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FLQM vs BWX

Comparison between FRANKLIN U.S. MID CAP MULTIFACTOR INDEX ETF (FLQM, ETF) and SPDR(R) BLOOMBERG INTERNATIONAL TREASURY BOND ETF (BWX, ETF).

5-Year PerformanceFLQM has outperformed BWX, delivering a return of +7.1% compared to -4.4%

FLQM vs BWX - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FLQM
$1.50B
BWX
$1.50B
Expense Ratio
Winner
FLQM
0.30%
BWX
0.35%
Max Drawdown
FLQM
37.41%
Winner
BWX
35.95%
Sharpe Ratio
Winner
FLQM
0.49
BWX
-0.77
5Y Beta
FLQM
0.74
Winner
BWX
0.01
P/E Ratio
FLQM
19.01
BWX
N/A
Forward P/E
FLQM
14.85
BWX
N/A
PEG Ratio
FLQM
0.14
BWX
N/A
5Y Dividends CAGR
Winner
FLQM
18.54%
BWX
13.39%
5Y EPS CAGR
FLQM
13.70%
BWX
N/A
Debt to Equity
FLQM
-40.27%
BWX
N/A
P/S Ratio
FLQM
1.45
BWX
N/A
P/B Ratio
FLQM
3.43
BWX
N/A

FLQM vs BWX - Historical Returns

Returns include dividend reinvestment.

1M
Winner
FLQM
+4.23%
BWX
-0.70%
3M
Winner
FLQM
+5.92%
BWX
+0.02%
6M
Winner
FLQM
+2.54%
BWX
-1.37%
1Y
Winner
FLQM
+8.97%
BWX
-3.77%
5Y(CAGR)
Winner
FLQM
+7.13%
BWX
-4.44%
10Y(CAGR)
Winner
FLQM
+10.92%
BWX
-1.26%
Max(CAGR)
Winner
FLQM
+10.92%
BWX
+0.52%

FLQM vs BWX - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearFLQMBWX
2026+3.12%-1.46%
2025+5.53%+8.27%
2024+14.77%-5.03%
2023+17.70%+5.34%
2022-12.00%-18.75%
2021+30.56%-9.16%
2020+15.29%+9.62%
2019+28.84%+5.62%
2018-4.18%-2.40%
2017+10.32%+11.31%
2016N/A+0.66%
2015N/A-6.28%
2014N/A-1.91%
2013N/A-3.28%
2012N/A+4.56%
2011N/A+4.00%
2010N/A+3.73%
2009N/A+6.31%
2008N/A+3.55%
2007N/A+3.97%

FLQM vs BWX Drawdown Comparison

The maximum drawdown for FLQM was -37.25%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.

The maximum drawdown for BWX was -34.05%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current FLQM drawdown is -0.55%. The current BWX drawdown is -23.81%.

RankFLQMBWX
#1-37.25%
Feb 19, 2020 - Sep 2, 2020
-34.05%
Jan 5, 2021 - Oct 20, 2022
#2-22.51%
Dec 31, 2021 - Dec 14, 2023
-23.01%
Mar 14, 2008 - Sep 8, 2009
#3-19.70%
Nov 25, 2024 - Jan 6, 2026
-15.41%
Jul 1, 2014 - Mar 3, 2020
#4-17.73%
Sep 25, 2018 - Mar 29, 2019
-13.37%
Mar 9, 2020 - Jul 27, 2020
#5-7.76%
Sep 2, 2020 - Oct 9, 2020
-12.97%
Dec 1, 2009 - Oct 1, 2010
#6-7.56%
Feb 6, 2026 - Mar 27, 2026
-9.13%
Oct 17, 2012 - May 6, 2014
#7-7.14%
Jan 25, 2018 - Jun 13, 2018
-8.63%
Nov 4, 2010 - Apr 27, 2011
#8-6.80%
Jul 24, 2019 - Oct 28, 2019
-8.10%
Aug 23, 2011 - Sep 11, 2012
#9-6.72%
Mar 28, 2024 - Jul 16, 2024
-4.57%
Nov 26, 2007 - Jan 14, 2008
#10-6.62%
May 3, 2019 - Jul 3, 2019
-3.41%
May 2, 2011 - Jun 3, 2011
#11-6.23%
Sep 2, 2021 - Nov 3, 2021
-3.37%
Jun 7, 2011 - Aug 9, 2011
#12-5.85%
Nov 16, 2021 - Dec 27, 2021
-2.68%
Oct 14, 2010 - Nov 4, 2010
#13-5.38%
Oct 12, 2020 - Nov 5, 2020
-1.78%
Aug 6, 2020 - Oct 21, 2020
#14-5.37%
Jul 31, 2024 - Aug 21, 2024
-1.69%
Oct 8, 2009 - Nov 9, 2009
#15-4.51%
Feb 12, 2021 - Mar 11, 2021
-1.47%
Feb 1, 2008 - Feb 27, 2008

Correlation

Correlation between FLQM and BWX is -0.58 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.58
-101

Dividend Comparison (2007 - 2026)

FLQM vs BWX dividend yield comparison.

YearFLQMBWX
20260.22%0.97%
20251.49%2.19%
20241.28%1.99%
20231.27%1.62%
20221.33%1.23%
20211.05%0.93%
20201.10%0.95%
20191.37%1.16%
20181.42%1.07%
20171.15%0.46%
20140.00%1.77%
20130.00%1.88%
20120.00%1.80%
20110.00%3.35%
20100.00%1.08%
20090.00%0.87%
20080.00%2.98%
20070.00%0.59%

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