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FHAIX vs. VYM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FHAIX and VYM is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

FHAIX vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin High Income Fund (FHAIX) and Vanguard High Dividend Yield ETF (VYM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FHAIX:

0.00%

VYM:

8.79%

Max Drawdown

FHAIX:

0.00%

VYM:

-0.61%

Current Drawdown

FHAIX:

0.00%

VYM:

-0.10%

Returns By Period


FHAIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VYM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FHAIX vs. VYM - Expense Ratio Comparison

FHAIX has a 0.77% expense ratio, which is higher than VYM's 0.06% expense ratio.


Risk-Adjusted Performance

FHAIX vs. VYM — Risk-Adjusted Performance Rank

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

FHAIX
The Risk-Adjusted Performance Rank of FHAIX is 9292
Overall Rank
The Sharpe Ratio Rank of FHAIX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FHAIX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FHAIX is 9494
Omega Ratio Rank
The Calmar Ratio Rank of FHAIX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of FHAIX is 9393
Martin Ratio Rank

VYM
The Risk-Adjusted Performance Rank of VYM is 6767
Overall Rank
The Sharpe Ratio Rank of VYM is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VYM is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VYM is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VYM is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VYM is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FHAIX vs. VYM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin High Income Fund (FHAIX) and Vanguard High Dividend Yield ETF (VYM). 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.



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Dividends

FHAIX vs. VYM - Dividend Comparison

FHAIX's dividend yield for the trailing twelve months is around 6.35%, more than VYM's 2.93% yield.


TTM20242023202220212020201920182017201620152014
FHAIX
Franklin High Income Fund
6.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FHAIX vs. VYM - Drawdown Comparison

The maximum FHAIX drawdown since its inception was 0.00%, smaller than the maximum VYM drawdown of -0.61%. Use the drawdown chart below to compare losses from any high point for FHAIX and VYM. For additional features, visit the drawdowns tool.


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Volatility

FHAIX vs. VYM - Volatility Comparison


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