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Franklin Templeton SMACS: Series H (FQTHX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US35471D4043

Inception Date

Jun 2, 2019

Min. Investment

$0

Asset Class

Bond

Expense Ratio

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


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Franklin Templeton SMACS: Series H (FQTHX) returned -2.37% year-to-date (YTD) and 3.67% over the past 12 months.


FQTHX

YTD

-2.37%

1M

0.21%

6M

-3.10%

1Y

3.67%

3Y*

3.60%

5Y*

3.56%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.52%

1M

6.32%

6M

-1.44%

1Y

12.25%

3Y*

12.45%

5Y*

14.20%

10Y*

10.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of FQTHX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.64%1.45%-2.03%-1.63%-0.78%-2.37%
20240.83%1.06%0.88%-1.32%0.69%2.38%0.97%1.32%1.77%-1.26%1.81%-1.48%7.84%
20234.04%-2.69%1.52%0.68%-0.09%1.55%0.71%-0.72%-3.77%-2.64%7.49%3.79%9.73%
2022-2.75%-0.91%-3.33%-4.25%0.39%-3.61%4.36%-2.29%-5.65%-1.68%5.15%-0.02%-14.14%
20211.45%-1.03%0.69%1.34%0.92%0.96%1.59%-0.02%-0.90%-0.23%1.28%-0.11%6.04%
20201.86%1.77%-9.67%-4.88%4.01%4.31%2.69%0.18%1.39%0.07%2.31%1.66%4.90%
20190.09%0.37%0.85%-0.46%0.26%0.11%0.38%1.61%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FQTHX is 36, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FQTHX is 3636
Overall Rank
The Sharpe Ratio Rank of FQTHX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FQTHX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FQTHX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of FQTHX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of FQTHX is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Franklin Templeton SMACS: Series H (FQTHX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Franklin Templeton SMACS: Series H Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.51
  • 5-Year: 0.70
  • All Time: 0.31

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Franklin Templeton SMACS: Series H compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Franklin Templeton SMACS: Series H provided a 5.22% 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.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.50201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019
Dividend$0.47$0.47$0.40$0.31$0.32$0.31$0.14

Dividend yield

5.22%5.01%4.39%3.63%3.03%3.05%1.39%

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
2025$0.04$0.04$0.04$0.04$0.00$0.15
2024$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.47
2023$0.02$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.04$0.04$0.04$0.04$0.40
2022$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.31
2021$0.03$0.02$0.03$0.03$0.02$0.03$0.03$0.03$0.02$0.03$0.02$0.03$0.32
2020$0.03$0.02$0.03$0.03$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.31
2019$0.01$0.02$0.02$0.02$0.03$0.02$0.03$0.14

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 19.09%, occurring on Oct 25, 2022. Recovery took 444 trading sessions.

The current Franklin Templeton SMACS: Series H drawdown is 4.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.09%Dec 1, 2021227Oct 25, 2022444Aug 2, 2024671
-16.14%Mar 3, 202014Mar 20, 2020180Dec 4, 2020194
-7.34%Mar 5, 202526Apr 9, 2025
-3.05%Dec 10, 202423Jan 14, 202531Feb 28, 202554
-2.51%Oct 3, 202425Nov 6, 202416Nov 29, 202441
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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