FLQL vs. VFMF
Compare and contrast key facts about Franklin LibertyQ U.S. Equity ETF (FLQL) and Vanguard U.S. Multifactor ETF (VFMF).
FLQL and VFMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLQL is a passively managed fund by Franklin Templeton that tracks the performance of the LibertyQ U.S. Large Cap Equity Index. It was launched on Apr 26, 2017. VFMF is managed by Vanguard. It was launched on Feb 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLQL or VFMF.
Key characteristics
| FLQL | VFMF | |
|---|---|---|
| YTD Return | 11.22% | 9.38% |
| 1Y Return | 29.29% | 32.20% |
| 3Y Return (Ann) | 10.05% | 9.10% |
| 5Y Return (Ann) | 13.19% | 12.90% |
| Sharpe Ratio | 2.46 | 2.34 |
| Daily Std Dev | 11.98% | 14.27% |
| Max Drawdown | -33.64% | -41.34% |
| Current Drawdown | -0.55% | -1.33% |
Correlation
The correlation between FLQL and VFMF is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
FLQL vs. VFMF - Performance Comparison
In the year-to-date period, FLQL achieves a 11.22% return, which is significantly higher than VFMF's 9.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLQL vs. VFMF - Expense Ratio Comparison
FLQL has a 0.15% expense ratio, which is lower than VFMF's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
FLQL vs. VFMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Equity ETF (FLQL) and Vanguard U.S. Multifactor ETF (VFMF). 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.
Dividends
FLQL vs. VFMF - Dividend Comparison
FLQL's dividend yield for the trailing twelve months is around 1.28%, less than VFMF's 1.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
FLQL Franklin LibertyQ U.S. Equity ETF | 1.28% | 1.50% | 2.07% | 1.81% | 1.99% | 1.78% | 1.82% | 1.22% |
VFMF Vanguard U.S. Multifactor ETF | 1.57% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% | 0.00% |
Drawdowns
FLQL vs. VFMF - Drawdown Comparison
The maximum FLQL drawdown since its inception was -33.64%, smaller than the maximum VFMF drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for FLQL and VFMF. For additional features, visit the drawdowns tool.
Volatility
FLQL vs. VFMF - Volatility Comparison
Franklin LibertyQ U.S. Equity ETF (FLQL) and Vanguard U.S. Multifactor ETF (VFMF) have volatilities of 3.78% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.