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ISIN
US3546021045
CUSIP
354602104
Inception Date
Jan 3, 1994
Category
REIT
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Real Estate

Share Price Chart


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Performance

FREEX Performance Chart

Franklin Real Estate Securities Fund (FREEX) is up 9.1% since the beginning of the year. FREEX is currently trading at $17 per share. Investors who bought $1,000 worth of FREEX shares 5 years ago would now be looking at an investment worth $1,141.


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S&P 500 Index

Returns By Period

Franklin Real Estate Securities Fund (FREEX) has returned 9.10% so far this year and 8.32% over the past 12 months. Over the last ten years, FREEX has returned 6.60% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Franklin Real Estate Securities Fund

1D
-1.82%
1M
-2.48%
YTD
9.10%
6M
8.49%
1Y
8.32%
3Y*
8.08%
5Y*
2.68%
10Y*
6.60%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FREEX Monthly Returns History

Based on dividend-adjusted daily data since Dec 31, 1993, FREEX's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +27.7%, while the worst month was Oct 2008 at -29.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FREEX closed higher 52% of trading days. The best single day was Dec 16, 2019 with a return of +20.9%, while the worst single day was Dec 1, 2008 at -19.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.59%6.65%-5.60%8.62%-0.96%-1.82%9.10%
20250.91%4.08%-2.07%-1.00%0.95%-0.14%-1.12%2.45%0.05%-1.64%2.02%-2.07%2.24%
2024-4.76%1.76%0.93%-8.47%5.31%1.82%6.85%5.70%3.13%-3.03%3.60%-7.56%3.84%
202310.23%-5.73%-1.55%0.69%-4.20%4.76%1.71%-3.30%-7.11%-3.32%11.52%8.01%9.99%
2022-7.68%-4.04%6.91%-2.97%-6.16%-7.34%8.66%-6.04%-12.69%2.78%6.68%-4.89%-25.71%
2021-1.28%1.98%5.60%8.57%0.63%2.89%5.24%2.44%-5.82%7.15%-1.51%12.50%44.04%

Benchmark Metrics

Franklin Real Estate Securities Fund has an annualized alpha of 1.88%, beta of 0.87, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since January 03, 1994.

  • This fund participated in 78.82% of S&P 500 Index downside but only 77.50% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.44 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
1.88%
Beta
0.87
0.44
Upside Capture
77.50%
Downside Capture
78.82%

Expense Ratio

FREEX has a high expense ratio of 1.11%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FREEX ranks 9 for risk / return — in the bottom 9% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


FREEX Risk / Return Rank: 99
Overall Rank
FREEX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FREEX Sortino Ratio Rank: 88
Sortino Ratio Rank
FREEX Omega Ratio Rank: 88
Omega Ratio Rank
FREEX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FREEX Martin Ratio Rank: 1111
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 Real Estate Securities Fund (FREEX) and compare them to S&P 500 Index.


FREEXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.66

2.39

-1.72

Sortino ratio

Return per unit of downside risk

0.97

3.25

-2.29

Omega ratio

Gain probability vs. loss probability

1.12

1.43

-0.31

Calmar ratio

Return relative to maximum drawdown

1.10

3.11

-2.01

Martin ratio

Return relative to average drawdown

3.19

14.38

-11.19

Dividends

Dividend History

Franklin Real Estate Securities Fund provided a 6.09% dividend yield over the last twelve months, with an annual payout of $1.05 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.05$1.05$1.98$0.92$0.63$1.79$1.50$6.73$1.03$2.05$0.60$0.34

Dividend yield

6.09%6.65%12.00%5.13%3.70%7.51%8.38%33.46%5.49%9.77%2.66%1.50%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin Real Estate Securities Fund. 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$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.08$0.00$0.00$0.97$1.05
2024$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$1.79$1.98
2023$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.73$0.92
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.54$0.63
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$1.75$1.79

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 Real Estate Securities Fund. 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 Real Estate Securities Fund was 76.99%, occurring on Mar 6, 2009. Recovery took 1448 trading sessions.

The current Franklin Real Estate Securities Fund drawdown is 5.36%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-76.99%Mar 2009
2y 27d5y 9mo
7y 10moFeb 2007 - Dec 2014
COVID crash2020
-40.57%Mar 2020
1mo 4d1y 28d
1y 2moFeb 2020 - Apr 2021
2023 bear market2023
-33.79%Oct 2023
1y 9mo
4y 5moJan 2022 - now
1999 bear market1999
-27.72%Dec 1999
2y 2mo7mo 15d
2y 9moOct 1997 - Jul 2000
2018 bear market2018
-20.32%Feb 2018
1y 6mo1y 1mo
2y 8moAug 2016 - Apr 2019

Drawdown Indicators


FREEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-76.99%

-56.78%

-20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-9.10%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

-18.90%

+2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.79%

-25.43%

-8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-40.57%

-33.92%

-6.65%

Current Drawdown

Current decline from peak

-5.36%

0.00%

-5.36%

Average Drawdown

Average peak-to-trough decline

-14.24%

-10.72%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.97%

+0.71%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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