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EMO vs. FKLAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMO vs. FKLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Energy Midstream Opportunity Fund (EMO) and Franklin Louisiana Tax Free Income Fund (FKLAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMO achieves a 21.52% return, which is significantly higher than FKLAX's 0.61% return. Over the past 10 years, EMO has outperformed FKLAX with an annualized return of 7.75%, while FKLAX has yielded a comparatively lower 1.54% annualized return.


EMO

1D
1.14%
1M
5.46%
6M
10.79%
YTD
21.52%
1Y
21.50%
3Y*
28.83%
5Y*
29.82%
10Y*
7.75%
ALL TIME*
4.29%

FKLAX

1D
-0.30%
1M
-2.06%
6M
0.04%
YTD
0.61%
1Y
6.19%
3Y*
3.26%
5Y*
0.17%
10Y*
1.54%
ALL TIME*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.85M$2.08M$2.48M
$0.00$0.00$0.00

EMO vs. FKLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMO
ClearBridge Energy Midstream Opportunity Fund
21.52%7.38%44.45%31.76%40.13%74.70%-64.47%19.60%-25.73%0.07%
FKLAX
Franklin Louisiana Tax Free Income Fund
0.61%3.46%2.88%5.94%-10.93%2.29%4.23%7.31%1.14%3.02%

Correlation

The correlation between EMO and FKLAX is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.18

Correlation (3Y)
Balances recent behavior with more history.

0.01

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.00

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.03

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2011

-0.04

The correlation between EMO and FKLAX shifts across timeframes, from -0.18 (1 year) to 0.01 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

EMO vs. FKLAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EMO
EMO Risk / Return Rank: 4444
Overall Rank
EMO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EMO Sortino Ratio Rank: 4646
Sortino Ratio Rank
EMO Omega Ratio Rank: 4545
Omega Ratio Rank
EMO Calmar Ratio Rank: 5555
Calmar Ratio Rank
EMO Martin Ratio Rank: 2828
Martin Ratio Rank

FKLAX
FKLAX Risk / Return Rank: 8585
Overall Rank
FKLAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FKLAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FKLAX Omega Ratio Rank: 9696
Omega Ratio Rank
FKLAX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FKLAX Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EMO vs. FKLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Energy Midstream Opportunity Fund (EMO) and Franklin Louisiana Tax Free Income Fund (FKLAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMOFKLAXDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.23

1.62

-0.39

Calmar ratioReturn relative to maximum drawdown

1.89

2.63

-0.73

Martin ratioReturn relative to average drawdown

3.92

8.63

-4.71

EMO vs. FKLAX - Sharpe Ratio Comparison

The current EMO Sharpe Ratio is 1.25, which is lower than the FKLAX Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of EMO and FKLAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMO vs. FKLAX - Drawdown Comparison

The maximum EMO drawdown since its inception was -95.06%, which is greater than FKLAX's maximum drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for EMO and FKLAX.


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Drawdown Indicators


EMOFKLAXDifference

Max Drawdown

Largest peak-to-trough decline

-95.06%

-15.77%

-79.29%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

-2.73%

-8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

-6.35%

-12.46%

Max Drawdown (5Y)

Largest decline over 5 years

-28.59%

-15.70%

-12.89%

Max Drawdown (10Y)

Largest decline over 10 years

-93.02%

-15.77%

-77.25%

Current Drawdown

Current decline from peak

-2.16%

-2.06%

-0.10%

Average Drawdown

Average peak-to-trough decline

-31.67%

-2.04%

-29.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

0.83%

+4.41%

Volatility

EMO vs. FKLAX - Volatility Comparison

ClearBridge Energy Midstream Opportunity Fund (EMO) has a higher volatility of 5.06% compared to Franklin Louisiana Tax Free Income Fund (FKLAX) at 1.03%. This indicates that EMO's price experiences larger fluctuations and is considered to be riskier than FKLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMOFKLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

1.03%

+4.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

2.23%

+10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

2.90%

+13.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.05%

4.42%

+21.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.13%

4.02%

+37.11%

EMO vs. FKLAX - Expense Ratio Comparison

EMO has a 13.90% expense ratio, which is higher than FKLAX's 0.74% expense ratio.


Dividends

EMO vs. FKLAX - Dividend Comparison

EMO's dividend yield for the trailing twelve months is around 8.35%, more than FKLAX's 2.97% yield.


PositionTTM20252024202320222021202020192018201720162015
EMO
ClearBridge Energy Midstream Opportunity Fund
8.35%9.41%7.16%6.79%6.71%6.71%15.82%10.94%16.39%10.85%9.76%11.88%
FKLAX
Franklin Louisiana Tax Free Income Fund
2.97%4.13%3.43%2.53%2.57%2.26%2.61%3.49%3.23%3.07%3.69%3.81%

Frequently Asked Questions


EMO and FKLAX have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMO has higher volatility (5.06%) compared to FKLAX (1.03%). In terms of maximum drawdown, EMO dropped -95.06% vs FKLAX's -15.77%.

FKLAX currently has the higher Sharpe Ratio (2.48 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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