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FELE vs. FNILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FELE vs. FNILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Electric Co., Inc. (FELE) and Fidelity ZERO Large Cap Index Fund (FNILX). The values are adjusted to include any dividend payments, if applicable.

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FELE vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FELE
Franklin Electric Co., Inc.
-3.26%-0.86%1.82%22.38%-14.85%37.80%22.08%35.26%-8.99%
FNILX
Fidelity ZERO Large Cap Index Fund
-7.30%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%

Returns By Period

In the year-to-date period, FELE achieves a -3.26% return, which is significantly higher than FNILX's -7.30% return.


FELE

1D
1.80%
1M
-7.48%
YTD
-3.26%
6M
-2.65%
1Y
-0.70%
3Y*
0.34%
5Y*
3.83%
10Y*
12.33%

FNILX

1D
-0.35%
1M
-7.60%
YTD
-7.30%
6M
-5.00%
1Y
14.41%
3Y*
17.43%
5Y*
11.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FELE vs. FNILX — Risk / Return Rank

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

FELE
FELE Risk / Return Rank: 3737
Overall Rank
FELE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FELE Sortino Ratio Rank: 3434
Sortino Ratio Rank
FELE Omega Ratio Rank: 3434
Omega Ratio Rank
FELE Calmar Ratio Rank: 3939
Calmar Ratio Rank
FELE Martin Ratio Rank: 3939
Martin Ratio Rank

FNILX
FNILX Risk / Return Rank: 4545
Overall Rank
FNILX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FNILX Omega Ratio Rank: 4949
Omega Ratio Rank
FNILX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FNILX Martin Ratio Rank: 5252
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.

FELE vs. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Electric Co., Inc. (FELE) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


FELEFNILXDifference

Sharpe ratio

Return per unit of total volatility

-0.02

0.83

-0.85

Sortino ratio

Return per unit of downside risk

0.17

1.28

-1.11

Omega ratio

Gain probability vs. loss probability

1.02

1.20

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.08

1.04

-1.12

Martin ratio

Return relative to average drawdown

-0.20

5.01

-5.21

FELE vs. FNILX - Sharpe Ratio Comparison

The current FELE Sharpe Ratio is -0.02, which is lower than the FNILX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FELE and FNILX, 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


FELEFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

0.83

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.65

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.64

-0.25

Correlation

The correlation between FELE and FNILX is 0.62, 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

FELE vs. FNILX - Dividend Comparison

FELE's dividend yield for the trailing twelve months is around 1.17%, more than FNILX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
FELE
Franklin Electric Co., Inc.
1.17%1.11%1.03%0.93%0.98%0.74%0.90%1.01%1.09%0.92%1.02%1.42%
FNILX
Fidelity ZERO Large Cap Index Fund
1.09%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%

Drawdowns

FELE vs. FNILX - Drawdown Comparison

The maximum FELE drawdown since its inception was -71.12%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FELE and FNILX.


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Drawdown Indicators


FELEFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-71.12%

-33.76%

-37.36%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-12.18%

-6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-25.40%

-3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-32.02%

Current Drawdown

Current decline from peak

-16.10%

-9.01%

-7.09%

Average Drawdown

Average peak-to-trough decline

-13.82%

-5.47%

-8.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.28%

2.54%

+4.74%

Volatility

FELE vs. FNILX - Volatility Comparison

Franklin Electric Co., Inc. (FELE) has a higher volatility of 6.90% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 4.23%. This indicates that FELE's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FELEFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

4.23%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

22.44%

9.14%

+13.30%

Volatility (1Y)

Calculated over the trailing 1-year period

29.35%

18.26%

+11.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.11%

17.22%

+9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.28%

20.17%

+11.11%