FLQM vs CTA
Comparison between FRANKLIN U.S. MID CAP MULTIFACTOR INDEX ETF (FLQM, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
FLQM vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FLQM
$1.50B
CTA
$1.50B
Expense Ratio
Winner
FLQM
0.30%
CTA
0.75%
Max Drawdown
FLQM
37.41%
Winner
CTA
22.46%
Sharpe Ratio
Winner
FLQM
0.51
CTA
0.15
5Y Beta
FLQM
0.72
Winner
CTA
-0.07
P/E Ratio
FLQM
18.57
CTA
N/A
Forward P/E
FLQM
14.77
CTA
N/A
PEG Ratio
FLQM
0.12
CTA
N/A
5Y Dividends CAGR
FLQM
21.83%
CTA
N/A
5Y EPS CAGR
FLQM
13.78%
CTA
N/A
Debt to Equity
FLQM
-42.42%
CTA
N/A
P/S Ratio
FLQM
1.45
CTA
N/A
P/B Ratio
FLQM
3.44
CTA
N/A
FLQM vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
FLQM
+4.56%
CTA
+3.25%
3M
Winner
FLQM
+3.27%
CTA
-4.79%
6M
FLQM
+2.89%
Winner
CTA
+3.15%
1Y
Winner
FLQM
+10.18%
CTA
+3.51%
5Y(CAGR)
FLQM
+7.24%
Winner
CTA
+8.05%
10Y(CAGR)
FLQM
+11.04%
CTA
N/A
Max(CAGR)
Winner
FLQM
+11.04%
CTA
+8.05%
FLQM vs CTA - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | FLQM | CTA |
|---|---|---|
| 2026 | +5.33% | +4.97% |
| 2025 | +5.53% | +0.56% |
| 2024 | +14.77% | +22.54% |
| 2023 | +17.70% | -2.92% |
| 2022 | -12.00% | +9.54% |
| 2021 | +30.56% | N/A |
| 2020 | +15.29% | N/A |
| 2019 | +28.84% | N/A |
| 2018 | -4.18% | N/A |
| 2017 | +10.32% | N/A |
FLQM vs CTA Drawdown Comparison
The maximum drawdown for FLQM was -37.25%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.
The maximum drawdown for CTA was -20.43%, occurring on Jul 2, 2026. This drawdown has not yet recovered.
The current FLQM drawdown is -1.19%. The current CTA drawdown is -14.18%.
| Rank | FLQM | CTA |
|---|---|---|
| #1 | -37.25% Feb 19, 2020 - Sep 2, 2020 | -20.43% May 4, 2026 - Jul 2, 2026 |
| #2 | -22.51% Dec 31, 2021 - Dec 14, 2023 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #3 | -19.70% Nov 25, 2024 - Jan 6, 2026 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -17.73% Sep 25, 2018 - Mar 29, 2019 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -7.76% Sep 2, 2020 - Oct 9, 2020 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -7.56% Feb 6, 2026 - Jul 1, 2026 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -7.14% Jan 25, 2018 - Jun 13, 2018 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -6.80% Jul 24, 2019 - Oct 28, 2019 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -6.72% Mar 28, 2024 - Jul 16, 2024 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -6.62% May 3, 2019 - Jul 3, 2019 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -6.23% Sep 2, 2021 - Nov 3, 2021 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -5.85% Nov 16, 2021 - Dec 27, 2021 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -5.38% Oct 12, 2020 - Nov 5, 2020 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -5.37% Jul 31, 2024 - Aug 21, 2024 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -4.51% Feb 12, 2021 - Mar 11, 2021 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between FLQM and CTA is 0.81 which considered as a strong positive correlation - the stocks tend to move together.
0.81
-101
Dividend Comparison (2017 - 2026)
FLQM vs CTA dividend yield comparison.
| Year | FLQM | CTA |
|---|---|---|
| 2026 | 0.82% | 3.00% |
| 2025 | 1.49% | 3.19% |
| 2024 | 1.28% | 4.80% |
| 2023 | 1.27% | 7.78% |
| 2022 | 1.33% | 6.58% |
| 2021 | 1.05% | 0.00% |
| 2020 | 1.10% | 0.00% |
| 2019 | 1.37% | 0.00% |
| 2018 | 1.42% | 0.00% |
| 2017 | 1.15% | 0.00% |
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