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FBFZX vs. CII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBFZX vs. CII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Managed Income Fund (FBFZX) and BlackRock Enhanced Large Cap Core Fund, Inc. (CII). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBFZX achieves a 6.66% return, which is significantly lower than CII's 7.56% return. Over the past 10 years, FBFZX has underperformed CII with an annualized return of 7.29%, while CII has yielded a comparatively higher 14.58% annualized return.


FBFZX

1D
0.22%
1M
-0.20%
6M
2.77%
YTD
6.66%
1Y
13.24%
3Y*
8.08%
5Y*
5.06%
10Y*
7.29%
ALL TIME*
5.31%

CII

1D
0.79%
1M
-5.53%
6M
7.51%
YTD
7.56%
1Y
32.42%
3Y*
19.46%
5Y*
12.85%
10Y*
14.58%
ALL TIME*
10.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.66M$2.21M$1.88M
$0.00$0.00$0.00

FBFZX vs. CII - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBFZX
Franklin Managed Income Fund
6.66%9.23%5.14%7.90%-6.96%15.46%5.60%23.08%-2.99%9.65%
CII
BlackRock Enhanced Large Cap Core Fund, Inc.
7.56%37.78%12.70%18.47%-13.21%34.26%8.11%30.46%-8.60%27.73%

Correlation

The correlation between FBFZX and CII is 0.27, which is low. Their historical price movements had little consistent relationship.


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

0.27

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

0.40

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

0.57

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

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2006

0.65

Over the past year, the correlation between FBFZX and CII has dropped to 0.27 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

FBFZX vs. CII — Risk / Return Rank

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

FBFZX
FBFZX Risk / Return Rank: 9090
Overall Rank
FBFZX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FBFZX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FBFZX Omega Ratio Rank: 8787
Omega Ratio Rank
FBFZX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FBFZX Martin Ratio Rank: 8989
Martin Ratio Rank

CII
CII Risk / Return Rank: 7676
Overall Rank
CII Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CII Sortino Ratio Rank: 7575
Sortino Ratio Rank
CII Omega Ratio Rank: 7272
Omega Ratio Rank
CII Calmar Ratio Rank: 8181
Calmar Ratio Rank
CII Martin Ratio Rank: 7474
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.

FBFZX vs. CII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Managed Income Fund (FBFZX) and BlackRock Enhanced Large Cap Core Fund, Inc. (CII). 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.


FBFZXCIIDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+1.11

Omega ratioGain probability vs. loss probability

1.45

1.31

+0.14

Calmar ratioReturn relative to maximum drawdown

3.36

2.65

+0.71

Martin ratioReturn relative to average drawdown

12.44

8.75

+3.69

FBFZX vs. CII - Sharpe Ratio Comparison

The current FBFZX Sharpe Ratio is 2.45, which is higher than the CII Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of FBFZX and CII, 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

FBFZX vs. CII - Drawdown Comparison

The maximum FBFZX drawdown since its inception was -49.53%, smaller than the maximum CII drawdown of -56.43%. Use the drawdown chart below to compare losses from any high point for FBFZX and CII.


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Drawdown Indicators


FBFZXCIIDifference

Max Drawdown

Largest peak-to-trough decline

-49.53%

-56.43%

+6.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.85%

-11.67%

+7.82%

Max Drawdown (3Y)

Largest decline over 3 years

-8.28%

-21.05%

+12.77%

Max Drawdown (5Y)

Largest decline over 5 years

-15.44%

-22.32%

+6.88%

Max Drawdown (10Y)

Largest decline over 10 years

-21.60%

-40.56%

+18.96%

Current Drawdown

Current decline from peak

-0.29%

-7.30%

+7.01%

Average Drawdown

Average peak-to-trough decline

-6.77%

-6.16%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

3.53%

-2.49%

Volatility

FBFZX vs. CII - Volatility Comparison

The current volatility for Franklin Managed Income Fund (FBFZX) is 1.54%, while BlackRock Enhanced Large Cap Core Fund, Inc. (CII) has a volatility of 5.68%. This indicates that FBFZX experiences smaller price fluctuations and is considered to be less risky than CII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBFZXCIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

5.68%

-4.14%

Volatility (6M)

Calculated over the trailing 6-month period

4.04%

13.61%

-9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

17.03%

-11.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.89%

17.40%

-9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.76%

18.67%

-9.91%

FBFZX vs. CII - Expense Ratio Comparison

FBFZX has a 0.65% expense ratio, which is lower than CII's 0.93% expense ratio.


Dividends

FBFZX vs. CII - Dividend Comparison

FBFZX's dividend yield for the trailing twelve months is around 4.28%, less than CII's 16.13% yield.


PositionTTM20252024202320222021202020192018201720162015
CII
BlackRock Enhanced Large Cap Core Fund, Inc.
16.13%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%
FBFZX
Franklin Managed Income Fund
4.28%3.61%6.01%4.69%4.49%7.28%4.66%11.18%4.64%4.77%4.70%3.59%

Frequently Asked Questions


FBFZX and CII have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CII has higher volatility (5.68%) compared to FBFZX (1.54%). In terms of maximum drawdown, FBFZX dropped -49.53% vs CII's -56.43%.

FBFZX currently has the higher Sharpe Ratio (2.45 vs 1.82), 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.

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