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Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS35473A6148
IssuerFranklin Templeton
Inception DateAug 1, 2019
CategoryLarge Cap Blend Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

FCEUX has an expense ratio of 0.00%, indicating no management fees are charged.


Expense ratio chart for FCEUX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: FCEUX vs. ^GSPC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin U.S. Core Equity (IU) Fund Advisor, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctober
17.97%
15.85%
FCEUX (Franklin U.S. Core Equity (IU) Fund Advisor)
Benchmark (^GSPC)

Returns By Period

Franklin U.S. Core Equity (IU) Fund Advisor had a return of 27.68% year-to-date (YTD) and 44.43% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date27.68%21.88%
1 month1.40%0.89%
6 months17.97%15.85%
1 year44.43%38.63%
5 years (annualized)16.27%13.69%
10 years (annualized)N/A11.18%

Monthly Returns

The table below presents the monthly returns of FCEUX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.35%6.22%4.07%-4.95%6.34%3.83%0.55%2.34%2.06%27.68%
20235.55%-1.75%2.92%0.47%-0.79%6.94%2.14%-1.03%-3.78%-2.30%8.29%4.45%22.29%
2022-5.71%-2.74%3.55%-7.18%0.45%-8.36%8.14%-3.96%-8.17%8.04%5.30%-6.30%-17.52%
20210.08%1.91%4.93%5.77%1.06%2.45%2.67%4.00%-5.52%6.75%-0.77%4.58%31.00%
20201.11%-7.33%-11.77%13.14%5.27%2.27%5.12%6.19%-4.25%-2.60%9.70%3.59%19.14%
2019-0.10%1.23%3.63%2.49%7.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FCEUX is 83, placing it in the top 17% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of FCEUX is 8383
Combined Rank
The Sharpe Ratio Rank of FCEUX is 8888Sharpe Ratio Rank
The Sortino Ratio Rank of FCEUX is 7474Sortino Ratio Rank
The Omega Ratio Rank of FCEUX is 7878Omega Ratio Rank
The Calmar Ratio Rank of FCEUX is 9292Calmar Ratio Rank
The Martin Ratio Rank of FCEUX is 8585Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FCEUX
Sharpe ratio
The chart of Sharpe ratio for FCEUX, currently valued at 3.47, compared to the broader market-2.000.002.004.003.47
Sortino ratio
The chart of Sortino ratio for FCEUX, currently valued at 4.54, compared to the broader market0.005.0010.004.54
Omega ratio
The chart of Omega ratio for FCEUX, currently valued at 1.65, compared to the broader market1.002.003.004.001.65
Calmar ratio
The chart of Calmar ratio for FCEUX, currently valued at 4.00, compared to the broader market0.005.0010.0015.0020.004.00
Martin ratio
The chart of Martin ratio for FCEUX, currently valued at 22.57, compared to the broader market0.0020.0040.0060.0080.0022.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.27, compared to the broader market-2.000.002.004.003.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.32, compared to the broader market0.005.0010.004.32
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.15, compared to the broader market0.005.0010.0015.0020.003.15
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 21.07, compared to the broader market0.0020.0040.0060.0080.0021.07

Sharpe Ratio

The current Franklin U.S. Core Equity (IU) Fund Advisor Sharpe ratio is 3.47. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin U.S. Core Equity (IU) Fund Advisor with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctober
3.47
3.27
FCEUX (Franklin U.S. Core Equity (IU) Fund Advisor)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin U.S. Core Equity (IU) Fund Advisor provided a 1.07% dividend yield over the last twelve months, with an annual payout of $0.19 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$0.19$0.21$0.55$1.28$0.28$0.08

Dividend yield

1.07%1.45%4.64%8.52%2.20%0.70%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.10$0.00$0.00$0.05$0.00$0.00$0.04$0.19
2023$0.00$0.00$0.00$0.13$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.21
2022$0.00$0.00$0.00$0.07$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.41$0.55
2021$0.00$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.04$0.00$1.15$1.28
2020$0.00$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.10$0.28
2019$0.03$0.00$0.04$0.08

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-0.77%
-0.87%
FCEUX (Franklin U.S. Core Equity (IU) Fund Advisor)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin U.S. 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 U.S. Core Equity (IU) Fund Advisor was 33.57%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Franklin U.S. Core Equity (IU) Fund Advisor drawdown is 0.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.57%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-23.03%Dec 30, 2021190Sep 30, 2022306Dec 19, 2023496
-9.62%Sep 3, 202014Sep 23, 202044Nov 24, 202058
-9.08%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-5.94%Aug 31, 202124Oct 4, 202118Oct 28, 202142

Volatility

Volatility Chart

The current Franklin U.S. Core Equity (IU) Fund Advisor volatility is 2.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctober
2.54%
2.54%
FCEUX (Franklin U.S. Core Equity (IU) Fund Advisor)
Benchmark (^GSPC)