- Issuer
- Franklin Templeton
- Inception Date
- Feb 25, 2020
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $84M
Share Price Chart
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Performance
IQM Performance Chart
Franklin Intelligent Machines ETF (IQM) is up 28.3% since the beginning of the year. IQM is currently trading at $112 per share. Investors who bought $1,000 worth of IQM shares 5 years ago would now be looking at an investment worth $2,472.
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Returns By Period
Franklin Intelligent Machines ETF (IQM) has returned 28.34% so far this year and 60.50% over the past 12 months.
Franklin Intelligent Machines ETF
- 1D
- -1.45%
- 1M
- 0.09%
- YTD
- 28.34%
- 6M
- 23.89%
- 1Y
- 60.50%
- 3Y*
- 33.50%
- 5Y*
- 19.84%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.26%
- 1M
- -0.17%
- YTD
- 7.91%
- 6M
- 7.98%
- 1Y
- 22.99%
- 3Y*
- 19.77%
- 5Y*
- 11.75%
- 10Y*
- 13.42%
IQM Monthly Returns History
Based on dividend-adjusted daily data since Feb 27, 2020, IQM's average daily return is +0.12%, while the average monthly return is +2.31%. At this rate, an investment would double in approximately 2.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +21.8%, while the worst month was Apr 2022 at -15.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IQM closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +14.9%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.35% | 1.76% | -5.61% | 21.76% | 8.93% | -4.37% | 28.34% | ||||||
| 2025 | 2.72% | -9.29% | -8.82% | 6.65% | 13.15% | 9.29% | 5.42% | 0.28% | 10.23% | 9.00% | -6.89% | -1.33% | 30.76% |
| 2024 | 2.49% | 8.95% | 2.51% | -4.39% | 7.08% | 5.83% | -3.72% | 1.82% | 2.15% | -1.42% | 8.23% | -1.11% | 31.03% |
| 2023 | 11.51% | 1.60% | 7.58% | -4.21% | 9.43% | 6.00% | 1.46% | -3.90% | -7.40% | -5.27% | 13.87% | 6.96% | 41.06% |
| 2022 | -15.16% | -3.48% | 3.81% | -15.66% | -1.74% | -10.51% | 17.68% | -7.11% | -9.81% | 7.09% | 10.05% | -9.01% | -33.36% |
| 2021 | 3.31% | -0.69% | -2.89% | 5.58% | -2.23% | 7.14% | 2.56% | 3.40% | -4.45% | 12.20% | 0.77% | -0.84% | 25.18% |
Benchmark Metrics
Franklin Intelligent Machines ETF has an annualized alpha of 9.97%, beta of 1.23, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since February 27, 2020.
- This ETF captured 166.17% of S&P 500 Index gains and 117.59% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 9.97% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 9.97%
- Beta
- 1.23
- R²
- 0.67
- Upside Capture
- 166.17%
- Downside Capture
- 117.59%
Expense Ratio
IQM has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
IQM ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin Intelligent Machines ETF (IQM) and compare them to S&P 500 Index.
| IQM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 2.54 | +1.60 |
| Martin ratioReturn relative to average drawdown | 13.24 | 11.58 | +1.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Franklin Intelligent Machines ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin Intelligent Machines 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
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 Intelligent Machines 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 Intelligent Machines ETF was 44.91%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
The current Franklin Intelligent Machines ETF drawdown is 8.79%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -44.91%Oct 2022 | 10mo 26d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 |
2025 selloff2025 | -30.42%Apr 2025 | 2mo 14d | 2mo 17d | 5mo 1dJan 2025 - Jun 2025 |
COVID crash2020 | -30.17%Mar 2020 | 18d | 1mo 16d | 2mo 4dMar 2020 - May 2020 |
2021 correction2021 | -19.70%Mar 2021 | 20d | 4mo 28d | 5mo 18dFeb 2021 - Aug 2021 |
2024 correction2024 | -18.59%Aug 2024 | 27d | 3mo 5d | 4mo 2dJul 2024 - Nov 2024 |
Drawdown Indicators
| IQM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.91% | -56.78% | +11.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -9.10% | -5.61% |
Max Drawdown (3Y)Largest decline over 3 years | -30.42% | -18.90% | -11.52% |
Max Drawdown (5Y)Largest decline over 5 years | -44.91% | -25.43% | -19.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -8.79% | -2.93% | -5.86% |
Average DrawdownAverage peak-to-trough decline | -12.23% | -10.72% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 1.99% | +2.59% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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