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FKUTX vs. GBAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FKUTX vs. GBAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Utilities Fund (FKUTX) and Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FKUTX achieves a 7.60% return, which is significantly higher than GBAB's -0.59% return. Over the past 10 years, FKUTX has outperformed GBAB with an annualized return of 9.55%, while GBAB has yielded a comparatively lower 2.94% annualized return.


FKUTX

1D
0.59%
1M
-1.65%
YTD
7.60%
6M
8.10%
1Y
16.66%
3Y*
15.16%
5Y*
11.46%
10Y*
9.55%

GBAB

1D
-0.84%
1M
2.27%
YTD
-0.59%
6M
-1.12%
1Y
5.76%
3Y*
5.40%
5Y*
-2.38%
10Y*
2.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FKUTX vs. GBAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKUTX
Franklin Utilities Fund
7.60%14.59%27.18%-4.91%1.67%18.00%-1.87%27.28%2.54%9.58%
GBAB
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
-0.59%8.38%2.86%8.57%-25.10%-0.92%14.69%15.16%3.50%13.55%

Correlation

The correlation between FKUTX and GBAB is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2010

0.18

The correlation between FKUTX and GBAB shifts across timeframes, from 0.18 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FKUTX vs. GBAB — Risk / Return Rank

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

FKUTX
FKUTX Risk / Return Rank: 2323
Overall Rank
FKUTX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FKUTX Sortino Ratio Rank: 1818
Sortino Ratio Rank
FKUTX Omega Ratio Rank: 1919
Omega Ratio Rank
FKUTX Calmar Ratio Rank: 3535
Calmar Ratio Rank
FKUTX Martin Ratio Rank: 2222
Martin Ratio Rank

GBAB
GBAB Risk / Return Rank: 5555
Overall Rank
GBAB Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GBAB Sortino Ratio Rank: 5050
Sortino Ratio Rank
GBAB Omega Ratio Rank: 5050
Omega Ratio Rank
GBAB Calmar Ratio Rank: 5656
Calmar Ratio Rank
GBAB Martin Ratio Rank: 5959
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.

FKUTX vs. GBAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Utilities Fund (FKUTX) and Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB). 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.


FKUTXGBABDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.21

1.10

+0.11

Calmar ratioReturn relative to maximum drawdown

2.11

0.58

+1.53

Martin ratioReturn relative to average drawdown

5.09

1.65

+3.44

FKUTX vs. GBAB - Sharpe Ratio Comparison

The current FKUTX Sharpe Ratio is 1.21, which is higher than the GBAB Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FKUTX and GBAB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FKUTX vs. GBAB - Drawdown Comparison

The maximum FKUTX drawdown since its inception was -43.59%, which is greater than GBAB's maximum drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for FKUTX and GBAB.


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Drawdown Indicators


FKUTXGBABDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-35.81%

-7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.10%

-9.98%

+1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

-17.29%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-22.53%

-35.81%

+13.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.56%

-35.81%

-0.75%

Current Drawdown

Current decline from peak

-4.90%

-13.94%

+9.04%

Average Drawdown

Average peak-to-trough decline

-7.00%

-8.30%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

3.50%

-0.15%

Volatility

FKUTX vs. GBAB - Volatility Comparison

Franklin Utilities Fund (FKUTX) has a higher volatility of 5.09% compared to Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) at 1.57%. This indicates that FKUTX's price experiences larger fluctuations and is considered to be riskier than GBAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FKUTXGBABDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

1.57%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

8.53%

+2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

11.32%

+2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

14.63%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.85%

14.97%

+3.88%

Dividends

FKUTX vs. GBAB - Dividend Comparison

FKUTX's dividend yield for the trailing twelve months is around 7.19%, less than GBAB's 10.71% yield.


PositionTTM20252024202320222021202020192018201720162015
FKUTX
Franklin Utilities Fund
7.19%7.70%8.66%6.47%3.73%4.96%9.88%4.29%5.83%3.55%2.76%6.14%
GBAB
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust
10.71%10.11%9.93%9.32%9.22%6.36%5.92%6.37%6.88%6.64%7.51%7.78%

Frequently Asked Questions


FKUTX and GBAB have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FKUTX has higher volatility (5.09%) compared to GBAB (1.57%). In terms of maximum drawdown, FKUTX dropped -43.59% vs GBAB's -35.81%.

FKUTX currently has the higher Sharpe Ratio (1.21 vs 0.51), 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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