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ISIN
US35473A5983
Inception Date
Jul 31, 2019
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FCEEX Performance Chart

Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) is up 30.0% since the beginning of the year. FCEEX is currently trading at $17 per share. Investors who bought $1,000 worth of FCEEX shares 5 years ago would now be looking at an investment worth $1,669.


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S&P 500 Index

Returns By Period

Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) has returned 30.02% so far this year and 54.98% over the past 12 months.


Franklin Emerging Market Core Equity (IU) Fund Advisor

1D
2.96%
1M
6.82%
YTD
30.02%
6M
31.93%
1Y
54.98%
3Y*
25.96%
5Y*
10.79%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCEEX Monthly Returns History

Based on dividend-adjusted daily data since Sep 26, 2019, FCEEX's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +14.9%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FCEEX closed higher 51% of trading days. The best single day was Mar 16, 2022 with a return of +6.6%, while the worst single day was Mar 16, 2020 at -9.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.81%6.14%-9.60%12.65%7.06%3.27%30.02%
20252.07%0.29%1.74%1.04%4.45%6.89%0.89%2.55%6.62%3.39%-1.36%2.01%34.81%
2024-3.56%5.43%2.47%-0.04%1.72%3.28%0.82%0.96%5.83%-3.89%-1.92%-0.54%10.51%
20238.12%-6.57%3.57%-0.42%-2.93%4.82%5.82%-5.53%-1.84%-2.48%7.15%3.52%12.52%
20220.36%-3.49%-1.95%-5.34%1.01%-6.77%-0.19%-0.33%-10.54%-0.85%14.87%-3.22%-16.96%
20213.70%0.50%1.73%1.51%0.96%0.56%-5.59%1.52%-4.41%0.27%-4.13%2.58%-1.29%

Benchmark Metrics

Franklin Emerging Market Core Equity (IU) Fund Advisor has an annualized alpha of 3.42%, beta of 0.65, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.

  • This fund participated in 70.03% of S&P 500 Index downside but only 69.41% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.65 may look defensive, but with R2 of 0.49 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.49 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
3.42%
Beta
0.65
0.49
Upside Capture
69.41%
Downside Capture
70.03%

Expense Ratio

FCEEX has an expense ratio of 0.17%, which is considered low.


Return for Risk

Risk / Return Rank

FCEEX ranks 86 for risk / return — in the top 86% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FCEEX Risk / Return Rank: 8686
Overall Rank
FCEEX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FCEEX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FCEEX Omega Ratio Rank: 8484
Omega Ratio Rank
FCEEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FCEEX Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCEEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.51

1.37

+0.15

Calmar ratioReturn relative to maximum drawdown

4.23

2.78

+1.44

Martin ratioReturn relative to average drawdown

15.97

12.44

+3.53

Dividends

Dividend History

Franklin Emerging Market Core Equity (IU) Fund Advisor provided a 2.27% dividend yield over the last twelve months, with an annual payout of $0.39 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.10$0.20$0.30$0.402019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.39$0.43$0.42$0.42$0.36$0.38$0.35$0.04

Dividend yield

2.27%3.29%4.17%4.36%4.08%3.38%2.98%0.40%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin Emerging Market Core Equity (IU) Fund Advisor. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.05$0.00$0.00$0.05
2025$0.00$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.09$0.00$0.13$0.43
2024$0.00$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.23$0.00$0.05$0.42
2023$0.00$0.00$0.00$0.04$0.00$0.00$0.13$0.00$0.00$0.17$0.00$0.08$0.42
2022$0.00$0.00$0.00$0.06$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.10$0.36
2021$0.00$0.00$0.00$0.05$0.00$0.00$0.13$0.00$0.00$0.12$0.00$0.08$0.38

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin Emerging Market Core Equity (IU) Fund Advisor. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Franklin Emerging Market Core Equity (IU) Fund Advisor was 34.68%, occurring on Oct 24, 2022. Recovery took 638 trading sessions.

The current Franklin Emerging Market Core Equity (IU) Fund Advisor drawdown is 0.58%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-34.68%Oct 2022
1y 8mo2y 6mo
4y 2moFeb 2021 - May 2025
COVID crash2020
-30.29%Mar 2020
1mo 28d7mo 21d
9mo 19dJan 2020 - Nov 2020
2026 correction2026
-12.98%Mar 2026
1mo 2d25d
1mo 27dFeb 2026 - Apr 2026
2026 pullback2026
-8.62%Jun 2026
7d
20d 22hJun 2026 - now
2026 pullback2026
-5.70%May 2026
7d7d
14dMay 2026 - May 2026

Drawdown Indicators


FCEEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.68%

-56.78%

+22.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-9.10%

-3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-15.47%

-18.90%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-33.39%

-25.43%

-7.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.58%

-1.80%

+1.22%

Average Drawdown

Average peak-to-trough decline

-11.20%

-10.71%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.03%

+1.39%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FCEEX

Add Franklin Emerging Market Core Equity (IU) Fund Advisor to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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