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

Correlation

The correlation between FKINX and VWNDX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FKINX vs. VWNDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Income Fund Class A1 (FKINX) and Vanguard Windsor Fund Investor Shares (VWNDX). The values are adjusted to include any dividend payments, if applicable.

1,600.00%1,800.00%2,000.00%2,200.00%2,400.00%NovemberDecember2025FebruaryMarchApril
1,614.71%
2,112.18%
FKINX
VWNDX

Key characteristics

Sharpe Ratio

FKINX:

0.89

VWNDX:

0.18

Sortino Ratio

FKINX:

1.25

VWNDX:

0.37

Omega Ratio

FKINX:

1.20

VWNDX:

1.05

Calmar Ratio

FKINX:

0.96

VWNDX:

0.17

Martin Ratio

FKINX:

4.20

VWNDX:

0.65

Ulcer Index

FKINX:

1.69%

VWNDX:

4.63%

Daily Std Dev

FKINX:

7.93%

VWNDX:

17.02%

Max Drawdown

FKINX:

-44.31%

VWNDX:

-61.53%

Current Drawdown

FKINX:

-3.25%

VWNDX:

-10.53%

Returns By Period

In the year-to-date period, FKINX achieves a 0.14% return, which is significantly higher than VWNDX's -4.20% return. Over the past 10 years, FKINX has underperformed VWNDX with an annualized return of 4.96%, while VWNDX has yielded a comparatively higher 8.66% annualized return.


FKINX

YTD

0.14%

1M

-2.48%

6M

-1.86%

1Y

6.62%

5Y*

8.61%

10Y*

4.96%

VWNDX

YTD

-4.20%

1M

-5.51%

6M

-6.24%

1Y

2.03%

5Y*

15.87%

10Y*

8.66%

*Annualized

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FKINX vs. VWNDX - Expense Ratio Comparison

FKINX has a 0.62% expense ratio, which is higher than VWNDX's 0.30% expense ratio.


Expense ratio chart for FKINX: current value is 0.62%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FKINX: 0.62%
Expense ratio chart for VWNDX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWNDX: 0.30%

Risk-Adjusted Performance

FKINX vs. VWNDX — Risk-Adjusted Performance Rank

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

FKINX
The Risk-Adjusted Performance Rank of FKINX is 7979
Overall Rank
The Sharpe Ratio Rank of FKINX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FKINX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FKINX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FKINX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FKINX is 8282
Martin Ratio Rank

VWNDX
The Risk-Adjusted Performance Rank of VWNDX is 3737
Overall Rank
The Sharpe Ratio Rank of VWNDX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VWNDX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of VWNDX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of VWNDX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VWNDX is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FKINX vs. VWNDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Income Fund Class A1 (FKINX) and Vanguard Windsor Fund Investor Shares (VWNDX). 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.


The chart of Sharpe ratio for FKINX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.00
FKINX: 0.89
VWNDX: 0.18
The chart of Sortino ratio for FKINX, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.00
FKINX: 1.25
VWNDX: 0.37
The chart of Omega ratio for FKINX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.00
FKINX: 1.20
VWNDX: 1.05
The chart of Calmar ratio for FKINX, currently valued at 0.95, compared to the broader market0.002.004.006.008.0010.00
FKINX: 0.96
VWNDX: 0.17
The chart of Martin ratio for FKINX, currently valued at 4.20, compared to the broader market0.0010.0020.0030.0040.0050.00
FKINX: 4.20
VWNDX: 0.65

The current FKINX Sharpe Ratio is 0.89, which is higher than the VWNDX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FKINX and VWNDX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.89
0.18
FKINX
VWNDX

Dividends

FKINX vs. VWNDX - Dividend Comparison

FKINX's dividend yield for the trailing twelve months is around 5.69%, less than VWNDX's 13.03% yield.


TTM20242023202220212020201920182017201620152014
FKINX
Franklin Income Fund Class A1
5.69%5.59%5.67%5.46%4.33%5.22%5.11%5.61%5.04%5.19%5.71%5.04%
VWNDX
Vanguard Windsor Fund Investor Shares
13.03%12.48%8.24%15.38%11.46%8.37%10.26%13.16%4.33%4.88%8.44%5.79%

Drawdowns

FKINX vs. VWNDX - Drawdown Comparison

The maximum FKINX drawdown since its inception was -44.31%, smaller than the maximum VWNDX drawdown of -61.53%. Use the drawdown chart below to compare losses from any high point for FKINX and VWNDX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.25%
-10.53%
FKINX
VWNDX

Volatility

FKINX vs. VWNDX - Volatility Comparison

The current volatility for Franklin Income Fund Class A1 (FKINX) is 5.85%, while Vanguard Windsor Fund Investor Shares (VWNDX) has a volatility of 12.54%. This indicates that FKINX experiences smaller price fluctuations and is considered to be less risky than VWNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
5.85%
12.54%
FKINX
VWNDX