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FKGRX vs. FKTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKGRX vs. FKTFX - Performance Comparison

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

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FKGRX vs. FKTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKGRX
Franklin Growth Fund
-4.60%15.38%17.96%27.54%-25.32%21.61%30.71%32.08%-3.37%26.31%
FKTFX
Franklin California Tax Free Income Fund
-0.13%4.38%2.78%6.25%-10.31%1.80%5.29%9.73%0.31%6.08%

Returns By Period

In the year-to-date period, FKGRX achieves a -4.60% return, which is significantly lower than FKTFX's -0.13% return. Over the past 10 years, FKGRX has outperformed FKTFX with an annualized return of 13.03%, while FKTFX has yielded a comparatively lower 2.36% annualized return.


FKGRX

1D
0.12%
1M
-4.48%
YTD
-4.60%
6M
-3.90%
1Y
21.01%
3Y*
14.95%
5Y*
7.76%
10Y*
13.03%

FKTFX

1D
0.15%
1M
-1.32%
YTD
-0.13%
6M
1.58%
1Y
3.13%
3Y*
3.55%
5Y*
0.92%
10Y*
2.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKGRX vs. FKTFX - Expense Ratio Comparison

FKGRX has a 0.79% expense ratio, which is higher than FKTFX's 0.62% expense ratio.


Return for Risk

FKGRX vs. FKTFX — Risk / Return Rank

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

FKGRX
FKGRX Risk / Return Rank: 3535
Overall Rank
FKGRX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FKGRX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FKGRX Omega Ratio Rank: 3131
Omega Ratio Rank
FKGRX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FKGRX Martin Ratio Rank: 3939
Martin Ratio Rank

FKTFX
FKTFX Risk / Return Rank: 2020
Overall Rank
FKTFX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FKTFX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FKTFX Omega Ratio Rank: 3535
Omega Ratio Rank
FKTFX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FKTFX Martin Ratio Rank: 1313
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.

FKGRX vs. FKTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Growth Fund (FKGRX) and Franklin California Tax Free Income Fund (FKTFX). 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.


FKGRXFKTFXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.70

+0.12

Sortino ratio

Return per unit of downside risk

1.32

0.95

+0.37

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.42

0.71

+0.71

Martin ratio

Return relative to average drawdown

5.21

2.00

+3.21

FKGRX vs. FKTFX - Sharpe Ratio Comparison

The current FKGRX Sharpe Ratio is 0.82, which is comparable to the FKTFX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FKGRX and FKTFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FKGRXFKTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.70

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.21

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.50

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.62

+0.07

Correlation

The correlation between FKGRX and FKTFX is 0.00, 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

FKGRX vs. FKTFX - Dividend Comparison

FKGRX's dividend yield for the trailing twelve months is around 15.06%, more than FKTFX's 3.79% yield.


TTM20252024202320222021202020192018201720162015
FKGRX
Franklin Growth Fund
15.06%14.37%8.34%6.26%10.49%9.19%7.97%5.75%1.65%2.38%3.26%3.88%
FKTFX
Franklin California Tax Free Income Fund
3.79%4.96%4.22%3.20%3.29%2.68%2.91%3.85%3.58%3.58%3.65%3.93%

Drawdowns

FKGRX vs. FKTFX - Drawdown Comparison

The maximum FKGRX drawdown since its inception was -51.08%, which is greater than FKTFX's maximum drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for FKGRX and FKTFX.


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Drawdown Indicators


FKGRXFKTFXDifference

Max Drawdown

Largest peak-to-trough decline

-51.08%

-31.16%

-19.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-5.29%

-6.19%

Max Drawdown (5Y)

Largest decline over 5 years

-32.22%

-16.21%

-16.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.52%

-16.21%

-16.31%

Current Drawdown

Current decline from peak

-7.68%

-2.33%

-5.35%

Average Drawdown

Average peak-to-trough decline

-6.76%

-6.11%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

1.87%

+1.26%

Volatility

FKGRX vs. FKTFX - Volatility Comparison

Franklin Growth Fund (FKGRX) has a higher volatility of 5.83% compared to Franklin California Tax Free Income Fund (FKTFX) at 1.23%. This indicates that FKGRX's price experiences larger fluctuations and is considered to be riskier than FKTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKGRXFKTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

1.23%

+4.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

1.98%

+8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.92%

5.40%

+13.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

4.46%

+15.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.50%

4.74%

+14.76%