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ISIN
US35473A5801
Inception Date
Aug 1, 2019
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

FCENX Performance Chart

Franklin International Core Equity (IU) Fund Advisor (FCENX) is up 11.2% since the beginning of the year. FCENX is currently trading at $15 per share. Investors who bought $1,000 worth of FCENX shares 5 years ago would now be looking at an investment worth $1,620.


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S&P 500 Index

Returns By Period

Franklin International Core Equity (IU) Fund Advisor (FCENX) has returned 11.22% so far this year and 27.14% over the past 12 months.


Franklin International Core Equity (IU) Fund Advisor

1D
0.80%
1M
2.80%
YTD
11.22%
6M
11.39%
1Y
27.14%
3Y*
18.53%
5Y*
10.13%
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)

FCENX Monthly Returns History

Based on dividend-adjusted daily data since Sep 26, 2019, FCENX's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2022 with a return of +13.2%, while the worst month was Mar 2020 at -11.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FCENX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.5%, while the worst single day was Mar 12, 2020 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.45%4.82%-8.26%5.54%2.21%1.69%11.22%
20254.87%3.02%0.16%3.92%4.31%2.44%-1.84%4.08%2.78%1.41%0.83%2.63%32.40%
20240.17%3.87%3.48%-3.17%5.25%-2.38%2.46%3.36%0.08%-5.32%1.35%-2.66%6.04%
20237.66%-2.31%3.31%2.22%-3.98%5.37%2.70%-3.00%-2.73%-2.85%8.83%4.84%20.70%
2022-4.32%-3.68%-0.09%-6.85%2.35%-9.84%4.54%-6.09%-9.00%5.49%13.22%-2.01%-17.25%
2021-0.76%1.87%2.84%3.16%5.18%-1.21%1.10%1.22%-3.40%3.12%-3.08%4.43%14.98%

Benchmark Metrics

Franklin International Core Equity (IU) Fund Advisor has an annualized alpha of 1.73%, beta of 0.72, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.

  • This fund participated in 82.50% of S&P 500 Index downside but only 76.84% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.73%
Beta
0.72
0.67
Upside Capture
76.84%
Downside Capture
82.50%

Expense Ratio

FCENX has an expense ratio of 0.00%, meaning no management fees are charged.


Return for Risk

Risk / Return Rank

FCENX ranks 38 for risk / return — below 38% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FCENX Risk / Return Rank: 3838
Overall Rank
FCENX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FCENX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FCENX Omega Ratio Rank: 3737
Omega Ratio Rank
FCENX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FCENX Martin Ratio Rank: 3939
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 International Core Equity (IU) Fund Advisor (FCENX) 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.


FCENXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.23

2.78

-0.55

Martin ratioReturn relative to average drawdown

8.14

12.44

-4.30

Dividends

Dividend History

Franklin International Core Equity (IU) Fund Advisor provided a 11.49% dividend yield over the last twelve months, with an annual payout of $1.73 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.50$1.00$1.50$2.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.73$1.83$0.62$0.48$0.28$1.07$0.25$0.09

Dividend yield

11.49%13.50%5.30%4.11%2.75%8.56%2.14%0.83%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin International 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$0.16$0.00$0.00$0.15$0.00$0.00$0.08$0.00$1.45$1.83
2024$0.00$0.00$0.00$0.10$0.00$0.00$0.13$0.00$0.00$0.18$0.21$0.00$0.62
2023$0.00$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.20$0.00$0.02$0.48
2022$0.00$0.00$0.00$0.10$0.00$0.00$0.06$0.00$0.00$0.09$0.00$0.02$0.28
2021$0.00$0.00$0.00$0.14$0.00$0.00$0.09$0.00$0.00$0.22$0.00$0.61$1.07

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 International 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 International Core Equity (IU) Fund Advisor was 31.53%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-31.53%Mar 2020
2mo7mo 23d
9mo 23dJan 2020 - Nov 2020
Bear market2022
-30.59%Sep 2022
8mo 17d1y 4mo
2y 19dJan 2022 - Feb 2024
2025 selloff2025
-13.45%Apr 2025
19d21d
1mo 10dMar 2025 - Apr 2025
2026 correction2026
-11.67%Mar 2026
22d3mo
3mo 22dFeb 2026 - Jun 2026
2024 pullback2024
-8.79%Nov 2024
1mo 19d3mo 5d
4mo 24dSep 2024 - Feb 2025

Drawdown Indicators


FCENXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.53%

-56.78%

+25.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-9.10%

-2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

-18.90%

+5.45%

Max Drawdown (5Y)

Largest decline over 5 years

-30.59%

-25.43%

-5.16%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-6.22%

-10.71%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.03%

+1.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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