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FKINX vs. RSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FKINX and RSP is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

FKINX vs. RSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Income Fund Class A1 (FKINX) and Invesco S&P 500® Equal Weight ETF (RSP). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
309.05%
859.28%
FKINX
RSP

Key characteristics

Sharpe Ratio

FKINX:

1.27

RSP:

1.36

Sortino Ratio

FKINX:

1.75

RSP:

1.92

Omega Ratio

FKINX:

1.27

RSP:

1.24

Calmar Ratio

FKINX:

1.73

RSP:

2.19

Martin Ratio

FKINX:

7.25

RSP:

7.22

Ulcer Index

FKINX:

0.98%

RSP:

2.17%

Daily Std Dev

FKINX:

5.61%

RSP:

11.49%

Max Drawdown

FKINX:

-44.30%

RSP:

-59.92%

Current Drawdown

FKINX:

-3.69%

RSP:

-5.84%

Returns By Period

In the year-to-date period, FKINX achieves a 6.19% return, which is significantly lower than RSP's 13.31% return. Over the past 10 years, FKINX has underperformed RSP with an annualized return of 5.16%, while RSP has yielded a comparatively higher 9.96% annualized return.


FKINX

YTD

6.19%

1M

-2.49%

6M

2.76%

1Y

7.11%

5Y*

5.51%

10Y*

5.16%

RSP

YTD

13.31%

1M

-2.82%

6M

7.54%

1Y

14.27%

5Y*

10.74%

10Y*

9.96%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FKINX vs. RSP - Expense Ratio Comparison

FKINX has a 0.62% expense ratio, which is higher than RSP's 0.20% expense ratio.


FKINX
Franklin Income Fund Class A1
Expense ratio chart for FKINX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for RSP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

FKINX vs. RSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Income Fund Class A1 (FKINX) and Invesco S&P 500® Equal Weight ETF (RSP). 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.


Sharpe ratio
The chart of Sharpe ratio for FKINX, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.001.271.36
The chart of Sortino ratio for FKINX, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.0010.001.751.92
The chart of Omega ratio for FKINX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.24
The chart of Calmar ratio for FKINX, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.0012.0014.001.732.19
The chart of Martin ratio for FKINX, currently valued at 7.25, compared to the broader market0.0020.0040.0060.007.257.22
FKINX
RSP

The current FKINX Sharpe Ratio is 1.27, which is comparable to the RSP Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FKINX and RSP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.27
1.36
FKINX
RSP

Dividends

FKINX vs. RSP - Dividend Comparison

FKINX's dividend yield for the trailing twelve months is around 5.15%, more than RSP's 1.15% yield.


TTM20232022202120202019201820172016201520142013
FKINX
Franklin Income Fund Class A1
5.15%5.67%5.46%4.33%5.22%5.11%5.61%5.04%5.19%5.71%5.04%5.50%
RSP
Invesco S&P 500® Equal Weight ETF
1.15%1.63%1.82%1.28%1.64%1.69%2.02%1.52%1.20%1.70%1.46%1.27%

Drawdowns

FKINX vs. RSP - Drawdown Comparison

The maximum FKINX drawdown since its inception was -44.30%, smaller than the maximum RSP drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for FKINX and RSP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.69%
-5.84%
FKINX
RSP

Volatility

FKINX vs. RSP - Volatility Comparison

The current volatility for Franklin Income Fund Class A1 (FKINX) is 1.84%, while Invesco S&P 500® Equal Weight ETF (RSP) has a volatility of 4.08%. This indicates that FKINX experiences smaller price fluctuations and is considered to be less risky than RSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.84%
4.08%
FKINX
RSP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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