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FKTFX vs. VASIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKTFX vs. VASIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin California Tax Free Income Fund (FKTFX) and Vanguard LifeStrategy Income Fund (VASIX). The values are adjusted to include any dividend payments, if applicable.

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FKTFX vs. VASIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKTFX
Franklin California Tax Free Income Fund
-0.88%4.38%2.78%6.25%-10.31%1.80%5.29%9.73%0.31%6.08%
VASIX
Vanguard LifeStrategy Income Fund
-1.27%9.42%6.67%9.63%-13.94%1.92%9.13%12.05%-1.05%6.05%

Returns By Period

In the year-to-date period, FKTFX achieves a -0.88% return, which is significantly higher than VASIX's -1.27% return. Over the past 10 years, FKTFX has underperformed VASIX with an annualized return of 2.29%, while VASIX has yielded a comparatively higher 3.76% annualized return.


FKTFX

1D
0.15%
1M
-3.05%
YTD
-0.88%
6M
0.98%
1Y
3.28%
3Y*
3.34%
5Y*
0.80%
10Y*
2.29%

VASIX

1D
0.26%
1M
-3.65%
YTD
-1.27%
6M
0.05%
1Y
6.51%
3Y*
6.68%
5Y*
2.39%
10Y*
3.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKTFX vs. VASIX - Expense Ratio Comparison

FKTFX has a 0.62% expense ratio, which is higher than VASIX's 0.11% expense ratio.


Return for Risk

FKTFX vs. VASIX — Risk / Return Rank

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

FKTFX
FKTFX Risk / Return Rank: 3535
Overall Rank
FKTFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FKTFX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FKTFX Omega Ratio Rank: 5555
Omega Ratio Rank
FKTFX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FKTFX Martin Ratio Rank: 2323
Martin Ratio Rank

VASIX
VASIX Risk / Return Rank: 7777
Overall Rank
VASIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VASIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VASIX Omega Ratio Rank: 7474
Omega Ratio Rank
VASIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VASIX Martin Ratio Rank: 7777
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.

FKTFX vs. VASIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin California Tax Free Income Fund (FKTFX) and Vanguard LifeStrategy Income Fund (VASIX). 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.


FKTFXVASIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.45

-0.67

Sortino ratio

Return per unit of downside risk

1.06

2.02

-0.95

Omega ratio

Gain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratio

Return relative to maximum drawdown

0.85

1.72

-0.86

Martin ratio

Return relative to average drawdown

2.45

7.48

-5.03

FKTFX vs. VASIX - Sharpe Ratio Comparison

The current FKTFX Sharpe Ratio is 0.77, which is lower than the VASIX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FKTFX and VASIX, 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


FKTFXVASIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.45

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.42

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.77

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

1.10

-0.49

Correlation

The correlation between FKTFX and VASIX is 0.28, 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

FKTFX vs. VASIX - Dividend Comparison

FKTFX's dividend yield for the trailing twelve months is around 3.82%, less than VASIX's 4.30% yield.


TTM20252024202320222021202020192018201720162015
FKTFX
Franklin California Tax Free Income Fund
3.82%4.96%4.22%3.20%3.29%2.68%2.91%3.85%3.58%3.58%3.65%3.93%
VASIX
Vanguard LifeStrategy Income Fund
4.30%4.18%7.61%3.17%2.02%3.95%2.15%2.73%3.55%1.52%2.26%2.57%

Drawdowns

FKTFX vs. VASIX - Drawdown Comparison

The maximum FKTFX drawdown since its inception was -31.16%, which is greater than VASIX's maximum drawdown of -18.17%. Use the drawdown chart below to compare losses from any high point for FKTFX and VASIX.


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Drawdown Indicators


FKTFXVASIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.16%

-18.17%

-12.99%

Max Drawdown (1Y)

Largest decline over 1 year

-5.29%

-3.90%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-18.17%

+1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-16.21%

-18.17%

+1.96%

Current Drawdown

Current decline from peak

-3.05%

-3.65%

+0.60%

Average Drawdown

Average peak-to-trough decline

-6.11%

-1.92%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

0.89%

+0.96%

Volatility

FKTFX vs. VASIX - Volatility Comparison

The current volatility for Franklin California Tax Free Income Fund (FKTFX) is 1.21%, while Vanguard LifeStrategy Income Fund (VASIX) has a volatility of 2.08%. This indicates that FKTFX experiences smaller price fluctuations and is considered to be less risky than VASIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKTFXVASIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

2.08%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.97%

3.03%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.48%

4.62%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

5.68%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

4.87%

-0.13%