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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Franklin Real Estate Securities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Franklin Real Estate Securities Fund (FREEX) has returned 1.77% so far this year and 1.17% over the past 12 months. Over the last ten years, FREEX has returned 5.85% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Franklin Real Estate Securities Fund
- 1D
- 0.37%
- 1M
- -6.99%
- YTD
- 1.77%
- 6M
- 0.02%
- 1Y
- 1.17%
- 3Y*
- 5.12%
- 5Y*
- 3.65%
- 10Y*
- 5.85%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 31, 1993, FREEX's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.59% | 6.65% | -6.99% | 1.77% | |||||||||
| 2025 | 0.91% | 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% |
| 2023 | 10.23% | -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 2.16%, 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 78.73% of S&P 500 Index downside but only 78.47% 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
- 2.16%
- Beta
- 0.87
- R²
- 0.44
- Upside Capture
- 78.47%
- Downside Capture
- 78.73%
Expense Ratio
FREEX has a high expense ratio of 1.11%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FREEX ranks 8 for risk / return — in the bottom 8% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin Real Estate Securities Fund (FREEX) and compare them to a chosen benchmark (S&P 500 Index).
| FREEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.90 | -0.76 |
Sortino ratioReturn per unit of downside risk | 0.29 | 1.39 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.21 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 1.40 | -1.21 |
Martin ratioReturn relative to average drawdown | 0.72 | 6.61 | -5.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FREEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Franklin Real Estate Securities Fund provided a 6.53% dividend yield over the last twelve months, with an annual payout of $1.05 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 6.53% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $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 11.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.99% | Feb 8, 2007 | 523 | Mar 6, 2009 | 1448 | Dec 4, 2014 | 1971 |
| -40.57% | Feb 18, 2020 | 25 | Mar 23, 2020 | 271 | Apr 20, 2021 | 296 |
| -33.79% | Jan 3, 2022 | 458 | Oct 27, 2023 | — | — | — |
| -27.72% | Oct 8, 1997 | 553 | Dec 16, 1999 | 155 | Jul 28, 2000 | 708 |
| -20.32% | Aug 2, 2016 | 384 | Feb 8, 2018 | 290 | Apr 5, 2019 | 674 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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