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FCEEX vs. FKGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCEEX vs. FKGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) and Franklin Growth Fund (FKGRX). The values are adjusted to include any dividend payments, if applicable.

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FCEEX vs. FKGRX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FCEEX
Franklin Emerging Market Core Equity (IU) Fund Advisor
4.40%34.81%10.51%12.52%-16.96%-1.29%10.19%9.77%
FKGRX
Franklin Growth Fund
-5.57%15.38%17.96%27.54%-25.32%21.61%30.71%7.74%

Returns By Period

In the year-to-date period, FCEEX achieves a 4.40% return, which is significantly higher than FKGRX's -5.57% return.


FCEEX

1D
2.54%
1M
-8.70%
YTD
4.40%
6M
7.60%
1Y
34.25%
3Y*
18.70%
5Y*
6.00%
10Y*

FKGRX

1D
3.23%
1M
-5.71%
YTD
-5.57%
6M
-4.46%
1Y
15.13%
3Y*
14.51%
5Y*
7.54%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCEEX vs. FKGRX - Expense Ratio Comparison

FCEEX has a 0.17% expense ratio, which is lower than FKGRX's 0.79% expense ratio.


Return for Risk

FCEEX vs. FKGRX — Risk / Return Rank

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

FCEEX
FCEEX Risk / Return Rank: 8989
Overall Rank
FCEEX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FCEEX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FCEEX Omega Ratio Rank: 8787
Omega Ratio Rank
FCEEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FCEEX Martin Ratio Rank: 8888
Martin Ratio Rank

FKGRX
FKGRX Risk / Return Rank: 4545
Overall Rank
FKGRX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FKGRX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FKGRX Omega Ratio Rank: 3838
Omega Ratio Rank
FKGRX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FKGRX Martin Ratio Rank: 5252
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.

FCEEX vs. FKGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) and Franklin Growth Fund (FKGRX). 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.


FCEEXFKGRXDifference

Sharpe ratio

Return per unit of total volatility

1.99

0.83

+1.16

Sortino ratio

Return per unit of downside risk

2.56

1.34

+1.22

Omega ratio

Gain probability vs. loss probability

1.38

1.19

+0.20

Calmar ratio

Return relative to maximum drawdown

2.51

1.39

+1.13

Martin ratio

Return relative to average drawdown

10.02

5.21

+4.80

FCEEX vs. FKGRX - Sharpe Ratio Comparison

The current FCEEX Sharpe Ratio is 1.99, which is higher than the FKGRX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FCEEX and FKGRX, 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


FCEEXFKGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.83

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.39

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.69

-0.20

Correlation

The correlation between FCEEX and FKGRX is 0.63, 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

FCEEX vs. FKGRX - Dividend Comparison

FCEEX's dividend yield for the trailing twelve months is around 3.15%, less than FKGRX's 15.22% yield.


TTM20252024202320222021202020192018201720162015
FCEEX
Franklin Emerging Market Core Equity (IU) Fund Advisor
3.15%3.29%4.17%4.36%4.08%3.38%2.98%0.40%0.00%0.00%0.00%0.00%
FKGRX
Franklin Growth Fund
15.22%14.37%8.34%6.26%10.49%9.19%7.97%5.75%1.65%2.38%3.26%3.88%

Drawdowns

FCEEX vs. FKGRX - Drawdown Comparison

The maximum FCEEX drawdown since its inception was -34.68%, smaller than the maximum FKGRX drawdown of -51.08%. Use the drawdown chart below to compare losses from any high point for FCEEX and FKGRX.


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Drawdown Indicators


FCEEXFKGRXDifference

Max Drawdown

Largest peak-to-trough decline

-34.68%

-51.08%

+16.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-11.48%

-1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

-32.22%

-1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

Current Drawdown

Current decline from peak

-10.77%

-8.62%

-2.15%

Average Drawdown

Average peak-to-trough decline

-11.50%

-6.76%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.05%

+0.21%

Volatility

FCEEX vs. FKGRX - Volatility Comparison

Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) has a higher volatility of 8.67% compared to Franklin Growth Fund (FKGRX) at 5.85%. This indicates that FCEEX's price experiences larger fluctuations and is considered to be riskier than FKGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCEEXFKGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

5.85%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.44%

10.49%

+2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

18.91%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

19.62%

-3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

19.50%

-1.32%