FCOTX vs. FRCOX
Compare and contrast key facts about Nuveen Colorado Municipal Bond Fund (FCOTX) and Franklin Colorado Tax Free Income Fund (FRCOX).
FCOTX is managed by Nuveen. It was launched on May 3, 1987. FRCOX is managed by Franklin Templeton. It was launched on Aug 31, 1987.
Performance
FCOTX vs. FRCOX - Performance Comparison
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FCOTX vs. FRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCOTX Nuveen Colorado Municipal Bond Fund | -0.61% | 2.53% | 2.07% | 6.71% | -9.92% | 1.52% | 5.31% | 7.70% | 0.87% | 5.79% |
FRCOX Franklin Colorado Tax Free Income Fund | -0.80% | 4.72% | 3.21% | 5.98% | -10.92% | 1.60% | 4.97% | 7.07% | 1.02% | 2.48% |
Returns By Period
In the year-to-date period, FCOTX achieves a -0.61% return, which is significantly higher than FRCOX's -0.80% return. Over the past 10 years, FCOTX has outperformed FRCOX with an annualized return of 1.94%, while FRCOX has yielded a comparatively lower 1.80% annualized return.
FCOTX
- 1D
- 0.20%
- 1M
- -2.18%
- YTD
- -0.61%
- 6M
- 1.00%
- 1Y
- 2.56%
- 3Y*
- 2.67%
- 5Y*
- 0.43%
- 10Y*
- 1.94%
FRCOX
- 1D
- 0.19%
- 1M
- -2.53%
- YTD
- -0.80%
- 6M
- 1.18%
- 1Y
- 3.72%
- 3Y*
- 3.49%
- 5Y*
- 0.69%
- 10Y*
- 1.80%
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FCOTX vs. FRCOX - Expense Ratio Comparison
FCOTX has a 0.77% expense ratio, which is higher than FRCOX's 0.70% expense ratio.
Return for Risk
FCOTX vs. FRCOX — Risk / Return Rank
FCOTX
FRCOX
FCOTX vs. FRCOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Colorado Municipal Bond Fund (FCOTX) and Franklin Colorado Tax Free Income Fund (FRCOX). 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.
| FCOTX | FRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.85 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.86 | 1.15 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.92 | -0.32 |
Martin ratioReturn relative to average drawdown | 1.60 | 2.72 | -1.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCOTX | FRCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.85 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.17 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.45 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.11 | +0.02 |
Correlation
The correlation between FCOTX and FRCOX is 0.72, 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
FCOTX vs. FRCOX - Dividend Comparison
FCOTX's dividend yield for the trailing twelve months is around 3.34%, which matches FRCOX's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCOTX Nuveen Colorado Municipal Bond Fund | 3.34% | 3.55% | 3.44% | 3.62% | 2.59% | 1.77% | 2.27% | 2.92% | 3.30% | 3.15% | 3.39% | 3.63% |
FRCOX Franklin Colorado Tax Free Income Fund | 3.34% | 4.33% | 3.73% | 2.66% | 2.74% | 2.17% | 2.52% | 3.57% | 3.30% | 3.16% | 3.80% | 3.85% |
Drawdowns
FCOTX vs. FRCOX - Drawdown Comparison
The maximum FCOTX drawdown since its inception was -17.83%, which is greater than FRCOX's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for FCOTX and FRCOX.
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Drawdown Indicators
| FCOTX | FRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.83% | -15.80% | -2.03% |
Max Drawdown (1Y)Largest decline over 1 year | -5.17% | -5.33% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -15.40% | -15.64% | +0.24% |
Max Drawdown (10Y)Largest decline over 10 years | -15.40% | -15.64% | +0.24% |
Current DrawdownCurrent decline from peak | -2.18% | -2.53% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -1.98% | -0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.79% | +0.13% |
Volatility
FCOTX vs. FRCOX - Volatility Comparison
Nuveen Colorado Municipal Bond Fund (FCOTX) and Franklin Colorado Tax Free Income Fund (FRCOX) have volatilities of 1.05% and 1.08%, 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
| FCOTX | FRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 1.08% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.64% | 1.68% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.06% | 5.28% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.12% | 4.17% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.28% | 4.00% | +0.28% |