PortfoliosLab logoPortfoliosLab logo
FISCX vs. FKGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FISCX vs. FKGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Convertible Securities Fund (FISCX) and Franklin Growth Fund (FKGRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FISCX vs. FKGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FISCX
Franklin Convertible Securities Fund
-3.19%13.63%16.62%9.96%-15.95%-5.70%46.28%33.99%4.15%17.98%
FKGRX
Franklin Growth Fund
-8.53%15.38%17.96%27.54%-25.32%21.61%30.71%32.08%-3.37%26.31%

Returns By Period

In the year-to-date period, FISCX achieves a -3.19% return, which is significantly higher than FKGRX's -8.53% return. Over the past 10 years, FISCX has underperformed FKGRX with an annualized return of 11.24%, while FKGRX has yielded a comparatively higher 12.52% annualized return.


FISCX

1D
-0.82%
1M
-4.91%
YTD
-3.19%
6M
-0.23%
1Y
13.11%
3Y*
10.67%
5Y*
1.92%
10Y*
11.24%

FKGRX

1D
-0.33%
1M
-8.68%
YTD
-8.53%
6M
-6.99%
1Y
12.03%
3Y*
13.30%
5Y*
7.18%
10Y*
12.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FISCX vs. FKGRX - Expense Ratio Comparison

FISCX has a 0.83% expense ratio, which is higher than FKGRX's 0.79% expense ratio.


Return for Risk

FISCX vs. FKGRX — Risk / Return Rank

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

FISCX
FISCX Risk / Return Rank: 5959
Overall Rank
FISCX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FISCX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FISCX Omega Ratio Rank: 5050
Omega Ratio Rank
FISCX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FISCX Martin Ratio Rank: 6666
Martin Ratio Rank

FKGRX
FKGRX Risk / Return Rank: 3030
Overall Rank
FKGRX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FKGRX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FKGRX Omega Ratio Rank: 3030
Omega Ratio Rank
FKGRX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FKGRX Martin Ratio Rank: 3131
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.

FISCX vs. FKGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Convertible Securities Fund (FISCX) and Franklin Growth Fund (FKGRX). 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.


FISCXFKGRXDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.66

+0.40

Sortino ratio

Return per unit of downside risk

1.50

1.09

+0.41

Omega ratio

Gain probability vs. loss probability

1.21

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

1.51

0.85

+0.66

Martin ratio

Return relative to average drawdown

6.28

3.24

+3.04

FISCX vs. FKGRX - Sharpe Ratio Comparison

The current FISCX Sharpe Ratio is 1.06, which is higher than the FKGRX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FISCX and FKGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FISCXFKGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

0.66

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.37

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.65

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.69

+0.09

Correlation

The correlation between FISCX and FKGRX is 0.78, 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

FISCX vs. FKGRX - Dividend Comparison

FISCX's dividend yield for the trailing twelve months is around 10.23%, less than FKGRX's 15.71% yield.


TTM20252024202320222021202020192018201720162015
FISCX
Franklin Convertible Securities Fund
10.23%9.94%4.87%2.22%8.70%8.10%11.30%16.05%7.09%7.68%4.62%4.68%
FKGRX
Franklin Growth Fund
15.71%14.37%8.34%6.26%10.49%9.19%7.97%5.75%1.65%2.38%3.26%3.88%

Drawdowns

FISCX vs. FKGRX - Drawdown Comparison

The maximum FISCX drawdown since its inception was -49.16%, roughly equal to the maximum FKGRX drawdown of -51.08%. Use the drawdown chart below to compare losses from any high point for FISCX and FKGRX.


Loading graphics...

Drawdown Indicators


FISCXFKGRXDifference

Max Drawdown

Largest peak-to-trough decline

-49.16%

-51.08%

+1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-11.48%

+4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.37%

-32.22%

-2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-32.52%

-1.85%

Current Drawdown

Current decline from peak

-6.38%

-11.48%

+5.10%

Average Drawdown

Average peak-to-trough decline

-6.93%

-6.76%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

3.00%

-1.21%

Volatility

FISCX vs. FKGRX - Volatility Comparison

Franklin Convertible Securities Fund (FISCX) and Franklin Growth Fund (FKGRX) have volatilities of 4.43% and 4.60%, 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.


Loading graphics...

Volatility by Period


FISCXFKGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

4.60%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

9.99%

-1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.13%

18.67%

-6.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

19.58%

-7.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.42%

19.48%

-6.06%