FCEUX vs. ^GSPC
Compare and contrast key facts about Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) and S&P 500 (^GSPC).
FCEUX is managed by Franklin Templeton. It was launched on Aug 1, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCEUX or ^GSPC.
Key characteristics
| FCEUX | ^GSPC | |
|---|---|---|
| YTD Return | 25.85% | 19.62% |
| 1Y Return | 40.57% | 34.63% |
| 3Y Return (Ann) | 9.70% | 7.36% |
| 5Y Return (Ann) | 15.92% | 13.25% |
| Sharpe Ratio | 3.23 | 2.94 |
| Sortino Ratio | 4.24 | 3.90 |
| Omega Ratio | 1.60 | 1.55 |
| Calmar Ratio | 4.16 | 3.09 |
| Martin Ratio | 21.08 | 19.14 |
| Ulcer Index | 2.01% | 1.88% |
| Daily Std Dev | 13.12% | 12.26% |
| Max Drawdown | -33.57% | -56.78% |
| Current Drawdown | -2.20% | -2.71% |
Correlation
The correlation between FCEUX and ^GSPC is 0.98, 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.
Performance
FCEUX vs. ^GSPC - Performance Comparison
In the year-to-date period, FCEUX achieves a 25.85% return, which is significantly higher than ^GSPC's 19.62% 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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Risk-Adjusted Performance
FCEUX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) and S&P 500 (^GSPC). 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.
Drawdowns
FCEUX vs. ^GSPC - Drawdown Comparison
The maximum FCEUX drawdown since its inception was -33.57%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FCEUX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
FCEUX vs. ^GSPC - Volatility Comparison
The current volatility for Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) is 2.98%, while S&P 500 (^GSPC) has a volatility of 3.21%. This indicates that FCEUX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.