GLOV vs FLQM
Comparison between GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF) and FRANKLIN U.S. MID CAP MULTIFACTOR INDEX ETF (FLQM, ETF).
GLOV vs FLQM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
GLOV
$1.50B
FLQM
$1.50B
Expense Ratio
Winner
GLOV
0.15%
FLQM
0.30%
Max Drawdown
Winner
GLOV
18.80%
FLQM
37.41%
Sharpe Ratio
Winner
GLOV
1.11
FLQM
0.49
5Y Beta
Winner
GLOV
0.58
FLQM
0.74
P/E Ratio
GLOV
24.28
Winner
FLQM
19.01
Forward P/E
GLOV
19.09
Winner
FLQM
14.85
PEG Ratio
GLOV
0.19
Winner
FLQM
0.14
5Y Dividends CAGR
GLOV
N/A
FLQM
18.54%
5Y EPS CAGR
Winner
GLOV
19.30%
FLQM
13.70%
Debt to Equity
GLOV
327.53%
Winner
FLQM
-40.27%
P/S Ratio
GLOV
1.85
Winner
FLQM
1.45
P/B Ratio
GLOV
4.40
Winner
FLQM
3.43
GLOV vs FLQM - Holdings Comparison
GLOV and FLQM have 38 common holdings. Overlap is 10.46%
GLOV's top 25 holdings weight is 29.02%. FLQM's top 25 holdings weight is 28.81%.
| Rank | GLOV | FLQM |
|---|---|---|
| #1 | APPLE INC (AAPL) - 3.49% | MONOLITHIC POWER SYSTEMS INC (MPWR) - 1.80% |
| #2 | NVIDIA CORP (NVDA) - 2.90% | n/a (ODFL) - 1.47% |
| #3 | MICROSOFT CORP (MSFT) - 2.65% | EBAY INC (EBAY) - 1.40% |
| #4 | WALMART INC (WMT) - 1.68% | CUMMINS INC (CMI) - 1.34% |
| #5 | AMAZON.COM INC (AMZN) - 1.50% | W.W. GRAINGER INC (GWW) - 1.32% |
| #6 | ALPHABET INC CLASS A (GOOGL) - 1.30% | TAPESTRY INC (TPR) - 1.29% |
| #7 | ALPHABET INC CLASS C (GOOG) - 1.16% | NETAPP INC (NTAP) - 1.25% |
| #8 | O'REILLY AUTOMOTIVE INC (ORLY) - 1.08% | DELTA AIR LINES INC (DAL) - 1.24% |
| #9 | INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.08% | GARMIN LTD (GRMN) - 1.22% |
| #10 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.02% | CHENIERE ENERGY INC (LNG) - 1.13% |
| #11 | META PLATFORMS INC CLASS A (META) - 0.91% | FASTENAL CO (FAST) - 1.10% |
| #12 | TJX COMPANIES INC (TJX) - 0.86% | MSCI INC (MSCI) - 1.05% |
| #13 | KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 0.84% | WILLIAMS-SONOMA INC (WSM) - 1.05% |
| #14 | AUTOZONE INC (AZO) - 0.81% | UNITED AIRLINES HOLDINGS INC (UAL) - 1.04% |
| #15 | JPMORGAN CHASE & CO (JPM) - 0.80% | CASEY'S GENERAL STORES INC (CASY) - 1.02% |
| #16 | AMPHENOL CORP CLASS A (APH) - 0.75% | UNITED THERAPEUTICS CORP (UTHR) - 1.02% |
| #17 | MASTERCARD INC CLASS A (MA) - 0.73% | THE HERSHEY CO (HSY) - 1.02% |
| #18 | JOHNSON & JOHNSON (JNJ) - 0.72% | ARCH CAPITAL GROUP LTD (ACGL) - 1.02% |
| #19 | VISA INC CLASS A (V) - 0.71% | VERISIGN INC (VRSN) - 1.02% |
| #20 | LOWE'S COMPANIES INC (LOW) - 0.70% | YUM BRANDS INC (YUM) - 1.01% |
| #21 | CISCO SYSTEMS INC (CSCO) - 0.70% | DEVON ENERGY CORP (DVN) - 1.01% |
| #22 | CARDINAL HEALTH INC (CAH) - 0.67% | CINCINNATI FINANCIAL CORP (CINF) - 1.00% |
| #23 | W.W. GRAINGER INC (GWW) - 0.66% | ALLSTATE CORP (ALL) - 1.00% |
| #24 | GILEAD SCIENCES INC (GILD) - 0.65% | ELECTRONIC ARTS INC (EA) - 1.00% |
| #25 | GENERALI (n/a) - 0.65% | THE HARTFORD INSURANCE GROUP INC (HIG) - 0.99% |
| Total Holdings | 446 | 203 |
GLOV vs FLQM - Historical Returns
Returns include dividend reinvestment.
1M
GLOV
+2.42%
Winner
FLQM
+4.23%
3M
GLOV
+5.81%
Winner
FLQM
+5.92%
6M
Winner
GLOV
+8.62%
FLQM
+2.54%
1Y
Winner
GLOV
+17.40%
FLQM
+8.97%
5Y(CAGR)
GLOV
N/A
FLQM
+7.13%
10Y(CAGR)
GLOV
N/A
FLQM
+10.92%
Max(CAGR)
Winner
GLOV
+11.69%
FLQM
+10.92%
GLOV vs FLQM - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | GLOV | FLQM |
|---|---|---|
| 2026 | +2.79% | +3.12% |
| 2025 | +18.96% | +5.53% |
| 2024 | +15.96% | +14.77% |
| 2023 | +16.40% | +17.70% |
| 2022 | -6.17% | -12.00% |
| 2021 | N/A | +30.56% |
| 2020 | N/A | +15.29% |
| 2019 | N/A | +28.84% |
| 2018 | N/A | -4.18% |
| 2017 | N/A | +10.32% |
GLOV vs FLQM Drawdown Comparison
The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.
The maximum drawdown for FLQM was -37.25%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.
The current FLQM drawdown is -0.55%.
| Rank | GLOV | FLQM |
|---|---|---|
| #1 | -17.78% Mar 29, 2022 - Jul 13, 2023 | -37.25% Feb 19, 2020 - Sep 2, 2020 |
| #2 | -9.97% Feb 13, 2025 - May 2, 2025 | -22.51% Dec 31, 2021 - Dec 14, 2023 |
| #3 | -7.71% Jul 25, 2023 - Nov 22, 2023 | -19.70% Nov 25, 2024 - Jan 6, 2026 |
| #4 | -5.68% Dec 5, 2024 - Feb 11, 2025 | -17.73% Sep 25, 2018 - Mar 29, 2019 |
| #5 | -4.68% Jul 17, 2024 - Aug 15, 2024 | -7.76% Sep 2, 2020 - Oct 9, 2020 |
| #6 | -4.67% Mar 28, 2024 - Jun 12, 2024 | -7.56% Feb 6, 2026 - Mar 27, 2026 |
| #7 | -3.36% Oct 18, 2024 - Nov 7, 2024 | -7.14% Jan 25, 2018 - Jun 13, 2018 |
| #8 | -2.77% Nov 12, 2025 - Nov 26, 2025 | -6.80% Jul 24, 2019 - Oct 28, 2019 |
| #9 | -2.75% Nov 7, 2024 - Nov 29, 2024 | -6.72% Mar 28, 2024 - Jul 16, 2024 |
| #10 | -2.26% Jul 23, 2025 - Aug 12, 2025 | -6.62% May 3, 2019 - Jul 3, 2019 |
| #11 | -2.04% Aug 30, 2024 - Sep 13, 2024 | -6.23% Sep 2, 2021 - Nov 3, 2021 |
| #12 | -1.92% Oct 6, 2025 - Oct 27, 2025 | -5.85% Nov 16, 2021 - Dec 27, 2021 |
| #13 | -1.80% Jan 12, 2026 - Jan 26, 2026 | -5.38% Oct 12, 2020 - Nov 5, 2020 |
| #14 | -1.72% Jul 3, 2025 - Jul 23, 2025 | -5.37% Jul 31, 2024 - Aug 21, 2024 |
| #15 | -1.71% Oct 27, 2025 - Nov 11, 2025 | -4.51% Feb 12, 2021 - Mar 11, 2021 |
Correlation
Correlation between GLOV and FLQM is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2017 - 2026)
GLOV vs FLQM dividend yield comparison.
| Year | GLOV | FLQM |
|---|---|---|
| 2026 | 0.00% | 0.22% |
| 2025 | 1.74% | 1.49% |
| 2024 | 1.75% | 1.28% |
| 2023 | 2.06% | 1.27% |
| 2022 | 1.73% | 1.33% |
| 2021 | 0.00% | 1.05% |
| 2020 | 0.00% | 1.10% |
| 2019 | 0.00% | 1.37% |
| 2018 | 0.00% | 1.42% |
| 2017 | 0.00% | 1.15% |
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