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FKIQX vs. SIFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKIQX vs. SIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Income Fund Class A (FKIQX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). The values are adjusted to include any dividend payments, if applicable.

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FKIQX vs. SIFAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FKIQX
Franklin Income Fund Class A
2.95%11.66%7.04%8.57%-5.59%17.58%3.46%15.69%-6.59%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
8.96%7.82%4.08%-1.74%8.48%10.83%-1.59%5.68%-3.18%

Returns By Period

In the year-to-date period, FKIQX achieves a 2.95% return, which is significantly lower than SIFAX's 8.96% return.


FKIQX

1D
0.80%
1M
-1.56%
YTD
2.95%
6M
5.01%
1Y
12.44%
3Y*
8.99%
5Y*
6.49%
10Y*

SIFAX

1D
-0.35%
1M
1.77%
YTD
8.96%
6M
10.57%
1Y
10.85%
3Y*
7.16%
5Y*
6.83%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKIQX vs. SIFAX - Expense Ratio Comparison

FKIQX has a 0.71% expense ratio, which is lower than SIFAX's 0.90% expense ratio.


Return for Risk

FKIQX vs. SIFAX — Risk / Return Rank

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

FKIQX
FKIQX Risk / Return Rank: 8383
Overall Rank
FKIQX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FKIQX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FKIQX Omega Ratio Rank: 8787
Omega Ratio Rank
FKIQX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FKIQX Martin Ratio Rank: 8888
Martin Ratio Rank

SIFAX
SIFAX Risk / Return Rank: 8989
Overall Rank
SIFAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SIFAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SIFAX Omega Ratio Rank: 8888
Omega Ratio Rank
SIFAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SIFAX Martin Ratio Rank: 8181
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.

FKIQX vs. SIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Income Fund Class A (FKIQX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). 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.


FKIQXSIFAXDifference

Sharpe ratio

Return per unit of total volatility

1.58

2.03

-0.45

Sortino ratio

Return per unit of downside risk

2.30

2.86

-0.56

Omega ratio

Gain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratio

Return relative to maximum drawdown

1.92

3.49

-1.57

Martin ratio

Return relative to average drawdown

9.88

8.92

+0.96

FKIQX vs. SIFAX - Sharpe Ratio Comparison

The current FKIQX Sharpe Ratio is 1.58, which is comparable to the SIFAX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of FKIQX and SIFAX, 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


FKIQXSIFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

2.03

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.25

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.36

+0.32

Correlation

The correlation between FKIQX and SIFAX is 0.39, 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

FKIQX vs. SIFAX - Dividend Comparison

FKIQX's dividend yield for the trailing twelve months is around 5.03%, more than SIFAX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
FKIQX
Franklin Income Fund Class A
5.03%5.08%5.52%5.45%5.35%6.40%5.14%5.03%1.38%0.00%0.00%0.00%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
4.18%4.55%3.25%3.82%11.90%7.89%1.45%1.49%1.90%1.39%1.15%0.48%

Drawdowns

FKIQX vs. SIFAX - Drawdown Comparison

The maximum FKIQX drawdown since its inception was -25.31%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for FKIQX and SIFAX.


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Drawdown Indicators


FKIQXSIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.31%

-23.62%

-1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-3.07%

-3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-13.70%

-8.32%

-5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-14.69%

Current Drawdown

Current decline from peak

-1.90%

-0.35%

-1.55%

Average Drawdown

Average peak-to-trough decline

-2.95%

-8.65%

+5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

1.25%

+0.06%

Volatility

FKIQX vs. SIFAX - Volatility Comparison

Franklin Income Fund Class A (FKIQX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) have volatilities of 2.04% and 2.04%, 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.


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Volatility by Period


FKIQXSIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

2.04%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

3.75%

3.93%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

7.94%

5.30%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.92%

5.50%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.21%

5.16%

+5.05%