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FLQL — Franklin U.S. Large CAP Multifactor Index ETF

Data as of 2026-09-21 · US · Broad · window 2017-04-28 → 2026-09-21 (9.4 years) · returns assume dividends reinvested, net of fund fees · Market Data from Tiingo.com

What the history says

FLQL
Total return+264.3%
Annualised (CAGR)+14.7%
Volatility (annualised)+15.0%
Sharpe (rf = 0)0.98
Deepest drawdown-33.6%
Drawdown peak → trough2020-02-12 → 2020-03-23

Over the 9.4 years to 2026-09-21 the fund returned +264.3% in total (+14.7% a year), with a deepest drawdown of -33.6% from 2020-02-12 to 2020-03-23. Its worst calendar year was 2022 (-14.8%), its best 2019 (+29.1%).

Every calendar year

Calendar-year returns (net of fees, dividends reinvested)
YearFLQL
2026+15.0%
2025+19.6%
2024+24.3%
2023+23.6%
2022-14.8%
2021+26.6%
2020+10.7%
2019+29.1%
2018-2.8%
2017+15.0%

What this page does not say

It does not say FLQL is a good or bad fund, and it is not a forecast. Returns above are history: they already include dividends and already exclude the fund's own fees. A drawdown of -33.6% means an investor who bought at the peak would have watched that much value disappear before it recovered — how long that takes is the part most tables leave out.

Run your own window, add fees or a second fund: open FLQL in the tool. History is shown as history, never sold as a forecast.

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