FKUTX vs. FXU
FKUTX (Franklin Utilities Fund) and FXU (First Trust Utilities AlphaDEX Fund) are both Utilities Equities funds. Over the past 10 years, FKUTX returned 9.56%/yr vs 9.43%/yr for FXU. Their correlation of 0.89 suggests significant overlap in exposure. FKUTX charges 0.72%/yr vs 0.62%/yr for FXU.
Performance
FKUTX vs. FXU - Performance Comparison
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Returns By Period
In the year-to-date period, FKUTX achieves a 7.77% return, which is significantly lower than FXU's 9.49% return. Both investments have delivered pretty close results over the past 10 years, with FKUTX having a 9.56% annualized return and FXU not far behind at 9.43%.
FKUTX
- 1D
- 0.16%
- 1M
- -1.50%
- YTD
- 7.77%
- 6M
- 7.95%
- 1Y
- 15.43%
- 3Y*
- 16.27%
- 5Y*
- 11.57%
- 10Y*
- 9.56%
FXU
- 1D
- 1.22%
- 1M
- 0.35%
- YTD
- 9.49%
- 6M
- 9.73%
- 1Y
- 18.60%
- 3Y*
- 19.02%
- 5Y*
- 12.94%
- 10Y*
- 9.43%
FKUTX vs. FXU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FKUTX Franklin Utilities Fund | 7.77% | 14.59% | 27.18% | -4.91% | 1.67% | 18.00% | -1.87% | 27.28% | 2.54% | 9.58% |
FXU First Trust Utilities AlphaDEX Fund | 9.49% | 21.86% | 22.50% | -2.12% | 3.68% | 17.67% | 1.53% | 11.67% | 5.43% | 0.98% |
Correlation
The correlation between FKUTX and FXU is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.89 |
The correlation between FKUTX and FXU has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
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Return for Risk
FKUTX vs. FXU — Risk / Return Rank
FKUTX
FXU
FKUTX vs. FXU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Utilities Fund (FKUTX) and First Trust Utilities AlphaDEX Fund (FXU). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FKUTX | FXU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.17 | -0.08 |
| Martin ratioReturn relative to average drawdown | 5.02 | 5.61 | -0.59 |
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Drawdowns
FKUTX vs. FXU - Drawdown Comparison
The maximum FKUTX drawdown since its inception was -43.59%, smaller than the maximum FXU drawdown of -49.00%. Use the drawdown chart below to compare losses from any high point for FKUTX and FXU.
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Drawdown Indicators
| FKUTX | FXU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -49.00% | +5.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.10% | -8.63% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.35% | -17.46% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -22.53% | -21.87% | -0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -36.56% | -34.81% | -1.75% |
Current DrawdownCurrent decline from peak | -4.75% | -4.44% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -7.63% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 3.32% | +0.04% |
Volatility
FKUTX vs. FXU - Volatility Comparison
Franklin Utilities Fund (FKUTX) has a higher volatility of 5.08% compared to First Trust Utilities AlphaDEX Fund (FXU) at 4.69%. This indicates that FKUTX's price experiences larger fluctuations and is considered to be riskier than FXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FKUTX | FXU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 4.69% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 10.47% | +0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 13.34% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 16.56% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 18.35% | +0.51% |
FKUTX vs. FXU - Expense Ratio Comparison
FKUTX has a 0.72% expense ratio, which is higher than FXU's 0.62% expense ratio.
Dividends
FKUTX vs. FXU - Dividend Comparison
FKUTX's dividend yield for the trailing twelve months is around 7.18%, more than FXU's 2.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FKUTX Franklin Utilities Fund | 7.18% | 7.70% | 8.66% | 6.47% | 3.73% | 4.96% | 9.88% | 4.29% | 5.83% | 3.55% | 2.76% | 6.14% |
FXU First Trust Utilities AlphaDEX Fund | 2.14% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
Frequently Asked Questions
With a correlation of 0.95, FKUTX and FXU move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FKUTX has higher volatility (5.08%) compared to FXU (4.69%). In terms of maximum drawdown, FKUTX dropped -43.59% vs FXU's -49.00%.
FXU currently has the higher Sharpe Ratio (1.41 vs 1.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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