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FABZX vs. FRDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FABZX vs. FRDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin K2 Alternative Strategies Fund (FABZX) and Franklin Rising Dividends Fund (FRDPX). The values are adjusted to include any dividend payments, if applicable.

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FABZX vs. FRDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FABZX
Franklin K2 Alternative Strategies Fund
1.44%8.48%11.60%2.86%-7.86%2.85%7.36%7.42%-2.18%6.85%
FRDPX
Franklin Rising Dividends Fund
-4.58%11.96%10.92%12.10%-10.69%26.62%16.29%29.83%-5.27%17.33%

Returns By Period

In the year-to-date period, FABZX achieves a 1.44% return, which is significantly higher than FRDPX's -4.58% return. Over the past 10 years, FABZX has underperformed FRDPX with an annualized return of 4.11%, while FRDPX has yielded a comparatively higher 10.53% annualized return.


FABZX

1D
-0.18%
1M
-1.23%
YTD
1.44%
6M
3.09%
1Y
9.54%
3Y*
8.03%
5Y*
3.61%
10Y*
4.11%

FRDPX

1D
-0.05%
1M
-7.10%
YTD
-4.58%
6M
-3.87%
1Y
8.41%
3Y*
8.63%
5Y*
7.61%
10Y*
10.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FABZX vs. FRDPX - Expense Ratio Comparison

FABZX has a 1.95% expense ratio, which is higher than FRDPX's 0.85% expense ratio.


Return for Risk

FABZX vs. FRDPX — Risk / Return Rank

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

FABZX
FABZX Risk / Return Rank: 9595
Overall Rank
FABZX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FABZX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FABZX Omega Ratio Rank: 9494
Omega Ratio Rank
FABZX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FABZX Martin Ratio Rank: 9696
Martin Ratio Rank

FRDPX
FRDPX Risk / Return Rank: 2828
Overall Rank
FRDPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FRDPX Sortino Ratio Rank: 2929
Sortino Ratio Rank
FRDPX Omega Ratio Rank: 2727
Omega Ratio Rank
FRDPX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FRDPX Martin Ratio Rank: 3232
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.

FABZX vs. FRDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin K2 Alternative Strategies Fund (FABZX) and Franklin Rising Dividends Fund (FRDPX). 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.


FABZXFRDPXDifference

Sharpe ratio

Return per unit of total volatility

2.42

0.63

+1.79

Sortino ratio

Return per unit of downside risk

3.42

1.03

+2.39

Omega ratio

Gain probability vs. loss probability

1.48

1.14

+0.34

Calmar ratio

Return relative to maximum drawdown

3.33

0.74

+2.59

Martin ratio

Return relative to average drawdown

14.75

3.45

+11.30

FABZX vs. FRDPX - Sharpe Ratio Comparison

The current FABZX Sharpe Ratio is 2.42, which is higher than the FRDPX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FABZX and FRDPX, 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


FABZXFRDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

0.63

+1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.50

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

0.62

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.60

+0.33

Correlation

The correlation between FABZX and FRDPX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FABZX vs. FRDPX - Dividend Comparison

FABZX's dividend yield for the trailing twelve months is around 6.92%, less than FRDPX's 10.74% yield.


TTM20252024202320222021202020192018201720162015
FABZX
Franklin K2 Alternative Strategies Fund
6.92%7.02%11.80%0.70%3.10%4.90%0.80%0.90%2.33%1.56%0.77%1.89%
FRDPX
Franklin Rising Dividends Fund
10.74%10.25%10.15%4.60%4.96%4.42%0.82%3.01%5.20%0.90%3.09%5.30%

Drawdowns

FABZX vs. FRDPX - Drawdown Comparison

The maximum FABZX drawdown since its inception was -11.03%, smaller than the maximum FRDPX drawdown of -51.57%. Use the drawdown chart below to compare losses from any high point for FABZX and FRDPX.


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Drawdown Indicators


FABZXFRDPXDifference

Max Drawdown

Largest peak-to-trough decline

-11.03%

-51.57%

+40.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

-10.54%

+8.09%

Max Drawdown (5Y)

Largest decline over 5 years

-11.03%

-21.07%

+10.04%

Max Drawdown (10Y)

Largest decline over 10 years

-11.03%

-34.89%

+23.86%

Current Drawdown

Current decline from peak

-1.40%

-7.10%

+5.70%

Average Drawdown

Average peak-to-trough decline

-2.42%

-5.84%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

2.26%

-1.65%

Volatility

FABZX vs. FRDPX - Volatility Comparison

The current volatility for Franklin K2 Alternative Strategies Fund (FABZX) is 1.34%, while Franklin Rising Dividends Fund (FRDPX) has a volatility of 3.46%. This indicates that FABZX experiences smaller price fluctuations and is considered to be less risky than FRDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FABZXFRDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

3.46%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

7.49%

-4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

15.22%

-11.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

15.36%

-11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.06%

17.16%

-13.10%