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FKNIX vs. FRIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKNIX vs. FRIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin New York Intermediate Tax-Free Income Fund (FKNIX) and Franklin Income Fund Advisor Class (FRIAX). The values are adjusted to include any dividend payments, if applicable.

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FKNIX vs. FRIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKNIX
Franklin New York Intermediate Tax-Free Income Fund
-0.20%5.32%1.49%5.07%-7.83%0.80%3.90%6.48%0.37%3.20%
FRIAX
Franklin Income Fund Advisor Class
3.03%12.02%7.29%8.84%-5.36%17.51%3.72%16.02%-5.23%8.63%

Returns By Period

In the year-to-date period, FKNIX achieves a -0.20% return, which is significantly lower than FRIAX's 3.03% return. Over the past 10 years, FKNIX has underperformed FRIAX with an annualized return of 1.59%, while FRIAX has yielded a comparatively higher 7.81% annualized return.


FKNIX

1D
0.28%
1M
-1.90%
YTD
-0.20%
6M
1.07%
1Y
4.17%
3Y*
3.10%
5Y*
0.96%
10Y*
1.59%

FRIAX

1D
0.80%
1M
-1.57%
YTD
3.03%
6M
5.15%
1Y
12.76%
3Y*
9.45%
5Y*
6.79%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKNIX vs. FRIAX - Expense Ratio Comparison

FKNIX has a 0.70% expense ratio, which is higher than FRIAX's 0.46% expense ratio.


Return for Risk

FKNIX vs. FRIAX — Risk / Return Rank

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

FKNIX
FKNIX Risk / Return Rank: 6262
Overall Rank
FKNIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FKNIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FKNIX Omega Ratio Rank: 8484
Omega Ratio Rank
FKNIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
FKNIX Martin Ratio Rank: 5252
Martin Ratio Rank

FRIAX
FRIAX Risk / Return Rank: 8787
Overall Rank
FRIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FRIAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRIAX Omega Ratio Rank: 9090
Omega Ratio Rank
FRIAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FRIAX Martin Ratio Rank: 9090
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.

FKNIX vs. FRIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin New York Intermediate Tax-Free Income Fund (FKNIX) and Franklin Income Fund Advisor Class (FRIAX). 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.


FKNIXFRIAXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.70

-0.45

Sortino ratio

Return per unit of downside risk

1.70

2.46

-0.77

Omega ratio

Gain probability vs. loss probability

1.36

1.41

-0.05

Calmar ratio

Return relative to maximum drawdown

1.47

2.08

-0.61

Martin ratio

Return relative to average drawdown

5.90

10.22

-4.31

FKNIX vs. FRIAX - Sharpe Ratio Comparison

The current FKNIX Sharpe Ratio is 1.25, which is comparable to the FRIAX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of FKNIX and FRIAX, 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


FKNIXFRIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.70

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.85

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.84

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.80

+0.37

Correlation

The correlation between FKNIX and FRIAX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FKNIX vs. FRIAX - Dividend Comparison

FKNIX's dividend yield for the trailing twelve months is around 2.76%, less than FRIAX's 5.26% yield.


TTM20252024202320222021202020192018201720162015
FKNIX
Franklin New York Intermediate Tax-Free Income Fund
2.76%3.55%2.97%2.10%2.11%1.91%2.26%2.95%2.64%2.38%2.59%2.67%
FRIAX
Franklin Income Fund Advisor Class
5.26%5.75%5.74%5.67%5.24%6.70%5.37%5.25%5.80%5.20%4.92%5.93%

Drawdowns

FKNIX vs. FRIAX - Drawdown Comparison

The maximum FKNIX drawdown since its inception was -12.69%, smaller than the maximum FRIAX drawdown of -43.23%. Use the drawdown chart below to compare losses from any high point for FKNIX and FRIAX.


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Drawdown Indicators


FKNIXFRIAXDifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-43.23%

+30.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.53%

-6.38%

+2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-12.69%

-13.63%

+0.94%

Max Drawdown (10Y)

Largest decline over 10 years

-12.69%

-24.10%

+11.41%

Current Drawdown

Current decline from peak

-2.08%

-1.89%

-0.19%

Average Drawdown

Average peak-to-trough decline

-1.76%

-3.94%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.30%

-0.42%

Volatility

FKNIX vs. FRIAX - Volatility Comparison

The current volatility for Franklin New York Intermediate Tax-Free Income Fund (FKNIX) is 0.93%, while Franklin Income Fund Advisor Class (FRIAX) has a volatility of 2.29%. This indicates that FKNIX experiences smaller price fluctuations and is considered to be less risky than FRIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKNIXFRIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

2.29%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

1.38%

3.90%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

7.57%

-3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.14%

8.04%

-4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.52%

9.34%

-5.82%