FCOQX vs. SCD
FCOQX (Franklin Colorado Tax-Free Income Fund Class A) and SCD (LMP Capital and Income Fund Inc.) are both mutual funds - FCOQX is a Municipal Bonds fund tracking the Bloomberg Municipal Bond Index, while SCD is a Diversified Portfolio fund managed by Franklin. Over the past 5 years, FCOQX returned -0.04%/yr vs 12.64%/yr for SCD. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
FCOQX vs. SCD - Performance Comparison
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Returns By Period
In the year-to-date period, FCOQX achieves a 0.65% return, which is significantly lower than SCD's 10.42% return.
FCOQX
- 1D
- -0.29%
- 1M
- -1.97%
- 6M
- 0.28%
- YTD
- 0.65%
- 1Y
- 6.13%
- 3Y*
- 3.17%
- 5Y*
- -0.04%
- 10Y*
- —
- ALL TIME*
- 1.73%
SCD
- 1D
- 0.13%
- 1M
- 0.14%
- 6M
- 4.08%
- YTD
- 10.42%
- 1Y
- 13.32%
- 3Y*
- 17.78%
- 5Y*
- 12.64%
- 10Y*
- 12.42%
- ALL TIME*
- 10.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.35M | $1.70M | $1.12M |
FCOQX vs. SCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FCOQX Franklin Colorado Tax-Free Income Fund Class A | 0.65% | 3.34% | 2.47% | 5.62% | -10.97% | 1.52% | 4.72% | 6.41% | 0.98% |
SCD LMP Capital and Income Fund Inc. | 10.42% | -3.80% | 33.95% | 28.09% | -10.04% | 46.29% | -14.89% | 59.16% | -18.66% |
Correlation
The correlation between FCOQX and SCD is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | 0.06 |
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Return for Risk
FCOQX vs. SCD — Risk / Return Rank
FCOQX
SCD
FCOQX vs. SCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Colorado Tax-Free Income Fund Class A (FCOQX) and LMP Capital and Income Fund Inc. (SCD). 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.
| FCOQX | SCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.18 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 1.18 | +1.48 |
| Martin ratioReturn relative to average drawdown | 9.30 | 3.31 | +5.99 |
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Drawdowns
FCOQX vs. SCD - Drawdown Comparison
The maximum FCOQX drawdown since its inception was -15.80%, smaller than the maximum SCD drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for FCOQX and SCD.
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Drawdown Indicators
| FCOQX | SCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.80% | -62.40% | +46.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -10.36% | +7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -6.14% | -21.81% | +15.67% |
Max Drawdown (5Y)Largest decline over 5 years | -15.80% | -23.41% | +7.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.76% | — |
Current DrawdownCurrent decline from peak | -1.97% | -0.63% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -9.99% | +5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 3.67% | -2.90% |
Volatility
FCOQX vs. SCD - Volatility Comparison
The current volatility for Franklin Colorado Tax-Free Income Fund Class A (FCOQX) is 0.97%, while LMP Capital and Income Fund Inc. (SCD) has a volatility of 2.85%. This indicates that FCOQX experiences smaller price fluctuations and is considered to be less risky than SCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCOQX | SCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 2.85% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 8.60% | -6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.05% | 11.75% | -8.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.23% | 19.63% | -15.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.39% | 23.31% | -18.92% |
Dividends
FCOQX vs. SCD - Dividend Comparison
FCOQX's dividend yield for the trailing twelve months is around 2.95%, less than SCD's 9.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCOQX Franklin Colorado Tax-Free Income Fund Class A | 2.95% | 3.13% | 3.01% | 2.33% | 2.59% | 2.09% | 2.37% | 2.95% | 1.06% | 0.00% | 0.00% | 0.00% |
SCD LMP Capital and Income Fund Inc. | 9.30% | 9.55% | 7.88% | 8.56% | 12.96% | 10.26% | 10.21% | 7.98% | 11.61% | 8.89% | 9.33% | 9.05% |
Frequently Asked Questions
FCOQX and SCD have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCD has higher volatility (2.85%) compared to FCOQX (0.97%). In terms of maximum drawdown, FCOQX dropped -15.80% vs SCD's -62.40%.
FCOQX currently has the higher Sharpe Ratio (2.37 vs 1.04), 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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