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BNUEX vs. FRIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNUEX vs. FRIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS International Sustainable Equity Fund (BNUEX) and Franklin Income Fund Advisor Class (FRIAX). The values are adjusted to include any dividend payments, if applicable.

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BNUEX vs. FRIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNUEX
UBS International Sustainable Equity Fund
-4.27%29.10%6.62%15.40%-14.08%3.24%12.95%22.61%-16.73%31.21%
FRIAX
Franklin Income Fund Advisor Class
2.21%12.02%7.29%8.84%-5.36%17.51%3.72%16.02%-5.23%8.63%

Returns By Period

In the year-to-date period, BNUEX achieves a -4.27% return, which is significantly lower than FRIAX's 2.21% return. Both investments have delivered pretty close results over the past 10 years, with BNUEX having a 8.05% annualized return and FRIAX not far behind at 7.73%.


BNUEX

1D
1.00%
1M
-9.15%
YTD
-4.27%
6M
1.22%
1Y
17.82%
3Y*
12.40%
5Y*
5.80%
10Y*
8.05%

FRIAX

1D
0.40%
1M
-2.67%
YTD
2.21%
6M
4.79%
1Y
11.92%
3Y*
9.16%
5Y*
6.70%
10Y*
7.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNUEX vs. FRIAX - Expense Ratio Comparison

BNUEX has a 1.00% expense ratio, which is higher than FRIAX's 0.46% expense ratio.


Return for Risk

BNUEX vs. FRIAX — Risk / Return Rank

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

BNUEX
BNUEX Risk / Return Rank: 5151
Overall Rank
BNUEX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BNUEX Sortino Ratio Rank: 5858
Sortino Ratio Rank
BNUEX Omega Ratio Rank: 5757
Omega Ratio Rank
BNUEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
BNUEX Martin Ratio Rank: 4747
Martin Ratio Rank

FRIAX
FRIAX Risk / Return Rank: 8686
Overall Rank
FRIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FRIAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRIAX Omega Ratio Rank: 9090
Omega Ratio Rank
FRIAX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FRIAX Martin Ratio Rank: 8787
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.

BNUEX vs. FRIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS International Sustainable Equity Fund (BNUEX) and Franklin Income Fund Advisor Class (FRIAX). 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.


BNUEXFRIAXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.65

-0.58

Sortino ratio

Return per unit of downside risk

1.52

2.39

-0.87

Omega ratio

Gain probability vs. loss probability

1.22

1.40

-0.17

Calmar ratio

Return relative to maximum drawdown

0.99

1.87

-0.88

Martin ratio

Return relative to average drawdown

4.67

9.19

-4.52

BNUEX vs. FRIAX - Sharpe Ratio Comparison

The current BNUEX Sharpe Ratio is 1.07, which is lower than the FRIAX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of BNUEX and FRIAX, 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


BNUEXFRIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.65

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.84

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.83

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.79

-0.48

Correlation

The correlation between BNUEX and FRIAX is 0.58, 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

BNUEX vs. FRIAX - Dividend Comparison

BNUEX's dividend yield for the trailing twelve months is around 2.03%, less than FRIAX's 5.75% yield.


TTM20252024202320222021202020192018201720162015
BNUEX
UBS International Sustainable Equity Fund
2.03%1.94%1.64%0.85%14.17%9.87%1.30%1.43%1.99%1.38%2.37%1.31%
FRIAX
Franklin Income Fund Advisor Class
5.75%5.75%5.74%5.67%5.24%6.70%5.37%5.25%5.80%5.20%4.92%5.93%

Drawdowns

BNUEX vs. FRIAX - Drawdown Comparison

The maximum BNUEX drawdown since its inception was -61.03%, which is greater than FRIAX's maximum drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for BNUEX and FRIAX.


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Drawdown Indicators


BNUEXFRIAXDifference

Max Drawdown

Largest peak-to-trough decline

-61.03%

-43.23%

-17.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-6.38%

-5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.49%

-13.63%

-16.86%

Max Drawdown (10Y)

Largest decline over 10 years

-36.07%

-24.10%

-11.97%

Current Drawdown

Current decline from peak

-9.15%

-2.67%

-6.48%

Average Drawdown

Average peak-to-trough decline

-12.10%

-3.94%

-8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

1.30%

+2.00%

Volatility

BNUEX vs. FRIAX - Volatility Comparison

UBS International Sustainable Equity Fund (BNUEX) has a higher volatility of 5.43% compared to Franklin Income Fund Advisor Class (FRIAX) at 2.10%. This indicates that BNUEX's price experiences larger fluctuations and is considered to be riskier than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNUEXFRIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

2.10%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

3.83%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

7.55%

+9.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

8.03%

+7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

9.34%

+6.70%