risk / return — better than 77% 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.


FQTHX Risk / Return Rank: 7777
Overall Rank
FQTHX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FQTHX Sortino Ratio Rank: 9191
Sortino Ratio Rank
FQTHX Omega Ratio Rank: 9191
Omega Ratio Rank
FQTHX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FQTHX Martin Ratio Rank: 5353
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 H (FQTHX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FQTHXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.63

1.37

+0.26

Calmar ratioReturn relative to maximum drawdown

2.91

2.78

+0.12

Martin ratioReturn relative to average drawdown

10.11

12.44

-2.33

Dividends

Dividend History

Franklin Templeton SMACS: Series H provided a 5.05% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 6 consecutive years.


1.00%2.00%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$0.62$0.55$0.33$0.33$0.32$0.31$0.14

Dividend yield

5.05%6.76%5.86%3.67%3.82%3.03%3.05%1.43%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin Templeton SMACS: Series H. 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$0.19
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$0.62
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$0.55
2023$0.02$0.03$0.03$0.00$0.03$0.04$0.03$0.04$0.04$0.00$0.04$0.04$0.33
2022$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.33
2021$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.03$0.02$0.03$0.32

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 H. 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 H was 18.96%, occurring on Oct 25, 2022. Recovery took 445 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-18.96%Oct 2022
10mo 28d1y 9mo
2y 8moDec 2021 - Aug 2024
COVID crash2020
-16.14%Mar 2020
17d8mo 19d
9mo 6dMar 2020 - Dec 2020
2025 selloff2025
-6.97%Apr 2025
1mo 5d5mo 5d
6mo 10dMar 2025 - Sep 2025
2026 pullback2026
-3.30%Mar 2026
22d2mo 6d
2mo 28dMar 2026 - May 2026
2024 pullback2024
-2.83%Dec 2024
9d1mo 18d
1mo 27dDec 2024 - Feb 2025

Drawdown Indicators


FQTHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.96%

-56.78%

+37.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.30%

-9.10%

+5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-7.78%

-18.90%

+11.12%

Max Drawdown (5Y)

Largest decline over 5 years

-18.96%

-25.43%

+6.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-4.68%

-10.71%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.03%

-1.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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