FLQL vs TMF

Comparison between FRANKLIN U.S. LARGE CAP MULTIFACTOR INDEX ETF (FLQL, ETF) and DIREXION DAILY 20+ YEAR TREASURY BULL 3X SHARES (TMF, ETF).

5-Year PerformanceFLQL has outperformed TMF, delivering a return of +13.7% compared to -35.0%

FLQL vs TMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FLQL(ETF)	TMF(ETF)
Net Assets	$2B	$2.10B
Expense Ratio	0.15%	N/A
Max Drawdown	33.87%	94.22%
Sharpe Ratio	1.16	-0.60
5Y Beta	0.98	0.26
P/E Ratio	24.11	N/A
Forward P/E	19.51	N/A
PEG Ratio	0.31	N/A
5Y Dividends CAGR	3.41%	-24.03%
5Y EPS CAGR	24.22%	N/A
Debt to Equity	34.58%	N/A
P/S Ratio	3.72	N/A
P/B Ratio	5.34	N/A

Net Assets

FLQL

$2B

Winner

TMF

$2.10B

Expense Ratio

FLQL

0.15%

TMF

N/A

Max Drawdown

Winner

FLQL

33.87%

TMF

94.22%

Sharpe Ratio

Winner

FLQL

1.16

TMF

-0.60

5Y Beta

FLQL

0.98

Winner

TMF

0.26

P/E Ratio

FLQL

24.11

TMF

N/A

Forward P/E

FLQL

19.51

TMF

N/A

PEG Ratio

FLQL

0.31

TMF

N/A

5Y Dividends CAGR

Winner

FLQL

3.41%

TMF

-24.03%

5Y EPS CAGR

FLQL

24.22%

TMF

N/A

Debt to Equity

FLQL

34.58%

TMF

N/A

P/S Ratio

FLQL

3.72

TMF

N/A

P/B Ratio

FLQL

5.34

TMF

N/A

FLQL vs TMF - Holdings Comparison

FLQL and TMF have 0 common holdings. Overlap is 0.00%

FLQL's top 25 holdings weight is 58.67%. TMF's top 25 holdings weight is 77.07%.

Rank	FLQL	TMF
#1	NVIDIA CORP (NVDA) - 7.48%	ISHARES 20& YEAR TREASURY BOND ETF (TLT) - 69.74%
#2	APPLE INC (AAPL) - 7.17%	GOLDMAN SACHS FS TREASURY INTMS INSTL (FTIXX) - 7.33%
#3	MICROSOFT CORP (MSFT) - 5.02%	N/A
#4	ALPHABET INC CLASS A (GOOGL) - 3.60%	N/A
#5	AMAZON.COM INC (AMZN) - 3.38%	N/A
#6	ALPHABET INC CLASS C (GOOG) - 2.91%	N/A
#7	BROADCOM INC (AVGO) - 2.70%	N/A
#8	EXXONMOBIL HOLDINGS CORP (XOM) - 1.96%	N/A
#9	META PLATFORMS INC CLASS A (META) - 1.89%	N/A
#10	JOHNSON & JOHNSON (JNJ) - 1.89%	N/A
#11	APPLIED MATERIALS INC (AMAT) - 1.65%	N/A
#12	ABBVIE INC (ABBV) - 1.63%	N/A
#13	LAM RESEARCH CORP (LRCX) - 1.52%	N/A
#14	CISCO SYSTEMS INC (CSCO) - 1.45%	N/A
#15	CATERPILLAR INC (CAT) - 1.41%	N/A
#16	ELI LILLY AND CO (LLY) - 1.36%	N/A
#17	PHILIP MORRIS INTERNATIONAL INC (PM) - 1.36%	N/A
#18	KLA CORP (KLAC) - 1.35%	N/A
#19	MERCK & CO INC (MRK) - 1.34%	N/A
#20	MORGAN STANLEY (MS) - 1.34%	N/A
#21	THE GOLDMAN SACHS GROUP INC (GS) - 1.33%	N/A
#22	CITIGROUP INC (C) - 1.32%	N/A
#23	ARISTA NETWORKS INC (ANET) - 1.23%	N/A
#24	JPMORGAN CHASE & CO (JPM) - 1.21%	N/A
#25	VERIZON COMMUNICATIONS INC (VZ) - 1.17%	N/A
Total Holdings	218	2

FLQL vs TMF - Historical Returns

Returns include dividend reinvestment.

Period	FLQL	TMF
1 month	+1.05%	-5.66%
3 months	+2.72%	-7.24%
6 months	+10.03%	-22.50%
1 year	+21.72%	-14.05%
5 years(CAGR)	+13.70%	-35.03%
10 years(CAGR)	+14.77%	-18.75%
Max(CAGR)	+14.77%	-6.64%

Winner

FLQL

+1.05%

TMF

-5.66%

Winner

FLQL

+2.72%

TMF

-7.24%

Winner

FLQL

+10.03%

TMF

-22.50%

Winner

FLQL

+21.72%

TMF

-14.05%

5Y(CAGR)

Winner

FLQL

+13.70%

TMF

-35.03%

10Y(CAGR)

Winner

FLQL

+14.77%

TMF

-18.75%

Max(CAGR)

Winner

FLQL

+14.77%

TMF

-6.64%

FLQL vs TMF - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	FLQL	TMF
2026	+13.24%	-16.42%
2025	+19.96%	-3.69%
2024	+25.35%	-34.61%
2023	+24.54%	-17.42%
2022	-14.46%	-70.36%
2021	+28.44%	-19.51%
2020	+10.42%	+34.34%
2019	+29.11%	+32.62%
2018	-2.61%	-7.97%
2017	+15.04%	+21.53%
2016	N/A	-5.33%
2015	N/A	-16.30%
2014	N/A	+95.37%
2013	N/A	-36.52%
2012	N/A	+5.23%
2011	N/A	+112.97%
2010	N/A	+16.06%
2009	N/A	-39.24%

FLQL vs TMF Drawdown Comparison

The maximum drawdown for FLQL was -33.63%, occurring on Mar 23, 2020. Recovery took 140 trading sessions.

The maximum drawdown for TMF was -93.27%, occurring on Aug 17, 2026. This drawdown has not yet recovered.

The current FLQL drawdown is -1.60%. The current TMF drawdown is -93.12%.

Rank	FLQL	TMF
#1	-33.63% Feb 12, 2020 - Sep 1, 2020	-93.27% Mar 9, 2020 - Aug 17, 2026
#2	-21.41% Dec 29, 2021 - Nov 20, 2023	-53.33% Jul 25, 2012 - Jan 5, 2015
#3	-19.32% Feb 19, 2025 - Jun 24, 2025	-51.11% Jul 8, 2016 - Aug 12, 2019
#4	-16.34% Sep 21, 2018 - Mar 21, 2019	-46.17% Aug 26, 2010 - Aug 10, 2011
#5	-9.28% Jul 16, 2024 - Sep 19, 2024	-44.57% Apr 20, 2009 - Aug 19, 2010
#6	-9.05% Feb 25, 2026 - Apr 14, 2026	-42.46% Jan 30, 2015 - Jun 27, 2016
#7	-8.08% Jan 29, 2018 - Jul 26, 2018	-30.94% Oct 3, 2011 - May 30, 2012
#8	-7.23% Sep 2, 2020 - Oct 12, 2020	-24.59% Aug 28, 2019 - Feb 24, 2020
#9	-7.11% Oct 12, 2020 - Nov 9, 2020	-14.95% Aug 10, 2011 - Aug 18, 2011
#10	-6.49% Sep 2, 2021 - Nov 3, 2021	-14.23% Sep 22, 2011 - Oct 3, 2011
#11	-6.27% Mar 21, 2024 - May 15, 2024	-12.90% Aug 19, 2011 - Sep 2, 2011
#12	-5.69% Apr 24, 2019 - Jun 19, 2019	-12.78% Jun 1, 2012 - Jul 23, 2012
#13	-5.54% Jul 26, 2019 - Sep 11, 2019	-7.46% Aug 15, 2019 - Aug 27, 2019
#14	-5.24% Oct 29, 2025 - Dec 10, 2025	-6.18% Sep 12, 2011 - Sep 19, 2011
#15	-4.70% Feb 12, 2021 - Mar 12, 2021	-5.52% Sep 6, 2011 - Sep 9, 2011

Correlation

Correlation between FLQL and TMF is -0.67 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.67

-101

Dividend Comparison (2009 - 2026)

FLQL vs TMF dividend yield comparison.

Year	FLQL	TMF
2026	0.48%	1.92%
2025	1.10%	4.06%
2024	1.13%	4.29%
2023	1.50%	2.82%
2022	2.07%	1.62%
2021	1.81%	0.13%
2020	1.99%	2.24%
2019	1.78%	0.94%
2018	1.82%	1.49%
2017	1.22%	0.41%
2013	0.00%	0.57%
2012	0.00%	0.17%
2011	0.00%	0.70%
2010	0.00%	5.12%
2009	0.00%	15.58%

Select Stocks to Compare

First Stock

Second Stock

Popular: FLQL vs SPY TMF vs SPY

More Comparisons

Compare with similar stocks

FLQL vs TMF

FLQL vs TMF - Performance Comparison

Key Characteristics

FLQL vs TMF - Holdings Comparison

FLQL vs TMF - Historical Returns

FLQL vs TMF - Annual Returns (2009 - 2026)

FLQL vs TMF Drawdown Comparison

Correlation

Dividend Comparison (2009 - 2026)

Select Stocks to Compare

More Comparisons

Compare FLQL with:

Compare TMF with:

Popular suggestions: