FISEX vs. TRDIX
FISEX (Franklin Equity Income Fund) and TRDIX (Transamerica Sustainable Equity Income Fund) are both Dividend funds. Over the past 10 years, FISEX returned 11.72%/yr vs 8.52%/yr for TRDIX. Their correlation of 0.92 means they have usually moved in the same direction. FISEX charges 0.85%/yr vs 0.74%/yr for TRDIX.
Performance
FISEX vs. TRDIX - Performance Comparison
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Returns By Period
In the year-to-date period, FISEX achieves a 12.76% return, which is significantly lower than TRDIX's 21.19% return. Over the past 10 years, FISEX has outperformed TRDIX with an annualized return of 11.72%, while TRDIX has yielded a comparatively lower 8.52% annualized return.
FISEX
- 1D
- 0.95%
- 1M
- 1.98%
- 6M
- 8.61%
- YTD
- 12.76%
- 1Y
- 22.04%
- 3Y*
- 16.54%
- 5Y*
- 11.30%
- 10Y*
- 11.72%
- ALL TIME*
- 9.05%
TRDIX
- 1D
- 1.55%
- 1M
- 1.46%
- 6M
- 15.22%
- YTD
- 21.19%
- 1Y
- 29.02%
- 3Y*
- 17.41%
- 5Y*
- 9.21%
- 10Y*
- 8.52%
- ALL TIME*
- 7.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FISEX vs. TRDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FISEX Franklin Equity Income Fund | 12.76% | 17.05% | 18.11% | 9.04% | -6.88% | 25.42% | 5.53% | 25.51% | -4.76% | 15.99% |
TRDIX Transamerica Sustainable Equity Income Fund | 21.19% | 11.15% | 16.62% | 6.17% | -11.25% | 22.44% | -7.53% | 23.47% | -12.21% | 16.22% |
Correlation
The correlation between FISEX and TRDIX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.92 |
The correlation between FISEX and TRDIX has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
FISEX vs. TRDIX — Risk / Return Rank
FISEX
TRDIX
FISEX vs. TRDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Equity Income Fund (FISEX) and Transamerica Sustainable Equity Income Fund (TRDIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FISEX | TRDIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.56 | +0.54 |
| Martin ratioReturn relative to average drawdown | 12.17 | 10.73 | +1.44 |
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Drawdowns
FISEX vs. TRDIX - Drawdown Comparison
The maximum FISEX drawdown since its inception was -56.54%, which is greater than TRDIX's maximum drawdown of -47.02%. Use the drawdown chart below to compare losses from any high point for FISEX and TRDIX.
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Drawdown Indicators
| FISEX | TRDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.54% | -47.02% | -9.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.41% | -10.50% | +4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -15.15% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -18.66% | -31.35% | +12.69% |
Max Drawdown (10Y)Largest decline over 10 years | -32.97% | -47.02% | +14.05% |
Current DrawdownCurrent decline from peak | -0.38% | 0.00% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -8.86% | +2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.50% | -0.87% |
Volatility
FISEX vs. TRDIX - Volatility Comparison
The current volatility for Franklin Equity Income Fund (FISEX) is 2.66%, while Transamerica Sustainable Equity Income Fund (TRDIX) has a volatility of 3.19%. This indicates that FISEX experiences smaller price fluctuations and is considered to be less risky than TRDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FISEX | TRDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 3.19% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 10.33% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.91% | 12.76% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 17.94% | -3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 19.76% | -3.65% |
FISEX vs. TRDIX - Expense Ratio Comparison
FISEX has a 0.85% expense ratio, which is higher than TRDIX's 0.74% expense ratio.
Dividends
FISEX vs. TRDIX - Dividend Comparison
FISEX's dividend yield for the trailing twelve months is around 8.78%, more than TRDIX's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FISEX Franklin Equity Income Fund | 8.78% | 10.11% | 10.50% | 4.22% | 5.60% | 7.19% | 3.05% | 5.00% | 6.99% | 4.81% | 6.45% | 5.38% |
TRDIX Transamerica Sustainable Equity Income Fund | 1.17% | 1.47% | 8.93% | 1.89% | 2.13% | 17.89% | 2.19% | 15.03% | 20.64% | 8.73% | 16.84% | 19.55% |
Frequently Asked Questions
FISEX and TRDIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRDIX has higher volatility (3.19%) compared to FISEX (2.66%). In terms of maximum drawdown, FISEX dropped -56.54% vs TRDIX's -47.02%.
TRDIX currently has the higher Sharpe Ratio (2.11 vs 2.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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