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FISCX vs. VTIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FISCX vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Convertible Securities Fund (FISCX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

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FISCX vs. VTIP - 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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.99%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%

Returns By Period

In the year-to-date period, FISCX achieves a -3.19% return, which is significantly lower than VTIP's 0.99% return. Over the past 10 years, FISCX has outperformed VTIP with an annualized return of 11.24%, while VTIP has yielded a comparatively lower 3.07% 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%

VTIP

1D
0.02%
1M
0.10%
YTD
0.99%
6M
1.37%
1Y
3.94%
3Y*
4.66%
5Y*
3.48%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FISCX vs. VTIP - Expense Ratio Comparison

FISCX has a 0.83% expense ratio, which is higher than VTIP's 0.03% expense ratio.


Return for Risk

FISCX vs. VTIP — 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

VTIP
VTIP Risk / Return Rank: 9494
Overall Rank
VTIP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9696
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
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. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Convertible Securities Fund (FISCX) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


FISCXVTIPDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.09

-1.03

Sortino ratio

Return per unit of downside risk

1.50

3.15

-1.65

Omega ratio

Gain probability vs. loss probability

1.21

1.44

-0.24

Calmar ratio

Return relative to maximum drawdown

1.51

4.11

-2.60

Martin ratio

Return relative to average drawdown

6.28

13.24

-6.95

FISCX vs. VTIP - Sharpe Ratio Comparison

The current FISCX Sharpe Ratio is 1.06, which is lower than the VTIP Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of FISCX and VTIP, 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


FISCXVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.09

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

1.26

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

1.12

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.87

-0.09

Correlation

The correlation between FISCX and VTIP is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FISCX vs. VTIP - Dividend Comparison

FISCX's dividend yield for the trailing twelve months is around 10.23%, more than VTIP's 3.77% 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%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.77%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%

Drawdowns

FISCX vs. VTIP - Drawdown Comparison

The maximum FISCX drawdown since its inception was -49.16%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for FISCX and VTIP.


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Drawdown Indicators


FISCXVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-49.16%

-6.27%

-42.89%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-0.98%

-6.47%

Max Drawdown (5Y)

Largest decline over 5 years

-34.37%

-5.50%

-28.87%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-6.27%

-28.10%

Current Drawdown

Current decline from peak

-6.38%

-0.26%

-6.12%

Average Drawdown

Average peak-to-trough decline

-6.93%

-1.05%

-5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

0.30%

+1.49%

Volatility

FISCX vs. VTIP - Volatility Comparison

Franklin Convertible Securities Fund (FISCX) has a higher volatility of 4.43% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.60%. This indicates that FISCX's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FISCXVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

0.60%

+3.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

0.97%

+7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.13%

1.90%

+10.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.44%

2.78%

+9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.42%

2.74%

+10.68%