PortfoliosLab logoPortfoliosLab logo
FCEEX vs. SHRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCEEX vs. SHRAX - 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 ClearBridge Aggressive Growth Fund (SHRAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FCEEX vs. SHRAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FCEEX
Franklin Emerging Market Core Equity (IU) Fund Advisor
1.82%34.81%10.51%12.52%-16.96%-1.29%10.19%9.77%
SHRAX
ClearBridge Aggressive Growth Fund
-10.22%13.50%12.02%24.09%-25.43%7.35%19.74%11.93%

Returns By Period

In the year-to-date period, FCEEX achieves a 1.82% return, which is significantly higher than SHRAX's -10.22% return.


FCEEX

1D
-0.96%
1M
-11.83%
YTD
1.82%
6M
5.92%
1Y
31.80%
3Y*
17.72%
5Y*
5.70%
10Y*

SHRAX

1D
-0.61%
1M
-10.28%
YTD
-10.22%
6M
-11.78%
1Y
10.43%
3Y*
9.70%
5Y*
1.40%
10Y*
6.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCEEX vs. SHRAX - Expense Ratio Comparison

FCEEX has a 0.17% expense ratio, which is lower than SHRAX's 1.11% expense ratio.


Return for Risk

FCEEX vs. SHRAX — Risk / Return Rank

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

FCEEX
FCEEX Risk / Return Rank: 8787
Overall Rank
FCEEX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FCEEX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FCEEX Omega Ratio Rank: 8585
Omega Ratio Rank
FCEEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FCEEX Martin Ratio Rank: 8686
Martin Ratio Rank

SHRAX
SHRAX Risk / Return Rank: 1818
Overall Rank
SHRAX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SHRAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
SHRAX Omega Ratio Rank: 1818
Omega Ratio Rank
SHRAX Calmar Ratio Rank: 1818
Calmar Ratio Rank
SHRAX Martin Ratio Rank: 1717
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. SHRAX - 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 ClearBridge Aggressive Growth Fund (SHRAX). 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.


FCEEXSHRAXDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.45

+1.35

Sortino ratio

Return per unit of downside risk

2.33

0.80

+1.53

Omega ratio

Gain probability vs. loss probability

1.35

1.11

+0.24

Calmar ratio

Return relative to maximum drawdown

2.33

0.53

+1.80

Martin ratio

Return relative to average drawdown

9.14

1.70

+7.44

FCEEX vs. SHRAX - Sharpe Ratio Comparison

The current FCEEX Sharpe Ratio is 1.80, which is higher than the SHRAX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FCEEX and SHRAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FCEEXSHRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.45

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.07

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.44

+0.02

Correlation

The correlation between FCEEX and SHRAX is 0.61, 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. SHRAX - Dividend Comparison

FCEEX's dividend yield for the trailing twelve months is around 3.23%, less than SHRAX's 24.81% yield.


TTM20252024202320222021202020192018201720162015
FCEEX
Franklin Emerging Market Core Equity (IU) Fund Advisor
3.23%3.29%4.17%4.36%4.08%3.38%2.98%0.40%0.00%0.00%0.00%0.00%
SHRAX
ClearBridge Aggressive Growth Fund
24.81%22.27%20.39%13.77%15.63%26.11%18.42%12.71%18.97%5.97%4.76%4.03%

Drawdowns

FCEEX vs. SHRAX - Drawdown Comparison

The maximum FCEEX drawdown since its inception was -34.68%, smaller than the maximum SHRAX drawdown of -57.26%. Use the drawdown chart below to compare losses from any high point for FCEEX and SHRAX.


Loading graphics...

Drawdown Indicators


FCEEXSHRAXDifference

Max Drawdown

Largest peak-to-trough decline

-34.68%

-57.26%

+22.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-14.59%

+1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

-33.77%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-33.77%

Current Drawdown

Current decline from peak

-12.98%

-14.59%

+1.61%

Average Drawdown

Average peak-to-trough decline

-11.50%

-11.29%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

4.56%

-1.26%

Volatility

FCEEX vs. SHRAX - Volatility Comparison

Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) has a higher volatility of 8.12% compared to ClearBridge Aggressive Growth Fund (SHRAX) at 5.92%. This indicates that FCEEX's price experiences larger fluctuations and is considered to be riskier than SHRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FCEEXSHRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

5.92%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

13.22%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

22.89%

-5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

20.79%

-4.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

20.82%

-2.66%