BEN vs. SWPPX
Compare and contrast key facts about Franklin Resources, Inc. (BEN) and Schwab S&P 500 Index Fund (SWPPX).
SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEN or SWPPX.
Key characteristics
| BEN | SWPPX | |
|---|---|---|
| YTD Return | -24.80% | 26.62% |
| 1Y Return | -5.04% | 38.21% |
| 3Y Return (Ann) | -11.85% | 9.99% |
| 5Y Return (Ann) | -1.05% | 15.91% |
| 10Y Return (Ann) | -5.28% | 13.37% |
| Sharpe Ratio | -0.16 | 3.08 |
| Sortino Ratio | -0.01 | 4.10 |
| Omega Ratio | 1.00 | 1.58 |
| Calmar Ratio | -0.10 | 4.53 |
| Martin Ratio | -0.25 | 20.46 |
| Ulcer Index | 19.46% | 1.87% |
| Daily Std Dev | 30.52% | 12.45% |
| Max Drawdown | -72.80% | -55.06% |
| Current Drawdown | -44.08% | 0.00% |
Correlation
The correlation between BEN and SWPPX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BEN vs. SWPPX - Performance Comparison
In the year-to-date period, BEN achieves a -24.80% return, which is significantly lower than SWPPX's 26.62% return. Over the past 10 years, BEN has underperformed SWPPX with an annualized return of -5.28%, while SWPPX has yielded a comparatively higher 13.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BEN vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Resources, Inc. (BEN) and Schwab S&P 500 Index Fund (SWPPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BEN vs. SWPPX - Dividend Comparison
BEN's dividend yield for the trailing twelve months is around 5.82%, more than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEN Franklin Resources, Inc. | 5.82% | 3.02% | 4.44% | 3.37% | 4.36% | 4.04% | 13.32% | 1.92% | 1.87% | 1.71% | 1.82% | 0.72% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
BEN vs. SWPPX - Drawdown Comparison
The maximum BEN drawdown since its inception was -72.80%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for BEN and SWPPX. For additional features, visit the drawdowns tool.
Volatility
BEN vs. SWPPX - Volatility Comparison
Franklin Resources, Inc. (BEN) has a higher volatility of 7.80% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.92%. This indicates that BEN's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.