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FKUSX vs. FKGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKUSX vs. FKGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Government Securities Fund (FKUSX) and Franklin Growth Fund (FKGRX). The values are adjusted to include any dividend payments, if applicable.

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FKUSX vs. FKGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKUSX
Franklin U.S. Government Securities Fund
0.38%6.12%0.42%4.37%-10.32%-2.06%3.47%5.42%0.28%0.75%
FKGRX
Franklin Growth Fund
-5.57%15.38%17.96%27.54%-25.32%21.61%30.71%32.08%-3.37%26.31%

Returns By Period

In the year-to-date period, FKUSX achieves a 0.38% return, which is significantly higher than FKGRX's -5.57% return. Over the past 10 years, FKUSX has underperformed FKGRX with an annualized return of 0.72%, while FKGRX has yielded a comparatively higher 12.88% annualized return.


FKUSX

1D
0.39%
1M
-1.34%
YTD
0.38%
6M
1.24%
1Y
4.22%
3Y*
2.95%
5Y*
-0.24%
10Y*
0.72%

FKGRX

1D
3.23%
1M
-5.71%
YTD
-5.57%
6M
-4.46%
1Y
15.13%
3Y*
14.51%
5Y*
7.54%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKUSX vs. FKGRX - Expense Ratio Comparison

FKUSX has a 0.76% expense ratio, which is lower than FKGRX's 0.79% expense ratio.


Return for Risk

FKUSX vs. FKGRX — Risk / Return Rank

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

FKUSX
FKUSX Risk / Return Rank: 4747
Overall Rank
FKUSX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FKUSX Sortino Ratio Rank: 4646
Sortino Ratio Rank
FKUSX Omega Ratio Rank: 3838
Omega Ratio Rank
FKUSX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FKUSX Martin Ratio Rank: 3838
Martin Ratio Rank

FKGRX
FKGRX Risk / Return Rank: 4545
Overall Rank
FKGRX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FKGRX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FKGRX Omega Ratio Rank: 3838
Omega Ratio Rank
FKGRX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FKGRX Martin Ratio Rank: 5252
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.

FKUSX vs. FKGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Government Securities Fund (FKUSX) and Franklin Growth Fund (FKGRX). 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.


FKUSXFKGRXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.83

+0.20

Sortino ratio

Return per unit of downside risk

1.47

1.34

+0.13

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.73

1.39

+0.35

Martin ratio

Return relative to average drawdown

4.62

5.21

-0.60

FKUSX vs. FKGRX - Sharpe Ratio Comparison

The current FKUSX Sharpe Ratio is 1.03, which is comparable to the FKGRX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FKUSX and FKGRX, 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


FKUSXFKGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.83

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.39

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.66

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.69

-0.27

Correlation

The correlation between FKUSX and FKGRX is 0.06, 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

FKUSX vs. FKGRX - Dividend Comparison

FKUSX's dividend yield for the trailing twelve months is around 3.14%, less than FKGRX's 15.22% yield.


TTM20252024202320222021202020192018201720162015
FKUSX
Franklin U.S. Government Securities Fund
3.14%2.56%3.42%3.04%2.83%2.33%2.60%2.92%3.13%3.07%3.13%3.32%
FKGRX
Franklin Growth Fund
15.22%14.37%8.34%6.26%10.49%9.19%7.97%5.75%1.65%2.38%3.26%3.88%

Drawdowns

FKUSX vs. FKGRX - Drawdown Comparison

The maximum FKUSX drawdown since its inception was -34.52%, smaller than the maximum FKGRX drawdown of -51.08%. Use the drawdown chart below to compare losses from any high point for FKUSX and FKGRX.


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Drawdown Indicators


FKUSXFKGRXDifference

Max Drawdown

Largest peak-to-trough decline

-34.52%

-51.08%

+16.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-11.48%

+8.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-32.22%

+16.41%

Max Drawdown (10Y)

Largest decline over 10 years

-16.47%

-32.52%

+16.05%

Current Drawdown

Current decline from peak

-2.13%

-8.62%

+6.49%

Average Drawdown

Average peak-to-trough decline

-5.16%

-6.76%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

3.05%

-2.05%

Volatility

FKUSX vs. FKGRX - Volatility Comparison

The current volatility for Franklin U.S. Government Securities Fund (FKUSX) is 1.94%, while Franklin Growth Fund (FKGRX) has a volatility of 5.85%. This indicates that FKUSX experiences smaller price fluctuations and is considered to be less risky than FKGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKUSXFKGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.94%

5.85%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

10.49%

-7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

18.91%

-14.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

19.62%

-13.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.43%

19.50%

-15.07%