Franklin Small Cap Enhanced ETF (FSML) Sharpe Ratio

Sharpe ratio is not yet available for FSML. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Franklin Small Cap Enhanced ETF's Sharpe Ratio with other ETFs in the Small Cap Blend Equities category across multiple time periods, showing how FSML's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.

Symbol	Name	1Y Sharpe Ratio
QQQS	Invesco NASDAQ Future Gen 200 ETF	2.58
FYX	First Trust Small Cap Core AlphaDEX Fund	2.38
FESM	Fidelity Enhanced Small Cap ETF	2.31
SCDS	JPMorgan Fundamental Data Science Small Core ETF	2.21
ROSC	Hartford Multifactor Small Cap ETF	2.11
IWC	iShares Micro-Cap ETF	2.08
SCHA	Schwab U.S. Small-Cap ETF	2.03
FGSM	Frontier Asset Global Small Cap Equity ETF	2.03
RUSC	U.S. Small Cap Equity Active ETF	1.98
ISMD	Inspire Small/Mid Cap Impact ETF	1.96
FSML	Franklin Small Cap Enhanced ETF	—

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows FSML's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FSML consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does FSML fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio