FQCHX vs. ^SP500TR

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin Templeton SMACS: Series CH (FQCHX) and S&P 500 Total Return (^SP500TR).

FQCHX is managed by Franklin Templeton. It was launched on Jun 2, 2019.

Performance

FQCHX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Templeton SMACS: Series CH (FQCHX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

FQCHX vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FQCHX Franklin Templeton SMACS: Series CH	-0.39%	4.96%	8.85%	4.90%	-13.94%	6.00%	4.25%	4.13%
^SP500TR S&P 500 Total Return	-3.64%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	19.07%

Returns By Period

In the year-to-date period, FQCHX achieves a -0.39% return, which is significantly higher than ^SP500TR's -3.64% return.

FQCHX

• 1D: 0.35%
• 1M: -1.61%
• YTD: -0.39%
• 6M: 1.61%
• 1Y: 3.08%
• 3Y*: 5.16%
• 5Y*: 1.43%
• 10Y*: —

^SP500TR

• 1D: 0.72%
• 1M: -4.34%
• YTD: -3.64%
• 6M: -1.43%
• 1Y: 18.20%
• 3Y*: 18.60%
• 5Y*: 11.96%
• 10Y*: 14.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FQCHX vs. ^SP500TR — Risk / Return Rank

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

FQCHX

FQCHX Risk / Return Rank: 20
FQCHX Sharpe Ratio Rank: 18
FQCHX Sortino Ratio Rank: 16
FQCHX Omega Ratio Rank: 26
FQCHX Calmar Ratio Rank: 22
FQCHX Martin Ratio Rank: 18

^SP500TR

^SP500TR Risk / Return Rank: 72
^SP500TR Sharpe Ratio Rank: 66
^SP500TR Sortino Ratio Rank: 69
^SP500TR Omega Ratio Rank: 74
^SP500TR Calmar Ratio Rank: 67
^SP500TR Martin Ratio Rank: 83

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.

FQCHX vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Templeton SMACS: Series CH (FQCHX) and S&P 500 Total Return (^SP500TR). 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.

	FQCHX	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	0.60	1.00	-0.40
Sortino ratio Return per unit of downside risk	0.86	1.52	-0.67
Omega ratio Gain probability vs. loss probability	1.16	1.23	-0.07
Calmar ratio Return relative to maximum drawdown	0.85	1.54	-0.69
Martin ratio Return relative to average drawdown	2.45	7.32	-4.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FQCHX vs. ^SP500TR - Sharpe Ratio Comparison

The current FQCHX Sharpe Ratio is 0.60, which is lower than the ^SP500TR Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FQCHX and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FQCHX	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	1.00	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.71	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.62	-0.25

Correlation

The correlation between FQCHX and ^SP500TR is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

FQCHX vs. ^SP500TR - Drawdown Comparison

The maximum FQCHX drawdown since its inception was -21.05%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FQCHX and ^SP500TR.

Drawdown Indicators

	FQCHX	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-21.05%	-55.25%	+34.20%
Max Drawdown (1Y) Largest decline over 1 year	-5.55%	-12.12%	+6.57%
Max Drawdown (5Y) Largest decline over 5 years	-21.05%	-24.49%	+3.44%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.79%	—
Current Drawdown Current decline from peak	-1.95%	-5.55%	+3.60%
Average Drawdown Average peak-to-trough decline	-5.75%	-8.20%	+2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	2.55%	-0.63%

Volatility

FQCHX vs. ^SP500TR - Volatility Comparison

The current volatility for Franklin Templeton SMACS: Series CH (FQCHX) is 1.39%, while S&P 500 Total Return (^SP500TR) has a volatility of 5.38%. This indicates that FQCHX experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FQCHX	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.39%	5.38%	-3.99%
Volatility (6M) Calculated over the trailing 6-month period	2.16%	9.55%	-7.39%
Volatility (1Y) Calculated over the trailing 1-year period	5.85%	18.32%	-12.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.61%	16.90%	-11.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.62%	18.05%	-11.43%