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FKINX vs. FEPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKINX vs. FEPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Income Fund Class A1 (FKINX) and Fidelity Advisor Total Bond Fund Class A (FEPAX). The values are adjusted to include any dividend payments, if applicable.

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FKINX vs. FEPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKINX
Franklin Income Fund Class A1
2.96%12.24%7.12%8.65%-5.29%17.21%3.57%15.75%-5.54%8.43%
FEPAX
Fidelity Advisor Total Bond Fund Class A
-0.44%7.18%1.16%6.54%-13.76%-0.56%9.02%9.55%-1.07%3.79%

Returns By Period

In the year-to-date period, FKINX achieves a 2.96% return, which is significantly higher than FEPAX's -0.44% return. Over the past 10 years, FKINX has outperformed FEPAX with an annualized return of 7.65%, while FEPAX has yielded a comparatively lower 2.15% annualized return.


FKINX

1D
0.79%
1M
-1.55%
YTD
2.96%
6M
5.46%
1Y
12.96%
3Y*
9.39%
5Y*
6.73%
10Y*
7.65%

FEPAX

1D
0.10%
1M
-1.74%
YTD
-0.44%
6M
0.23%
1Y
3.69%
3Y*
3.72%
5Y*
0.27%
10Y*
2.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKINX vs. FEPAX - Expense Ratio Comparison

FKINX has a 0.62% expense ratio, which is lower than FEPAX's 0.75% expense ratio.


Return for Risk

FKINX vs. FEPAX — Risk / Return Rank

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

FKINX
FKINX Risk / Return Rank: 8585
Overall Rank
FKINX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FKINX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FKINX Omega Ratio Rank: 8787
Omega Ratio Rank
FKINX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FKINX Martin Ratio Rank: 8686
Martin Ratio Rank

FEPAX
FEPAX Risk / Return Rank: 4343
Overall Rank
FEPAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FEPAX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FEPAX Omega Ratio Rank: 2828
Omega Ratio Rank
FEPAX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FEPAX Martin Ratio Rank: 4343
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.

FKINX vs. FEPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Income Fund Class A1 (FKINX) and Fidelity Advisor Total Bond Fund Class A (FEPAX). 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.


FKINXFEPAXDifference

Sharpe ratio

Return per unit of total volatility

1.66

0.93

+0.73

Sortino ratio

Return per unit of downside risk

2.34

1.35

+0.99

Omega ratio

Gain probability vs. loss probability

1.38

1.16

+0.22

Calmar ratio

Return relative to maximum drawdown

1.94

1.58

+0.36

Martin ratio

Return relative to average drawdown

9.23

4.78

+4.45

FKINX vs. FEPAX - Sharpe Ratio Comparison

The current FKINX Sharpe Ratio is 1.66, which is higher than the FEPAX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FKINX and FEPAX, 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


FKINXFEPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.93

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.05

+0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.46

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.83

+0.07

Correlation

The correlation between FKINX and FEPAX is 0.05, 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

FKINX vs. FEPAX - Dividend Comparison

FKINX's dividend yield for the trailing twelve months is around 5.10%, more than FEPAX's 3.74% yield.


TTM20252024202320222021202020192018201720162015
FKINX
Franklin Income Fund Class A1
5.10%5.58%5.59%5.52%5.22%6.52%5.22%5.11%5.34%5.04%5.19%5.71%
FEPAX
Fidelity Advisor Total Bond Fund Class A
3.74%4.07%3.18%3.51%2.29%1.68%4.93%2.73%2.87%2.49%3.28%3.01%

Drawdowns

FKINX vs. FEPAX - Drawdown Comparison

The maximum FKINX drawdown since its inception was -43.18%, which is greater than FEPAX's maximum drawdown of -18.52%. Use the drawdown chart below to compare losses from any high point for FKINX and FEPAX.


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Drawdown Indicators


FKINXFEPAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.18%

-18.52%

-24.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-2.91%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-13.20%

-18.52%

+5.32%

Max Drawdown (10Y)

Largest decline over 10 years

-23.91%

-18.52%

-5.39%

Current Drawdown

Current decline from peak

-1.88%

-2.24%

+0.36%

Average Drawdown

Average peak-to-trough decline

-3.73%

-2.63%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

0.96%

+0.45%

Volatility

FKINX vs. FEPAX - Volatility Comparison

Franklin Income Fund Class A1 (FKINX) has a higher volatility of 2.19% compared to Fidelity Advisor Total Bond Fund Class A (FEPAX) at 1.49%. This indicates that FKINX's price experiences larger fluctuations and is considered to be riskier than FEPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKINXFEPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.19%

1.49%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

2.57%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

7.87%

4.35%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.95%

5.62%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.31%

4.70%

+4.61%