Franklin Liberty International Aggregate Bond ETF

10-Year Study

FLIA.US · · US · ETF

Executive Summary: Franklin Liberty International Aggregate Bond ETF has compounded at 1.2% annually over the last 10 years, with a maximum drawdown of 9.5% and an annualized volatility of 3.7%.

1Y CAGR
+2.0%
3Y CAGR
+3.3%
5Y CAGR
+0.8%
10Y CAGR
+1.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.83
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-1.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
3.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +7.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.61.2-1.40.2————————0.6%
20250.10.2-0.61.2-0.00.5-0.1-0.10.31.00.0-0.42.1%
2024-0.9-0.50.6-1.20.20.61.80.11.2-0.61.3-0.22.4%
20231.5-0.81.70.4-0.3-0.00.00.2-1.60.22.23.57.2%
2022-1.0-0.7-1.4-1.0-0.4-1.02.2-2.1-1.60.31.7-2.8-7.7%
2021-0.6-1.40.2-0.2-0.10.31.0-0.2-0.5-0.60.5-0.4-2.0%
20201.0-0.1-1.90.80.20.30.5-1.10.70.8-0.20.41.4%
20192.5-0.90.4-0.31.13.2-0.72.1-1.11.1-1.71.06.9%
2018——————0.1-1.3-0.00.00.00.5-0.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 3.7%. The dominant macroeconomic risk driver is LQD.US, accounting for 46.6% of variance. Idiosyncratic stock-specific factors contribute 20.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-0110012.179015286018
2018-08-019880.158489585589
2018-09-019880.104360628764
2018-10-019880.104360628764
2018-11-019880.158489585589
2018-12-019934.233317455508
2019-01-0110182.955874074396
2019-02-0110095.808253583336
2019-03-0110137.97471095137
2019-04-0110108.00721207296
2019-05-0110223.473950421027
2019-06-0110552.467430767902
2019-07-0110482.555541873253
2019-08-0110702.981999647993
2019-09-0110589.479971627865
2019-10-0110706.684286161908
2019-11-0110519.567050305297
2019-12-0110622.213098767754
2020-01-0110725.037757260025
2020-02-0110710.349405270774
2020-03-0110505.123383732609
2020-04-0110586.540649345345
2020-05-0110605.439242384162
2020-06-0110636.947910013318
2020-07-0110693.289566353898
2020-08-0110576.702643714812
2020-09-0110654.164677973728
2020-10-0110738.469644473083
2020-11-0110720.767635391217
2020-12-0110767.979531653007
2021-01-0110706.855669196293
2021-02-0110554.26179048937
2021-03-0110576.182300044145
2021-04-0110559.319654859604
2021-05-0110548.782695528593
2021-06-0110580.396670805383
2021-07-0110681.566347345115
2021-08-0110657.958850572342
2021-09-0110601.472654323243
2021-10-0110542.462171814655
2021-11-0110593.04184794493
2021-12-0110555.0268195766
2022-01-0110447.276447487597
2022-02-0110374.00813543156
2022-03-0110225.318899110476
2022-04-0110119.723204086316
2022-05-0110074.468791157036
2022-06-019973.18348269049
2022-07-0110187.776722728586
2022-08-019974.125056951698
2022-09-019819.31352307693
2022-10-019851.955796560038
2022-11-0110022.321889447252
2022-12-019744.76706525842
2023-01-019894.452594520366
2023-02-019815.803268155762
2023-03-019985.785297857483
2023-04-0110021.30494794803
2023-05-019992.383544681361
2023-06-019990.859681074407
2023-07-019990.859681074407
2023-08-0110011.155149086266
2023-09-019853.859593640813
2023-10-019869.080678435748
2023-11-0110089.80447545087
2023-12-0110443.708376603021
2024-01-0110351.51359595438
2024-02-0110300.292782087032
2024-03-0110361.757345756683
2024-04-0110240.36550358727
2024-05-0110259.316750449905
2024-06-0110325.903189020706
2024-07-0110515.415657647056
2024-08-0110528.220861113892
2024-09-0110651.14792359736
2024-10-0110582.001063789941
2024-11-0110722.855204641393
2024-12-0110696.194818515123
2025-01-0110706.74416698115
2025-02-0110733.1165057183
2025-03-0110664.549870400795
2025-04-0110791.132760141863
2025-05-0110785.85911833677
2025-06-0110843.401488345971
2025-07-0110831.776349989399
2025-08-0110820.141919781563
2025-09-0110856.136486714388
2025-10-0110966.864380918874
2025-11-0110966.864380918874
2025-12-0110923.223652825414
2026-01-0110993.590842431897
2026-02-0111123.500627895899
2026-03-0110966.526653098343
2026-04-0110988.17823582904
Annual Return Matrix
YearAnnual Return
20190.06925343499869219
20200.013722793125112709
2021-0.01977647816383954
2022-0.07676529564239254
20230.07172478384182557
20240.02417593758915615
20250.02122519626487196
20260.005946466452403376
Total Factor Risk
0.036813039126065386
VTI.US Exposure
-0.10603638539275126
VEA.US Exposure
0.0058077413078228435
VWO.US Exposure
-0.044580695648641734
QQQ.US Exposure
0.20433903083954064
VTV.US Exposure
0.018171079833922226
IJR.US Exposure
0.052636629593727564
QUAL.US Exposure
-0.024743473449773155
SHV.US Exposure
0.0501319086135142
TLT.US Exposure
0.027233853301755703
LQD.US Exposure
0.46627440130986525
HYG.US Exposure
0.005256497584153774
GLD.US Exposure
0.06909631686827104
USO.US Exposure
0.04182097374593726
VNQ.US Exposure
0.032132925235841825
BTC-USD.CC Exposure
0.00879482613354123
CPER.US Exposure
-0.0016278508143988285
VIX.INDX Exposure
-0.01720762632500155
UUP.US Exposure
-0.01405895943979311
TIP.US Exposure
0.01777125700552867
Idiosyncratic Exposure
0.2087875496969375
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
3.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.58%
Market Cap$3.1T
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.45
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin Liberty International Aggregate Bond ETF a high-risk investment?

Franklin Liberty International Aggregate Bond ETF (FLIA.US) has an annualized volatility of 3.7% and experienced a maximum drawdown of 9.5% over the last 10 years. Its primary macro risk driver is LQD.US.

What is the 10-year return of FLIA.US?

Over the past 10 years, FLIA.US has generated a Compound Annual Growth Rate (CAGR) of 1.2%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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