- ISIN
- US52469H7272
- CUSIP
- 52469H727
- Issuer
- Franklin Templeton
- Inception Date
- Jan 5, 1998
- Category
- Large Cap Blend Equities
- Min. Investment
- $0
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
SBSPX Performance Chart
Franklin S&P 500 Index Fund (SBSPX) is up 11.1% since the beginning of the year. SBSPX is currently trading at $59 per share. Investors who bought $1,000 worth of SBSPX shares 5 years ago would now be looking at an investment worth $1,877.
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Returns By Period
Franklin S&P 500 Index Fund (SBSPX) has returned 11.13% so far this year and 27.25% over the past 12 months. Looking at the last ten years, SBSPX has achieved an annualized return of 14.81%, outperforming the S&P 500 Index benchmark, which averaged 13.33% per year.
Franklin S&P 500 Index Fund
- 1D
- 0.43%
- 1M
- 3.45%
- YTD
- 11.13%
- 6M
- 10.75%
- 1Y
- 27.25%
- 3Y*
- 22.07%
- 5Y*
- 13.42%
- 10Y*
- 14.81%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.64%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
SBSPX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 1998, SBSPX'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, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Oct 2008 at -17.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SBSPX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.42% | -0.82% | -5.00% | 10.46% | 5.20% | 0.09% | 11.13% | ||||||
| 2025 | 2.75% | -1.35% | -5.67% | -0.74% | 6.26% | 5.04% | 2.20% | 1.97% | 3.61% | 2.29% | 0.21% | -0.01% | 17.25% |
| 2024 | 1.63% | 5.30% | 3.16% | -4.12% | 4.91% | 3.54% | 1.18% | 2.37% | 2.09% | -0.94% | 5.82% | -2.44% | 24.35% |
| 2023 | 6.23% | -2.47% | 3.64% | 1.51% | 0.40% | 6.56% | 3.15% | -1.62% | -4.81% | -2.15% | 9.08% | 4.49% | 25.62% |
| 2022 | -5.21% | -3.04% | 3.65% | -8.54% | 0.12% | -8.33% | 9.19% | -4.15% | -9.25% | 8.07% | 5.54% | -5.91% | -18.49% |
| 2021 | -1.06% | 2.69% | 4.33% | 5.30% | 0.63% | 2.29% | 2.35% | 2.98% | -4.72% | 6.98% | -0.75% | 4.42% | 27.92% |
Benchmark Metrics
Franklin S&P 500 Index Fund has an annualized alpha of 1.29%, beta of 1.00, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since January 05, 1998.
- This fund captured 103.80% of S&P 500 Index gains but only 97.84% of its losses - a favorable profile for investors.
- With beta of 1.00 and R2 of 0.99, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.29%
- Beta
- 1.00
- R²
- 0.99
- Upside Capture
- 103.80%
- Downside Capture
- 97.84%
Expense Ratio
SBSPX has an expense ratio of 0.54%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SBSPX ranks 69 for risk / return — better than 69% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin S&P 500 Index Fund (SBSPX) and compare them to S&P 500 Index.
| SBSPX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 2.69 | +0.44 |
| Martin ratioReturn relative to average drawdown | 14.53 | 12.34 | +2.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Franklin S&P 500 Index Fund provided a 0.71% dividend yield over the last twelve months, with an annual payout of $0.41 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.41 | $0.41 | $0.51 | $0.36 | $1.21 | $1.93 | $1.87 | $1.54 | $1.35 | $0.88 | $0.89 | $0.54 |
Dividend yield | 0.71% | 0.78% | 1.11% | 0.97% | 4.08% | 5.10% | 5.99% | 5.49% | 5.96% | 3.50% | 4.08% | 2.65% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin S&P 500 Index 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 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.41 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $0.51 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.36 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.21 | $1.21 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.93 | $1.93 |
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 S&P 500 Index 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 S&P 500 Index Fund was 55.62%, occurring on Mar 9, 2009. Recovery took 883 trading sessions.
The current Franklin S&P 500 Index Fund drawdown is 0.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -55.62%Mar 2009 | 1y 5mo | 3y 6mo | 4y 11moOct 2007 - Sep 2012 |
Dot-com crash2000–2002 | -47.92%Oct 2002 | 2y 6mo | 4y 2mo | 6y 8moMar 2000 - Dec 2006 |
COVID crash2020 | -33.82%Mar 2020 | 1mo 2d | 4mo 22d | 5mo 24dFeb 2020 - Aug 2020 |
Bear market2022 | -24.66%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.49%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
Drawdown Indicators
| SBSPX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.62% | -56.78% | +1.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -9.10% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -18.82% | -18.90% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -25.43% | +0.77% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -33.92% | +0.10% |
Current DrawdownCurrent decline from peak | -0.32% | -2.97% | +2.65% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -10.72% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.97% | -0.04% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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