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Franklin Small Cap Value Fund (FRVLX) Sharpe Ratio: 1.96

Mutual Fund · Currency in USD · Last updated Jun 23, 2026

The fund normally invests at least 80% of its net assets in investments of small-capitalization (small-cap) companies. Small-cap companies are companies with market capitalizations not exceeding either: 1) the highest market capitalization in the Russell 2000 Index; or 2) the 12-month average of the highest market capitalization in the Russell 2000 Index. It generally invests in equity securities that the fund's investment manager believes are undervalued at the time of purchase and have the potential for capital appreciation. It may invest up to 25% of its total assets in foreign securities.

FRVLX's Sharpe Ratio of 1.96 indicates that for each unit of volatility, it generates 1.96 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FRVLX Sharpe Ratio Rank

FRVLX Sharpe Ratio Rank: 51.952
Average

FRVLX ranks above 51.9% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

FRVLX Sharpe Ratio Market Positioning

The chart shows FRVLX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.33+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Franklin Small Cap Value Fund's Sharpe Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how FRVLX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MMEYXVictory Integrity Discovery Fund2.90
WSCVXWalthausen Small Cap Value Fund2.83
TSLTXTransamerica Small Cap Value2.81
VSCAXInvesco Small Cap Value Fund2.77
FESCXFirst Eagle Small Cap Opportunity Fund2.74
AVALXAegis Value Fund2.71
ICISXVY Columbia Small Cap Value II Portfolio2.66
QRSVXFPA Queens Road Small Cap Value Fund Investor Class2.59
BSCMXBrandes Small Cap Value Fund2.57
GSITXGoldman Sachs Small Cap Value Insights Fund2.56
FRVLXFranklin Small Cap Value Fund1.96

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FRVLX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FRVLX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FRVLX fit in your portfolio?

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