FKUTX vs. ^GSPC
Compare and contrast key facts about Franklin Utilities Fund (FKUTX) and S&P 500 (^GSPC).
FKUTX is managed by Franklin Templeton Investments. It was launched on Sep 29, 1948.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FKUTX or ^GSPC.
Performance
FKUTX vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, FKUTX achieves a 31.62% return, which is significantly higher than ^GSPC's 23.62% return. Over the past 10 years, FKUTX has underperformed ^GSPC with an annualized return of 6.20%, while ^GSPC has yielded a comparatively higher 11.16% annualized return.
FKUTX
31.62%
-0.28%
14.43%
30.55%
5.39%
6.20%
^GSPC
23.62%
0.54%
11.19%
30.63%
13.61%
11.16%
Key characteristics
| FKUTX | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 2.02 | 2.51 |
| Sortino Ratio | 2.61 | 3.37 |
| Omega Ratio | 1.37 | 1.47 |
| Calmar Ratio | 1.49 | 3.63 |
| Martin Ratio | 7.00 | 16.15 |
| Ulcer Index | 4.51% | 1.91% |
| Daily Std Dev | 15.60% | 12.27% |
| Max Drawdown | -44.54% | -56.78% |
| Current Drawdown | -0.56% | -1.75% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
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.
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.
Volatility
FKUTX vs. ^GSPC - Volatility Comparison
Franklin Utilities Fund (FKUTX) has a higher volatility of 5.15% compared to S&P 500 (^GSPC) at 4.07%. 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.