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FTFUSX

Franklin Factors US Index

As of 02/06/2026

INDEX VALUE

$273.26

$2.84 (1.05%)

Overview

By adapting to changing market conditions the Franklin Factors US Index is a rules-based, quantitative index designed to pursue steady growth while seeking to manage risk on the downside. Taking a proprietary multi-factor approach to investing, the index features a sophisticated stock screen and dynamic asset allocation tool in pursuit of meeting its objective.

Index designed to pursue three powerful benefits:

  • Sophisticated Screen: By employing a proprietary multi-factor approach, the index selects what it determines to be the highest quality US stocks.
  • Dynamically Shifts: Based on signals in the market, the index can shift its proportions of stocks, bonds, and cash with the goal of enhancing performance or mitigating losses.
  • Steady Growth: By screening for high quality US stocks and by dynamically shifting to take advantage of the changing market conditions, the index is designed to pursue steady returns.

Index Information

Ticker

FTFUSX

Live Inception Date

September 4, 2020

Volatility Target

5%

Currency

US Dollar

Use of Leverage

Yes

Composition

US Large Cap Equity
10 Year US Treasury Futures
Cash

Performance

Historical Index Value
As of 02/06/2026

Time Period Return

3.78%

Created with Highcharts 10.3.320052015202520002020$50$100$150$200$250$300$350Live Date
Total Returns
As of 01/31/2026
Month End   As of 01/31/2026
Franklin Factors US Index
1 Month  
1.04
3 Months  
1.51
6 Months  
2.69
YTD  
1.04
1 Year  
1.10
2 Years  
0.79
3 Years  
0.37
5 Years  
-1.10
7 Years  
0.90
10 Years  
2.11
Since Inception  
3.73
Month End   As of 01/31/2026
Franklin Factors US Index
2025  
0.97
2024  
-0.25
2023  
0.63
2022  
-11.76
2021  
3.87
2020  
5.87
2019  
9.33
2018  
-1.96
2017  
12.89
2016  
3.00
Month End   As of 01/31/2026
Franklin Factors US Index
Jan-25 / Jan-26  
1.10
Jan-24 / Jan-25  
0.48
Jan-23 / Jan-24  
-0.47
Jan-22 / Jan-23  
-7.18
Jan-21 / Jan-22  
0.82
Jan-20 / Jan-21  
4.37
Jan-19 / Jan-20  
7.81
Jan-18 / Jan-19  
-3.01
Jan-17 / Jan-18  
15.48
Jan-16 / Jan-17  
3.30

Hypothetical and past performance is no guarantee of future performance. The Index was created on September 4, 2020. Levels for the Index prior to September 4, 2020 represent hypothetical data determined by retroactive application of a back-tested model, itself designed with the benefit of hindsight. Actual performance will vary, perhaps materially, from the performance set forth herein.

Allocations

Asset Class Weights (Historically)
As of 02/09/2026
Created with Highcharts 10.3.3