FIUIX vs. FRURX

Last updated Jun 4, 2026

FIUIX (Fidelity Telecom and Utilities Fund) and FRURX (Franklin Utilities Fund Class R) are both Utilities Equities funds. Over the past 10 years, FIUIX returned 9.34%/yr vs 9.13%/yr for FRURX. Their correlation of 0.87 suggests significant overlap in exposure. FIUIX charges 0.60%/yr vs 1.07%/yr for FRURX.

Performance

FIUIX vs. FRURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Telecom and Utilities Fund (FIUIX) and Franklin Utilities Fund Class R (FRURX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FIUIX achieves a 4.92% return, which is significantly lower than FRURX's 5.70% return. Both investments have delivered pretty close results over the past 10 years, with FIUIX having a 9.34% annualized return and FRURX not far behind at 9.13%.

FIUIX

• 1D: 1.79%
• 1M: -5.13%
• YTD: 4.92%
• 6M: -2.82%
• 1Y: 3.23%
• 3Y*: 16.12%
• 5Y*: 10.14%
• 10Y*: 9.34%

FRURX

• 1D: 1.79%
• 1M: -4.90%
• YTD: 5.70%
• 6M: 4.20%
• 1Y: 12.36%
• 3Y*: 15.36%
• 5Y*: 10.18%
• 10Y*: 9.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIUIX vs. FRURX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FIUIX Fidelity Telecom and Utilities Fund	4.92%	4.91%	30.29%	3.37%	5.00%	7.18%	2.08%	22.09%	3.33%	11.98%
FRURX Franklin Utilities Fund Class R	5.70%	14.28%	26.66%	-5.22%	1.32%	17.55%	-2.13%	26.68%	2.19%	9.34%

Correlation

The correlation between FIUIX and FRURX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002	0.87

The correlation between FIUIX and FRURX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

Return for Risk

FIUIX vs. FRURX — Risk / Return Rank

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

FIUIX

FIUIX Risk / Return Rank: 4
FIUIX Sharpe Ratio Rank: 4
FIUIX Sortino Ratio Rank: 4
FIUIX Omega Ratio Rank: 4
FIUIX Calmar Ratio Rank: 4
FIUIX Martin Ratio Rank: 4

FRURX

FRURX Risk / Return Rank: 13
FRURX Sharpe Ratio Rank: 12
FRURX Sortino Ratio Rank: 11
FRURX Omega Ratio Rank: 11
FRURX Calmar Ratio Rank: 18
FRURX Martin Ratio Rank: 14

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.

FIUIX vs. FRURX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Telecom and Utilities Fund (FIUIX) and Franklin Utilities Fund Class R (FRURX). 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.

	FIUIX	FRURX	Difference
Sharpe ratio: Return per unit of total volatility	0.23	0.91	-0.68
Sortino ratio: Return per unit of downside risk	0.40	1.30	-0.90
Omega ratio: Gain probability vs. loss probability	1.05	1.16	-0.11
Calmar ratio: Return relative to maximum drawdown	0.26	1.56	-1.30
Martin ratio: Return relative to average drawdown	0.68	4.00	-3.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIUIX vs. FRURX - Sharpe Ratio Comparison

The current FIUIX Sharpe Ratio is 0.23, which is lower than the FRURX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FIUIX and FRURX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FIUIX	FRURX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.23	0.91	-0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.61	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.49	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.50	+0.06

Drawdowns

FIUIX vs. FRURX - Drawdown Comparison

The maximum FIUIX drawdown since its inception was -66.48%, which is greater than FRURX's maximum drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for FIUIX and FRURX.

Drawdown Indicators

	FIUIX	FRURX	Difference
Max Drawdown Largest peak-to-trough decline	-66.48%	-43.83%	-22.65%
Max Drawdown (1Y) Largest decline over 1 year	-13.84%	-8.15%	-5.69%
Max Drawdown (3Y) Largest decline over 3 years	-13.84%	-16.42%	+2.58%
Max Drawdown (5Y) Largest decline over 5 years	-16.64%	-22.83%	+6.19%
Max Drawdown (10Y) Largest decline over 10 years	-33.51%	-36.56%	+3.05%
Current Drawdown Current decline from peak	-7.66%	-6.50%	-1.16%
Average Drawdown Average peak-to-trough decline	-11.75%	-7.56%	-4.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.27%	3.17%	+2.10%

Volatility

FIUIX vs. FRURX - Volatility Comparison

Fidelity Telecom and Utilities Fund (FIUIX) and Franklin Utilities Fund Class R (FRURX) have volatilities of 5.26% and 5.32%, 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.

Volatility by Period

	FIUIX	FRURX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	5.32%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	13.09%	11.34%	+1.75%
Volatility (1Y) Calculated over the trailing 1-year period	15.44%	13.96%	+1.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.91%	16.91%	-1.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	18.83%	-1.67%

FIUIX vs. FRURX - Expense Ratio Comparison

FIUIX has a 0.60% expense ratio, which is lower than FRURX's 1.07% expense ratio.

Dividends

FIUIX vs. FRURX - Dividend Comparison

FIUIX's dividend yield for the trailing twelve months is around 3.25%, less than FRURX's 7.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIUIX Fidelity Telecom and Utilities Fund	3.25%	2.34%	6.50%	7.60%	3.77%	5.19%	3.73%	6.88%	10.10%	5.99%	3.33%	3.65%
FRURX Franklin Utilities Fund Class R	7.50%	7.48%	8.37%	6.12%	3.39%	4.66%	9.54%	3.90%	5.49%	3.30%	2.43%	5.78%

Frequently Asked Questions

Can I hold both FIUIX and FRURX in my portfolio?

FIUIX and FRURX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FIUIX or FRURX?

FRURX has higher volatility (5.32%) compared to FIUIX (5.26%). In terms of maximum drawdown, FIUIX dropped -66.48% vs FRURX's -43.83%.

Which has better risk-adjusted returns?

FRURX currently has the higher Sharpe Ratio (0.91 vs 0.23), 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.