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BEN vs. SWPPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEN vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Resources, Inc. (BEN) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

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BEN vs. SWPPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BEN
Franklin Resources, Inc.
0.31%24.76%-27.21%16.96%-17.52%38.88%1.46%-9.29%-23.34%11.58%
SWPPX
Schwab S&P 500 Index Fund
-4.39%17.87%24.96%26.26%-18.14%28.67%18.38%31.46%-4.47%21.81%

Returns By Period

In the year-to-date period, BEN achieves a 0.31% return, which is significantly higher than SWPPX's -4.39% return. Over the past 10 years, BEN has underperformed SWPPX with an annualized return of -0.21%, while SWPPX has yielded a comparatively higher 14.04% annualized return.


BEN

1D
4.61%
1M
-9.70%
YTD
0.31%
6M
5.03%
1Y
29.72%
3Y*
1.04%
5Y*
0.04%
10Y*
-0.21%

SWPPX

1D
2.88%
1M
-5.04%
YTD
-4.39%
6M
-2.17%
1Y
17.28%
3Y*
18.27%
5Y*
11.76%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BEN vs. SWPPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BEN
BEN Risk / Return Rank: 7272
Overall Rank
BEN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BEN Sortino Ratio Rank: 6969
Sortino Ratio Rank
BEN Omega Ratio Rank: 6868
Omega Ratio Rank
BEN Calmar Ratio Rank: 7474
Calmar Ratio Rank
BEN Martin Ratio Rank: 7474
Martin Ratio Rank

SWPPX
SWPPX Risk / Return Rank: 5959
Overall Rank
SWPPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SWPPX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SWPPX Omega Ratio Rank: 5656
Omega Ratio Rank
SWPPX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SWPPX Martin Ratio Rank: 7676
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.

BEN vs. SWPPX - Risk-Adjusted Trends 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.


BENSWPPXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.97

+0.01

Sortino ratio

Return per unit of downside risk

1.52

1.49

+0.03

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.65

1.52

+0.13

Martin ratio

Return relative to average drawdown

4.18

7.29

-3.11

BEN vs. SWPPX - Sharpe Ratio Comparison

The current BEN Sharpe Ratio is 0.98, which is comparable to the SWPPX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of BEN and SWPPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BENSWPPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.97

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.70

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.77

-0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.48

-0.04

Correlation

The correlation between BEN and SWPPX is 0.68, 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.


Dividends

BEN vs. SWPPX - Dividend Comparison

BEN's dividend yield for the trailing twelve months is around 5.50%, more than SWPPX's 1.16% yield.


TTM20252024202320222021202020192018201720162015
BEN
Franklin Resources, Inc.
5.50%5.40%7.69%3.02%4.44%3.37%4.36%4.04%13.32%1.92%1.87%1.71%
SWPPX
Schwab S&P 500 Index Fund
1.16%1.11%1.23%1.43%1.67%1.27%1.81%1.95%2.67%1.79%2.55%3.17%

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.


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Drawdown Indicators


BENSWPPXDifference

Max Drawdown

Largest peak-to-trough decline

-72.80%

-55.06%

-17.74%

Max Drawdown (1Y)

Largest decline over 1 year

-19.21%

-12.10%

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-47.43%

-24.51%

-22.92%

Max Drawdown (10Y)

Largest decline over 10 years

-62.10%

-33.80%

-28.30%

Current Drawdown

Current decline from peak

-32.25%

-6.26%

-25.99%

Average Drawdown

Average peak-to-trough decline

-22.91%

-10.00%

-12.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.58%

2.52%

+5.06%

Volatility

BEN vs. SWPPX - Volatility Comparison

Franklin Resources, Inc. (BEN) has a higher volatility of 10.37% compared to Schwab S&P 500 Index Fund (SWPPX) at 5.36%. 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.


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Volatility by Period


BENSWPPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.37%

5.36%

+5.01%

Volatility (6M)

Calculated over the trailing 6-month period

20.25%

9.55%

+10.70%

Volatility (1Y)

Calculated over the trailing 1-year period

30.51%

18.32%

+12.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.13%

16.94%

+15.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.84%

18.21%

+14.63%