What is FLQL?

FLQL tracks a multi-factor US large-cap index. Stocks are selected and weighted based on a combination of quality, value, momentum, and low-volatility factors.

PERFORMANCE [as of 03/22/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLQL -0.64% 2.05% 1.81% -9.03% 19.80% 8.51% --
FLQL (NAV) -0.96% 1.82% 1.51% -9.28% 19.68% 9.13% --
MSCI USA Large Cap Index -0.39% 4.45% 3.99% -11.53% 21.07% 10.51% 12.06%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLQL Factset Analytics Insight

FLQL is a multi-factor approach to the US equity market. The fund’s index starts with a Russell 1000 universe, an expansive definition of the large-cap space that includes many firms we consider midcaps. Then it scores each stock on four fundamental and technical factors: quality (50% weight), value (30%), momentum (10%), and low volatility (10%). Finally, the index selects stocks with the highest four-factor composite scores. Holdings are weighted by the composite score, scaled by market cap. FLQL may appeal to investors seeking diversified core US exposure with comprehensive factor tilts. The index undergoes semi-annual rebalance and reconstitution with issuer weights capped at 1% each. Prior to Aug. 1, 2022, the fund traded under the name Franklin LibertyQ U.S. Equity ETF.

FLQL Summary Data

04/26/17
0.15%
$858.39M
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

-$0.00B 5 Days
-$0.01B 30 Days
-$0.06B 90 Days

FLQL Portfolio Data

$445.62B
15.25
4.66
2.10%
N/A
212

FLQL Index Data

Multi-Factor
Multi-Factor
MSCI USA Large Cap Index

FLQL Portfolio Management

0.15%
-0.11%
-0.08%
-0.16%

FLQL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FLQL Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

Factset Analytics Block Liquidity

As of 03/23/23

This measurement shows how easy it is to trade a $1 million USD block of FLQL. FLQL is rated a 5 out of 5.

FLQL Tradability

62,776
$2.54M
40,057
$1.60M
0.09%
$0.04
0.00%
0.15% / -0.15%
None
100.00%
50,000
0.80
0.03%
0.00%
0
$39.72
5

FLQL Sector/Industry Breakdown

FLQL Segment
Benchmark
21.66% --
14.86% --
14.30% --
7.48% --
7.01% --
5.07% --
5.03% --
4.45% --
3.57% --
3.33% --

FLQL Performance Statistics

0.97
0.88
0.89
0.95
0.32%
MSCI USA Large Cap Index

FLQL Countries

FLQL Segment
Benchmark
100.00% 99.89%
-- 0.11%

FLQL Regions

FLQL Segment
Benchmark
100.00% 100.00%

FLQL Economic Development

FLQL Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

FLQL Benchmark Comparison Holdings

212
297
89
49.12%

FLQL Benchmark Comparison Summary

FLQL Segment
Benchmark
212 297
$445.62B $504.17B
15.25 20.72
4.66 4.32
1.99% 1.55%
Low Low

FLQL Benchmark Comparison Market Cap Size

FLQL Segment
Benchmark
91.74% 100.00%
8.18% 0.00%
0.00% 0.00%
0.00% 0.00%