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FCEUX vs. VFFSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCEUX vs. VFFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). The values are adjusted to include any dividend payments, if applicable.

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FCEUX vs. VFFSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FCEUX
Franklin U.S. Core Equity (IU) Fund Advisor
-7.05%18.76%31.47%22.29%-14.71%31.00%19.13%7.05%
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
-7.06%17.87%25.00%26.28%-18.14%29.24%18.35%9.06%

Returns By Period

The year-to-date returns for both stocks are quite close, with FCEUX having a -7.05% return and VFFSX slightly lower at -7.06%.


FCEUX

1D
-0.22%
1M
-7.56%
YTD
-7.05%
6M
-3.58%
1Y
15.83%
3Y*
18.48%
5Y*
13.13%
10Y*

VFFSX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.44%
3Y*
17.17%
5Y*
11.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCEUX vs. VFFSX - Expense Ratio Comparison

FCEUX has a 0.00% expense ratio, which is lower than VFFSX's 0.01% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FCEUX vs. VFFSX — Risk / Return Rank

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

FCEUX
FCEUX Risk / Return Rank: 5353
Overall Rank
FCEUX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FCEUX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FCEUX Omega Ratio Rank: 5353
Omega Ratio Rank
FCEUX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FCEUX Martin Ratio Rank: 6262
Martin Ratio Rank

VFFSX
VFFSX Risk / Return Rank: 4646
Overall Rank
VFFSX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFFSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VFFSX Omega Ratio Rank: 5050
Omega Ratio Rank
VFFSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VFFSX Martin Ratio Rank: 5353
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.

FCEUX vs. VFFSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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.


FCEUXVFFSXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.84

+0.10

Sortino ratio

Return per unit of downside risk

1.46

1.30

+0.16

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.19

1.06

+0.14

Martin ratio

Return relative to average drawdown

5.93

5.14

+0.79

FCEUX vs. VFFSX - Sharpe Ratio Comparison

The current FCEUX Sharpe Ratio is 0.94, which is comparable to the VFFSX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FCEUX and VFFSX, 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


FCEUXVFFSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.84

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.68

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.75

+0.03

Correlation

The correlation between FCEUX and VFFSX 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.


Dividends

FCEUX vs. VFFSX - Dividend Comparison

FCEUX's dividend yield for the trailing twelve months is around 3.92%, more than VFFSX's 1.24% yield.


TTM202520242023202220212020201920182017
FCEUX
Franklin U.S. Core Equity (IU) Fund Advisor
3.92%3.64%8.90%1.45%8.08%8.52%2.20%0.39%0.00%0.00%
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
1.24%1.14%1.24%1.46%1.70%1.61%1.56%2.15%2.09%1.81%

Drawdowns

FCEUX vs. VFFSX - Drawdown Comparison

The maximum FCEUX drawdown since its inception was -33.57%, roughly equal to the maximum VFFSX drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for FCEUX and VFFSX.


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Drawdown Indicators


FCEUXVFFSXDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

-33.82%

+0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.97%

-12.12%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

-24.51%

+1.48%

Current Drawdown

Current decline from peak

-8.48%

-8.90%

+0.42%

Average Drawdown

Average peak-to-trough decline

-4.89%

-4.57%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.49%

-0.08%

Volatility

FCEUX vs. VFFSX - Volatility Comparison

Franklin U.S. Core Equity (IU) Fund Advisor (FCEUX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX) have volatilities of 4.30% and 4.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCEUXVFFSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

4.24%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

9.08%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.62%

18.13%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

16.86%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.92%

18.50%

+1.42%