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FKUTX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FKUTX and ^GSPC is 0.53, 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.


-0.50.00.51.00.5

Performance

FKUTX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Utilities Fund (FKUTX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.51%
7.29%
FKUTX
^GSPC

Key characteristics

Sharpe Ratio

FKUTX:

1.32

^GSPC:

1.90

Sortino Ratio

FKUTX:

1.75

^GSPC:

2.54

Omega Ratio

FKUTX:

1.24

^GSPC:

1.35

Calmar Ratio

FKUTX:

0.97

^GSPC:

2.81

Martin Ratio

FKUTX:

5.79

^GSPC:

12.39

Ulcer Index

FKUTX:

3.54%

^GSPC:

1.93%

Daily Std Dev

FKUTX:

15.52%

^GSPC:

12.58%

Max Drawdown

FKUTX:

-44.54%

^GSPC:

-56.78%

Current Drawdown

FKUTX:

-9.12%

^GSPC:

-3.58%

Returns By Period

In the year-to-date period, FKUTX achieves a 24.60% return, which is significantly higher than ^GSPC's 23.11% return. Over the past 10 years, FKUTX has underperformed ^GSPC with an annualized return of 5.64%, while ^GSPC has yielded a comparatively higher 11.01% annualized return.


FKUTX

YTD

24.60%

1M

-6.01%

6M

13.53%

1Y

19.79%

5Y*

3.77%

10Y*

5.64%

^GSPC

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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Risk-Adjusted Performance

FKUTX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Utilities Fund (FKUTX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for FKUTX, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.001.321.90
The chart of Sortino ratio for FKUTX, currently valued at 1.75, compared to the broader market-2.000.002.004.006.008.0010.001.752.54
The chart of Omega ratio for FKUTX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.35
The chart of Calmar ratio for FKUTX, currently valued at 0.97, compared to the broader market0.005.0010.0015.000.972.81
The chart of Martin ratio for FKUTX, currently valued at 5.79, compared to the broader market0.0020.0040.0060.005.7912.39
FKUTX
^GSPC

The current FKUTX Sharpe Ratio is 1.32, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FKUTX and ^GSPC, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.32
1.90
FKUTX
^GSPC

Drawdowns

FKUTX vs. ^GSPC - Drawdown Comparison

The maximum FKUTX drawdown since its inception was -44.54%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FKUTX and ^GSPC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.12%
-3.58%
FKUTX
^GSPC

Volatility

FKUTX vs. ^GSPC - Volatility Comparison

Franklin Utilities Fund (FKUTX) has a higher volatility of 4.27% compared to S&P 500 (^GSPC) at 3.64%. This indicates that FKUTX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.27%
3.64%
FKUTX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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