Key stats
About FRANKLIN US LARGE CAP MULTIFACTOR UNITS
Expense ratio
0.28%
Home page
Inception date
Jun 5, 2017
The fund is a multi-factor approach to the US equity market. The fund`s index starts with the Russell 1000 universe, an expansive definition of the large-cap space that includes many firms we consider midcaps. Then it scores each stock on four fundamental and technical factors: quality (50% weight), value (30%), momentum (10%), and low volatility (10%). Finally, the index selects stocks with the highest four-factor composite scores. Holdings are weighted by the composite score, scaled by market cap. FLUS may appeal to investors seeking diversified core US exposure with comprehensive factor tilts. The index undergoes semi-annual rebalance and reconstitution with issuer weights capped at 1% each.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Technology Services
Electronic Technology
Health Technology
Stocks99.93%
Technology Services21.08%
Electronic Technology18.74%
Health Technology12.71%
Finance7.65%
Producer Manufacturing6.96%
Retail Trade6.87%
Commercial Services4.60%
Consumer Services3.58%
Health Services3.37%
Energy Minerals2.43%
Consumer Durables2.05%
Distribution Services1.95%
Communications1.65%
Industrial Services1.54%
Consumer Non-Durables1.50%
Process Industries0.97%
Non-Energy Minerals0.95%
Transportation0.91%
Utilities0.40%
Bonds, Cash & Other0.07%
Cash0.07%
Stock breakdown by region
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history