FLCI.TO vs. FLUS.TO
FLCI.TO (Franklin Canadian Corporate Bond Fund ETF) and FLUS.TO (Franklin U.S. Large Cap Multifactor Index ETF) are both exchange-traded funds - FLCI.TO is a Corporate Bonds fund actively managed by Franklin, while FLUS.TO is a Large Cap Blend Equities fund tracking the LibertyQ U.S. Large Cap Equity Index. FLCI.TO is actively managed, while FLUS.TO is passively managed. Over the past 5 years, FLCI.TO returned 2.62%/yr vs 16.56%/yr for FLUS.TO. At a 0.06 correlation, their price movements are largely independent. FLCI.TO charges 0.39%/yr vs 0.29%/yr for FLUS.TO.
Performance
FLCI.TO vs. FLUS.TO - Performance Comparison
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Returns By Period
In the year-to-date period, FLCI.TO achieves a 2.06% return, which is significantly lower than FLUS.TO's 14.84% return.
FLCI.TO
- 1D
- 0.05%
- 1M
- 1.92%
- YTD
- 2.06%
- 6M
- 2.41%
- 1Y
- 6.04%
- 3Y*
- 7.01%
- 5Y*
- 2.62%
- 10Y*
- —
FLUS.TO
- 1D
- -0.63%
- 1M
- 3.86%
- YTD
- 14.84%
- 6M
- 12.07%
- 1Y
- 28.35%
- 3Y*
- 23.09%
- 5Y*
- 16.56%
- 10Y*
- —
FLCI.TO vs. FLUS.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCI.TO Franklin Canadian Corporate Bond Fund ETF | 2.06% | 4.88% | 8.03% | 8.31% | -10.13% | -1.36% | 8.04% | 8.29% | 0.09% | -0.28% |
FLUS.TO Franklin U.S. Large Cap Multifactor Index ETF | 14.84% | 10.51% | 34.62% | 20.97% | -9.96% | 25.50% | 8.45% | 21.86% | 4.72% | 12.32% |
Correlation
The correlation between FLCI.TO and FLUS.TO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2017 | 0.06 |
The correlation between FLCI.TO and FLUS.TO shifts across timeframes, from 0.06 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FLCI.TO vs. FLUS.TO — Risk / Return Rank
FLCI.TO
FLUS.TO
FLCI.TO vs. FLUS.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Canadian Corporate Bond Fund ETF (FLCI.TO) and Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| FLCI.TO | FLUS.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.40 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.89 | -0.22 |
| Martin ratioReturn relative to average drawdown | 7.43 | 10.10 | -2.67 |
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Drawdowns
FLCI.TO vs. FLUS.TO - Drawdown Comparison
The maximum FLCI.TO drawdown since its inception was -17.51%, smaller than the maximum FLUS.TO drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for FLCI.TO and FLUS.TO.
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Drawdown Indicators
| FLCI.TO | FLUS.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.51% | -28.24% | +10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.27% | -9.85% | +7.58% |
Max Drawdown (3Y)Largest decline over 3 years | -3.31% | -18.82% | +15.51% |
Max Drawdown (5Y)Largest decline over 5 years | -14.63% | -19.11% | +4.48% |
Current DrawdownCurrent decline from peak | 0.00% | -0.63% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -3.30% | -3.71% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 2.82% | -2.01% |
Volatility
FLCI.TO vs. FLUS.TO - Volatility Comparison
The current volatility for Franklin Canadian Corporate Bond Fund ETF (FLCI.TO) is 1.23%, while Franklin U.S. Large Cap Multifactor Index ETF (FLUS.TO) has a volatility of 5.11%. This indicates that FLCI.TO experiences smaller price fluctuations and is considered to be less risky than FLUS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCI.TO | FLUS.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.23% | 5.11% | -3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 2.95% | 12.36% | -9.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.93% | 14.50% | -10.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.64% | 14.90% | -9.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.47% | 15.95% | -9.48% |
FLCI.TO vs. FLUS.TO - Expense Ratio Comparison
FLCI.TO has a 0.39% expense ratio, which is higher than FLUS.TO's 0.29% expense ratio.
Dividends
FLCI.TO vs. FLUS.TO - Dividend Comparison
FLCI.TO's dividend yield for the trailing twelve months is around 4.41%, more than FLUS.TO's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLCI.TO Franklin Canadian Corporate Bond Fund ETF | 4.41% | 4.26% | 4.41% | 4.09% | 4.95% | 3.35% | 3.25% | 3.68% | 3.87% | 0.84% |
FLUS.TO Franklin U.S. Large Cap Multifactor Index ETF | 0.63% | 0.74% | 0.94% | 1.24% | 1.77% | 1.80% | 1.67% | 1.89% | 1.72% | 0.60% |
Frequently Asked Questions
FLCI.TO and FLUS.TO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FLUS.TO is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FLUS.TO is cheaper with a 0.29% expense ratio, compared with 0.39% for FLCI.TO.
FLCI.TO is categorized as Corporate Bonds, while FLUS.TO is Large Cap Blend Equities. Their fees differ too: 0.39% for FLCI.TO and 0.29% for FLUS.TO.
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