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FKUTX vs. CZA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FKUTX and CZA is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FKUTX vs. CZA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Utilities Fund (FKUTX) and Invesco Zacks Mid-Cap ETF (CZA). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%December2025FebruaryMarchAprilMay
170.70%
383.02%
FKUTX
CZA

Key characteristics

Sharpe Ratio

FKUTX:

1.00

CZA:

0.33

Sortino Ratio

FKUTX:

1.36

CZA:

0.59

Omega Ratio

FKUTX:

1.19

CZA:

1.08

Calmar Ratio

FKUTX:

1.11

CZA:

0.31

Martin Ratio

FKUTX:

2.47

CZA:

1.11

Ulcer Index

FKUTX:

7.00%

CZA:

5.35%

Daily Std Dev

FKUTX:

17.25%

CZA:

17.75%

Max Drawdown

FKUTX:

-44.54%

CZA:

-53.20%

Current Drawdown

FKUTX:

-7.91%

CZA:

-9.45%

Returns By Period

In the year-to-date period, FKUTX achieves a 5.39% return, which is significantly higher than CZA's -2.25% return. Over the past 10 years, FKUTX has underperformed CZA with an annualized return of 6.16%, while CZA has yielded a comparatively higher 8.57% annualized return.


FKUTX

YTD

5.39%

1M

6.84%

6M

-1.50%

1Y

15.10%

5Y*

7.43%

10Y*

6.16%

CZA

YTD

-2.25%

1M

7.87%

6M

-5.53%

1Y

4.11%

5Y*

14.07%

10Y*

8.57%

*Annualized

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FKUTX vs. CZA - Expense Ratio Comparison

FKUTX has a 0.72% expense ratio, which is higher than CZA's 0.69% expense ratio.


Risk-Adjusted Performance

FKUTX vs. CZA — Risk-Adjusted Performance Rank

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

FKUTX
The Risk-Adjusted Performance Rank of FKUTX is 7272
Overall Rank
The Sharpe Ratio Rank of FKUTX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FKUTX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FKUTX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FKUTX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FKUTX is 5959
Martin Ratio Rank

CZA
The Risk-Adjusted Performance Rank of CZA is 3939
Overall Rank
The Sharpe Ratio Rank of CZA is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of CZA is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CZA is 3838
Omega Ratio Rank
The Calmar Ratio Rank of CZA is 4242
Calmar Ratio Rank
The Martin Ratio Rank of CZA is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FKUTX vs. CZA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Utilities Fund (FKUTX) and Invesco Zacks Mid-Cap ETF (CZA). 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.


The current FKUTX Sharpe Ratio is 1.00, which is higher than the CZA Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FKUTX and CZA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.95
0.33
FKUTX
CZA

Dividends

FKUTX vs. CZA - Dividend Comparison

FKUTX's dividend yield for the trailing twelve months is around 2.46%, more than CZA's 1.30% yield.


TTM20242023202220212020201920182017201620152014
FKUTX
Franklin Utilities Fund
2.46%2.58%2.63%2.29%2.24%2.73%2.38%2.84%2.84%2.70%3.24%2.68%
CZA
Invesco Zacks Mid-Cap ETF
1.30%1.27%1.36%1.71%0.89%1.42%1.40%1.26%1.10%1.87%1.37%0.74%

Drawdowns

FKUTX vs. CZA - Drawdown Comparison

The maximum FKUTX drawdown since its inception was -44.54%, smaller than the maximum CZA drawdown of -53.20%. Use the drawdown chart below to compare losses from any high point for FKUTX and CZA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.91%
-9.45%
FKUTX
CZA

Volatility

FKUTX vs. CZA - Volatility Comparison

The current volatility for Franklin Utilities Fund (FKUTX) is 6.07%, while Invesco Zacks Mid-Cap ETF (CZA) has a volatility of 10.05%. This indicates that FKUTX experiences smaller price fluctuations and is considered to be less risky than CZA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
6.07%
10.05%
FKUTX
CZA