PortfoliosLab logoPortfoliosLab logo
FKUSX vs. SHAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKUSX vs. SHAPX - Performance Comparison

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

Loading graphics...

FKUSX vs. SHAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKUSX
Franklin U.S. Government Securities Fund
-0.01%6.12%0.42%4.37%-10.32%-2.06%3.47%5.42%0.28%0.75%
SHAPX
ClearBridge Appreciation Fund
-6.24%14.32%22.37%19.50%-12.56%23.52%14.53%29.84%-2.19%18.31%

Returns By Period

In the year-to-date period, FKUSX achieves a -0.01% return, which is significantly higher than SHAPX's -6.24% return. Over the past 10 years, FKUSX has underperformed SHAPX with an annualized return of 0.68%, while SHAPX has yielded a comparatively higher 11.99% annualized return.


FKUSX

1D
0.59%
1M
-2.10%
YTD
-0.01%
6M
1.24%
1Y
4.22%
3Y*
2.82%
5Y*
-0.29%
10Y*
0.68%

SHAPX

1D
-0.06%
1M
-7.91%
YTD
-6.24%
6M
-5.30%
1Y
10.69%
3Y*
14.58%
5Y*
10.06%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FKUSX vs. SHAPX - Expense Ratio Comparison

FKUSX has a 0.76% expense ratio, which is lower than SHAPX's 0.93% expense ratio.


Return for Risk

FKUSX vs. SHAPX — Risk / Return Rank

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

FKUSX
FKUSX Risk / Return Rank: 5151
Overall Rank
FKUSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FKUSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FKUSX Omega Ratio Rank: 3939
Omega Ratio Rank
FKUSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FKUSX Martin Ratio Rank: 4949
Martin Ratio Rank

SHAPX
SHAPX Risk / Return Rank: 3535
Overall Rank
SHAPX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SHAPX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SHAPX Omega Ratio Rank: 3737
Omega Ratio Rank
SHAPX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SHAPX Martin Ratio Rank: 4040
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. SHAPX - Risk-Adjusted Trends Comparison

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


FKUSXSHAPXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.72

+0.22

Sortino ratio

Return per unit of downside risk

1.34

1.13

+0.21

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.81

0.89

+0.92

Martin ratio

Return relative to average drawdown

4.86

4.11

+0.75

FKUSX vs. SHAPX - Sharpe Ratio Comparison

The current FKUSX Sharpe Ratio is 0.94, which is higher than the SHAPX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FKUSX and SHAPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FKUSXSHAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.72

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.68

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.72

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.77

-0.36

Correlation

The correlation between FKUSX and SHAPX is 0.00, 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. SHAPX - Dividend Comparison

FKUSX's dividend yield for the trailing twelve months is around 3.15%, less than SHAPX's 15.01% yield.


TTM20252024202320222021202020192018201720162015
FKUSX
Franklin U.S. Government Securities Fund
3.15%2.56%3.42%3.04%2.83%2.33%2.60%2.92%3.13%3.07%3.13%3.32%
SHAPX
ClearBridge Appreciation Fund
15.01%14.08%9.00%4.17%8.85%6.54%4.13%7.09%6.71%5.10%3.29%4.76%

Drawdowns

FKUSX vs. SHAPX - Drawdown Comparison

The maximum FKUSX drawdown since its inception was -34.52%, smaller than the maximum SHAPX drawdown of -46.19%. Use the drawdown chart below to compare losses from any high point for FKUSX and SHAPX.


Loading graphics...

Drawdown Indicators


FKUSXSHAPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.52%

-46.19%

+11.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-10.57%

+7.90%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-20.53%

+4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-16.47%

-32.21%

+15.74%

Current Drawdown

Current decline from peak

-2.51%

-8.74%

+6.23%

Average Drawdown

Average peak-to-trough decline

-5.16%

-4.79%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

2.29%

-1.29%

Volatility

FKUSX vs. SHAPX - Volatility Comparison

The current volatility for Franklin U.S. Government Securities Fund (FKUSX) is 1.90%, while ClearBridge Appreciation Fund (SHAPX) has a volatility of 3.74%. This indicates that FKUSX experiences smaller price fluctuations and is considered to be less risky than SHAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FKUSXSHAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

3.74%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

7.86%

-5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

4.51%

15.90%

-11.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

14.85%

-8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.43%

16.70%

-12.27%