FLQM vs. JPSE
Compare and contrast key facts about Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) and JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE).
FLQM and JPSE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLQM is a passively managed fund by Franklin Templeton that tracks the performance of the LibertyQ U.S. Mid Cap Equity Index. It was launched on Apr 26, 2017. JPSE is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor US Small Cap Equity Index. It was launched on Nov 15, 2016. Both FLQM and JPSE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLQM or JPSE.
Correlation
The correlation between FLQM and JPSE is 0.78, 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
FLQM vs. JPSE - Performance Comparison
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Key characteristics
FLQM:
0.36
JPSE:
0.04
FLQM:
0.67
JPSE:
0.23
FLQM:
1.09
JPSE:
1.03
FLQM:
0.35
JPSE:
0.04
FLQM:
1.13
JPSE:
0.12
FLQM:
6.03%
JPSE:
9.16%
FLQM:
18.06%
JPSE:
21.66%
FLQM:
-37.26%
JPSE:
-43.02%
FLQM:
-5.96%
JPSE:
-12.32%
Returns By Period
In the year-to-date period, FLQM achieves a 1.39% return, which is significantly higher than JPSE's -3.76% return.
FLQM
1.39%
9.64%
-1.99%
6.24%
15.48%
N/A
JPSE
-3.76%
10.69%
-7.45%
1.17%
14.17%
N/A
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FLQM vs. JPSE - Expense Ratio Comparison
FLQM has a 0.30% expense ratio, which is higher than JPSE's 0.29% expense ratio.
Risk-Adjusted Performance
FLQM vs. JPSE — Risk-Adjusted Performance Rank
FLQM
JPSE
FLQM vs. JPSE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) and JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE). 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.
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Dividends
FLQM vs. JPSE - Dividend Comparison
FLQM's dividend yield for the trailing twelve months is around 1.31%, less than JPSE's 1.75% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF | 1.31% | 1.28% | 1.27% | 1.33% | 1.05% | 1.09% | 1.36% | 1.46% | 1.14% | 0.00% |
JPSE JPMorgan Diversified Return U.S. Small Cap Equity ETF | 1.75% | 1.66% | 1.76% | 1.55% | 1.24% | 1.32% | 1.23% | 1.18% | 0.74% | 0.14% |
Drawdowns
FLQM vs. JPSE - Drawdown Comparison
The maximum FLQM drawdown since its inception was -37.26%, smaller than the maximum JPSE drawdown of -43.02%. Use the drawdown chart below to compare losses from any high point for FLQM and JPSE. For additional features, visit the drawdowns tool.
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Volatility
FLQM vs. JPSE - Volatility Comparison
Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) and JPMorgan Diversified Return U.S. Small Cap Equity ETF (JPSE) have volatilities of 5.18% and 5.12%, 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.
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