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ISIN
US35471D2062
Inception Date
Jun 3, 2019
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FQTIX Performance Chart

Franklin Templeton SMACS: Series I (FQTIX) is up 3.8% since the beginning of the year. FQTIX is currently trading at $8 per share. Investors who bought $1,000 worth of FQTIX shares 5 years ago would now be looking at an investment worth $1,203.


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S&P 500 Index

Returns By Period

Franklin Templeton SMACS: Series I (FQTIX) has returned 3.81% so far this year and 9.68% over the past 12 months.


Franklin Templeton SMACS: Series I

1D
0.12%
1M
0.74%
YTD
3.81%
6M
4.18%
1Y
9.68%
3Y*
8.41%
5Y*
3.76%
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)

FQTIX Monthly Returns History

Based on dividend-adjusted daily data since Jun 3, 2019, FQTIX's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, an investment would double in approximately 14.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +6.5%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FQTIX closed higher 47% of trading days. The best single day was Mar 26, 2020 with a return of +5.2%, while the worst single day was Mar 9, 2020 at -4.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.32%1.06%-1.34%1.75%0.74%0.24%3.81%
20250.00%0.38%-1.87%0.66%2.37%1.37%0.39%1.26%0.63%0.88%0.39%0.85%7.51%
20240.01%-0.39%1.68%-1.87%1.96%1.18%2.33%2.04%1.90%-1.18%0.64%-0.44%8.03%
20234.89%-0.71%1.34%1.44%-1.63%1.80%1.02%-0.50%-2.21%-3.46%6.50%4.69%13.44%
2022-1.73%-0.37%-0.59%-4.32%-1.85%-7.90%4.70%-2.72%-4.55%1.95%3.37%-0.75%-14.39%
20211.79%0.56%0.63%1.35%0.56%1.23%-0.12%0.60%-0.02%-0.25%-0.75%2.65%8.51%

Benchmark Metrics

Franklin Templeton SMACS: Series I has an annualized alpha of 1.58%, beta of 0.20, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since June 03, 2019.

  • This fund participated in 46.59% of S&P 500 Index downside but only 31.45% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.20 may look defensive, but with R2 of 0.27 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 0.27 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
1.58%
Beta
0.20
0.27
Upside Capture
31.45%
Downside Capture
46.59%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FQTIX ranks 95 for risk / return — in the top 95% 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.


FQTIX Risk / Return Rank: 9595
Overall Rank
FQTIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FQTIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FQTIX Omega Ratio Rank: 9494
Omega Ratio Rank
FQTIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FQTIX Martin Ratio Rank: 9797
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 I (FQTIX) 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.


FQTIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.71

1.37

+0.34

Calmar ratioReturn relative to maximum drawdown

4.50

2.78

+1.72

Martin ratioReturn relative to average drawdown

23.67

12.44

+11.23

Dividends

Dividend History

Franklin Templeton SMACS: Series I provided a 6.83% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


6.00%6.50%7.00%7.50%8.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.702019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.56$0.46$0.63$0.61$0.62$0.68$0.65$0.55

Dividend yield

6.83%5.70%7.86%7.64%8.10%7.15%6.89%5.63%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.06$0.00$0.05$0.05$0.00$0.21
2025$0.00$0.00$0.00$0.05$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.46
2024$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.63
2023$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.61
2022$0.06$0.06$0.05$0.04$0.05$0.05$0.06$0.05$0.05$0.04$0.05$0.05$0.62
2021$0.00$0.05$0.05$0.06$0.05$0.06$0.06$0.06$0.06$0.06$0.06$0.12$0.68

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 I. 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 I was 24.62%, occurring on Mar 24, 2020. Recovery took 179 trading sessions.

The current Franklin Templeton SMACS: Series I drawdown is 0.12%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-24.62%Mar 2020
29d8mo 18d
9mo 17dFeb 2020 - Dec 2020
Bear market2022
-18.81%Oct 2022
9mo 20d1y 8mo
2y 6moJan 2022 - Jul 2024
2025 selloff2025
-4.70%Apr 2025
6mo 10d1mo 17d
7mo 27dOct 2024 - May 2025
2019 pullback2019
-4.66%Dec 2019
2mo 8d18d
2mo 26dSep 2019 - Dec 2019
2019 pullback2019
-2.59%Aug 2019
1mo 21d1mo 3d
2mo 24dJun 2019 - Sep 2019

Drawdown Indicators


FQTIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.62%

-56.78%

+32.16%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

-9.10%

+6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-6.42%

-18.90%

+12.48%

Max Drawdown (5Y)

Largest decline over 5 years

-18.81%

-25.43%

+6.62%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.12%

-1.80%

+1.68%

Average Drawdown

Average peak-to-trough decline

-4.29%

-10.71%

+6.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

2.03%

-1.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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