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FLQM vs. MOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLQM vs. MOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) and VanEck Agribusiness ETF (MOO). The values are adjusted to include any dividend payments, if applicable.

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FLQM vs. MOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLQM
Franklin LibertyQ U.S. Mid Cap Equity ETF
-2.14%5.16%14.32%17.47%-12.95%28.76%15.50%28.56%-4.24%10.32%
MOO
VanEck Agribusiness ETF
16.09%15.61%-12.43%-8.57%-8.10%23.99%14.59%22.29%-6.03%14.67%

Returns By Period

In the year-to-date period, FLQM achieves a -2.14% return, which is significantly lower than MOO's 16.09% return.


FLQM

1D
1.55%
1M
-5.77%
YTD
-2.14%
6M
-1.93%
1Y
5.22%
3Y*
9.81%
5Y*
7.29%
10Y*

MOO

1D
1.43%
1M
-1.27%
YTD
16.09%
6M
17.90%
1Y
27.55%
3Y*
2.03%
5Y*
1.67%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLQM vs. MOO - Expense Ratio Comparison

FLQM has a 0.30% expense ratio, which is lower than MOO's 0.55% expense ratio.


Return for Risk

FLQM vs. MOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLQM
FLQM Risk / Return Rank: 2222
Overall Rank
FLQM Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FLQM Sortino Ratio Rank: 2121
Sortino Ratio Rank
FLQM Omega Ratio Rank: 2121
Omega Ratio Rank
FLQM Calmar Ratio Rank: 2323
Calmar Ratio Rank
FLQM Martin Ratio Rank: 2626
Martin Ratio Rank

MOO
MOO Risk / Return Rank: 8484
Overall Rank
MOO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MOO Sortino Ratio Rank: 8787
Sortino Ratio Rank
MOO Omega Ratio Rank: 8282
Omega Ratio Rank
MOO Calmar Ratio Rank: 8585
Calmar Ratio Rank
MOO Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLQM vs. MOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) and VanEck Agribusiness ETF (MOO). 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.


FLQMMOODifference

Sharpe ratio

Return per unit of total volatility

0.30

1.63

-1.32

Sortino ratio

Return per unit of downside risk

0.56

2.33

-1.77

Omega ratio

Gain probability vs. loss probability

1.07

1.31

-0.23

Calmar ratio

Return relative to maximum drawdown

0.48

2.44

-1.96

Martin ratio

Return relative to average drawdown

1.96

9.05

-7.09

FLQM vs. MOO - Sharpe Ratio Comparison

The current FLQM Sharpe Ratio is 0.30, which is lower than the MOO Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of FLQM and MOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLQMMOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.63

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.10

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.24

+0.33

Correlation

The correlation between FLQM and MOO is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLQM vs. MOO - Dividend Comparison

FLQM's dividend yield for the trailing twelve months is around 1.56%, less than MOO's 2.13% yield.


TTM20252024202320222021202020192018201720162015
FLQM
Franklin LibertyQ U.S. Mid Cap Equity ETF
1.56%1.49%1.28%1.27%1.33%1.05%1.10%1.37%1.42%1.15%0.00%0.00%
MOO
VanEck Agribusiness ETF
2.13%2.47%3.41%2.93%2.15%1.17%1.10%1.26%1.69%1.44%2.14%2.89%

Drawdowns

FLQM vs. MOO - Drawdown Comparison

The maximum FLQM drawdown since its inception was -37.26%, smaller than the maximum MOO drawdown of -69.53%. Use the drawdown chart below to compare losses from any high point for FLQM and MOO.


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Drawdown Indicators


FLQMMOODifference

Max Drawdown

Largest peak-to-trough decline

-37.26%

-69.53%

+32.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-11.46%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.51%

-39.52%

+17.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.52%

Current Drawdown

Current decline from peak

-6.06%

-13.01%

+6.95%

Average Drawdown

Average peak-to-trough decline

-4.95%

-16.99%

+12.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.09%

+0.03%

Volatility

FLQM vs. MOO - Volatility Comparison

The current volatility for Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) is 3.73%, while VanEck Agribusiness ETF (MOO) has a volatility of 6.00%. This indicates that FLQM experiences smaller price fluctuations and is considered to be less risky than MOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLQMMOODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

6.00%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

10.81%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

17.46%

17.03%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

17.09%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

18.20%

+0.40%