Franklin Liberty Short Duration U.S. Government ETF (FTSD)
FTSD is an actively managed ETF by Franklin Templeton. FTSD launched on Nov 4, 2013 and has a 0.25% expense ratio.
ETF Info
| ISIN | US3535061085 |
|---|---|
| CUSIP | 353506108 |
| Issuer | Franklin Templeton |
| Inception Date | Nov 4, 2013 |
| Region | North America (U.S.) |
| Category | Mortgage Backed Securities, Actively Managed |
| Index Tracked | No Index (Active) |
| Asset Class | Bond |
Expense Ratio
FTSD has a high expense ratio of 0.25%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: FTSD vs. USFR, FTSD vs. SGOV, FTSD vs. FXAIX, FTSD vs. FLRT
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Franklin Liberty Short Duration U.S. Government ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Franklin Liberty Short Duration U.S. Government ETF had a return of 1.63% year-to-date (YTD) and 4.52% in the last 12 months. Over the past 10 years, Franklin Liberty Short Duration U.S. Government ETF had an annualized return of 1.36%, while the S&P 500 had an annualized return of 10.97%, indicating that Franklin Liberty Short Duration U.S. Government ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.63% | 11.29% |
| 1 month | 0.89% | 4.87% |
| 6 months | 3.12% | 17.88% |
| 1 year | 4.52% | 29.16% |
| 5 years (annualized) | 1.42% | 13.20% |
| 10 years (annualized) | 1.36% | 10.97% |
Monthly Returns
The table below presents the monthly returns of FTSD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.48% | -0.08% | 0.57% | 0.31% | 1.63% | ||||||||
| 2023 | 0.74% | -0.27% | 1.09% | 0.34% | -0.20% | -0.20% | 0.43% | 0.33% | 0.14% | 0.29% | 1.27% | 0.77% | 4.84% |
| 2022 | -0.52% | -0.32% | -0.97% | -0.82% | 0.63% | -0.39% | 0.14% | -0.67% | -0.86% | -0.38% | 0.74% | 0.26% | -3.13% |
| 2021 | 0.03% | -0.35% | 0.05% | 0.11% | 0.05% | -0.22% | 0.08% | -0.07% | 0.02% | -0.37% | -0.11% | -0.14% | -0.90% |
| 2020 | 0.56% | 0.70% | -0.19% | 0.81% | 0.28% | 0.30% | 0.14% | 0.23% | 0.01% | -0.19% | 0.06% | 0.38% | 3.13% |
| 2019 | -0.01% | 0.08% | 0.34% | 0.26% | 0.21% | 0.57% | 0.11% | 0.37% | -0.01% | 0.42% | -0.01% | 0.05% | 2.40% |
| 2018 | -0.11% | -0.03% | 0.16% | -0.06% | 0.33% | 0.03% | 0.10% | 0.36% | -0.16% | -0.09% | 0.34% | 0.74% | 1.64% |
| 2017 | -0.03% | 0.41% | -0.05% | -0.08% | 0.07% | -0.07% | 0.09% | 0.19% | 0.00% | 0.06% | -0.06% | 0.11% | 0.63% |
| 2016 | 0.16% | -0.36% | 0.07% | 0.25% | 0.05% | 0.16% | -0.06% | 0.22% | 0.48% | -0.22% | -0.64% | 0.77% | 0.90% |
| 2015 | 0.22% | 0.09% | 0.09% | 0.05% | 0.09% | 0.06% | 0.05% | -0.02% | -0.06% | -0.08% | -0.52% | 0.72% | 0.68% |
| 2014 | 0.17% | 0.06% | 0.00% | 0.19% | -0.10% | 0.24% | 0.09% | -0.01% | 0.10% | -0.11% | 0.09% | -0.10% | 0.61% |
| 2013 | 0.36% | 0.02% | 0.38% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of FTSD is 91, placing it in the top 9% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
FTSD (Franklin Liberty Short Duration U.S. Government ETF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Franklin Liberty Short Duration U.S. Government ETF (FTSD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Franklin Liberty Short Duration U.S. Government ETF granted a 4.58% dividend yield in the last twelve months. The annual payout for that period amounted to $4.12 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.12 | $3.73 | $1.55 | $0.95 | $1.48 | $2.73 | $2.50 | $2.15 | $1.87 | $1.49 | $1.90 | $0.27 |
Dividend yield | 4.58% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% | 1.91% | 0.27% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin Liberty Short Duration U.S. Government ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.36 | $0.34 | $0.34 | $0.39 | $1.43 | |||||||
| 2023 | $0.00 | $0.24 | $0.24 | $0.28 | $0.27 | $0.34 | $0.31 | $0.31 | $0.34 | $0.33 | $0.37 | $0.70 | $3.73 |
| 2022 | $0.00 | $0.06 | $0.06 | $0.08 | $0.07 | $0.07 | $0.09 | $0.10 | $0.19 | $0.17 | $0.19 | $0.47 | $1.55 |
| 2021 | $0.08 | $0.09 | $0.14 | $0.08 | $0.05 | $0.08 | $0.07 | $0.09 | $0.07 | $0.07 | $0.00 | $0.13 | $0.95 |
| 2020 | $0.18 | $0.17 | $0.16 | $0.10 | $0.11 | $0.10 | $0.11 | $0.11 | $0.12 | $0.12 | $0.10 | $0.12 | $1.48 |
| 2019 | $0.21 | $0.20 | $0.31 | $0.23 | $0.30 | $0.20 | $0.25 | $0.20 | $0.20 | $0.22 | $0.18 | $0.24 | $2.73 |
| 2018 | $0.14 | $0.17 | $0.21 | $0.17 | $0.23 | $0.21 | $0.23 | $0.25 | $0.20 | $0.22 | $0.22 | $0.25 | $2.50 |
| 2017 | $0.10 | $0.14 | $0.22 | $0.17 | $0.17 | $0.17 | $0.19 | $0.20 | $0.16 | $0.20 | $0.21 | $0.22 | $2.15 |
| 2016 | $0.08 | $0.10 | $0.16 | $0.14 | $0.17 | $0.12 | $0.19 | $0.21 | $0.14 | $0.15 | $0.18 | $0.22 | $1.87 |
| 2015 | $0.09 | $0.09 | $0.10 | $0.18 | $0.15 | $0.07 | $0.13 | $0.12 | $0.14 | $0.12 | $0.11 | $0.18 | $1.49 |
| 2014 | $0.16 | $0.15 | $0.19 | $0.17 | $0.17 | $0.15 | $0.18 | $0.15 | $0.14 | $0.15 | $0.14 | $0.16 | $1.90 |
| 2013 | $0.12 | $0.16 | $0.27 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin Liberty Short Duration U.S. Government ETF. 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 Liberty Short Duration U.S. Government ETF was 5.32%, occurring on Oct 20, 2022. Recovery took 288 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.32% | Feb 8, 2021 | 430 | Oct 20, 2022 | 288 | Dec 13, 2023 | 718 |
| -0.96% | Mar 9, 2020 | 11 | Mar 23, 2020 | 13 | Apr 9, 2020 | 24 |
| -0.87% | Oct 4, 2016 | 31 | Nov 29, 2016 | 31 | Jan 23, 2017 | 62 |
| -0.86% | Jun 22, 2016 | 9 | Jul 13, 2016 | 55 | Sep 30, 2016 | 64 |
| -0.76% | Aug 4, 2015 | 43 | Nov 30, 2015 | 21 | Jan 29, 2016 | 64 |
Volatility
Volatility Chart
The current Franklin Liberty Short Duration U.S. Government ETF volatility is 0.70%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.