FBDAX vs. ITOT
Compare and contrast key facts about Franklin Total Return Fund (FBDAX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
FBDAX is managed by Franklin Templeton. It was launched on Aug 3, 1998. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FBDAX or ITOT.
Key characteristics
| FBDAX | ITOT | |
|---|---|---|
| YTD Return | 5.16% | 19.69% |
| 1Y Return | 11.73% | 31.05% |
| 3Y Return (Ann) | -1.99% | 9.51% |
| 5Y Return (Ann) | 0.40% | 14.88% |
| 10Y Return (Ann) | 1.49% | 12.67% |
| Sharpe Ratio | 1.70 | 2.27 |
| Daily Std Dev | 6.51% | 13.16% |
| Max Drawdown | -20.01% | -55.21% |
| Current Drawdown | -6.03% | 0.00% |
Correlation
The correlation between FBDAX and ITOT is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
FBDAX vs. ITOT - Performance Comparison
In the year-to-date period, FBDAX achieves a 5.16% return, which is significantly lower than ITOT's 19.69% return. Over the past 10 years, FBDAX has underperformed ITOT with an annualized return of 1.49%, while ITOT has yielded a comparatively higher 12.67% 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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FBDAX vs. ITOT - Expense Ratio Comparison
FBDAX has a 0.63% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
FBDAX vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Total Return Fund (FBDAX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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
FBDAX vs. ITOT - Dividend Comparison
FBDAX's dividend yield for the trailing twelve months is around 3.71%, more than ITOT's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBDAX Franklin Total Return Fund | 3.71% | 3.55% | 3.57% | 2.48% | 3.18% | 3.82% | 3.03% | 2.30% | 1.84% | 2.87% | 3.99% | 4.10% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.25% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
FBDAX vs. ITOT - Drawdown Comparison
The maximum FBDAX drawdown since its inception was -20.01%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for FBDAX and ITOT. For additional features, visit the drawdowns tool.
Volatility
FBDAX vs. ITOT - Volatility Comparison
The current volatility for Franklin Total Return Fund (FBDAX) is 1.08%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.32%. This indicates that FBDAX experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.