FNGAX vs. SPY
Compare and contrast key facts about Franklin International Growth Fund Class A (FNGAX) and State Street SPDR S&P 500 ETF (SPY).
FNGAX is managed by Franklin Templeton. It was launched on Jun 3, 2008. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
FNGAX vs. SPY - Performance Comparison
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FNGAX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNGAX Franklin International Growth Fund Class A | -12.38% | 10.48% | 0.37% | 15.00% | -32.05% | 1.17% | 32.56% | 36.91% | -14.53% | 36.80% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, FNGAX achieves a -12.38% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, FNGAX has underperformed SPY with an annualized return of 5.22%, while SPY has yielded a comparatively higher 13.98% annualized return.
FNGAX
- 1D
- 0.26%
- 1M
- -12.54%
- YTD
- -12.38%
- 6M
- -14.22%
- 1Y
- -1.17%
- 3Y*
- -0.16%
- 5Y*
- -4.59%
- 10Y*
- 5.22%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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FNGAX vs. SPY - Expense Ratio Comparison
FNGAX has a 1.12% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
FNGAX vs. SPY — Risk / Return Rank
FNGAX
SPY
FNGAX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Growth Fund Class A (FNGAX) and State Street SPDR S&P 500 ETF (SPY). 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.
| FNGAX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.93 | -1.05 |
Sortino ratioReturn per unit of downside risk | -0.04 | 1.45 | -1.50 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.22 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.25 | 1.53 | -1.77 |
Martin ratioReturn relative to average drawdown | -0.87 | 7.30 | -8.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FNGAX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.93 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.69 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.78 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.56 | -0.39 |
Correlation
The correlation between FNGAX and SPY is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FNGAX vs. SPY - Dividend Comparison
FNGAX's dividend yield for the trailing twelve months is around 3.72%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNGAX Franklin International Growth Fund Class A | 3.72% | 3.36% | 1.86% | 0.00% | 1.75% | 1.80% | 2.22% | 0.13% | 1.94% | 1.31% | 0.53% | 0.01% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
FNGAX vs. SPY - Drawdown Comparison
The maximum FNGAX drawdown since its inception was -53.35%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FNGAX and SPY.
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Drawdown Indicators
| FNGAX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.35% | -55.19% | +1.84% |
Max Drawdown (1Y)Largest decline over 1 year | -17.35% | -12.05% | -5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -47.24% | -24.50% | -22.74% |
Max Drawdown (10Y)Largest decline over 10 years | -47.24% | -33.72% | -13.52% |
Current DrawdownCurrent decline from peak | -30.82% | -6.24% | -24.58% |
Average DrawdownAverage peak-to-trough decline | -14.07% | -9.09% | -4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 2.52% | +2.38% |
Volatility
FNGAX vs. SPY - Volatility Comparison
Franklin International Growth Fund Class A (FNGAX) has a higher volatility of 6.52% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that FNGAX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNGAX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 5.31% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 9.47% | +2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 19.05% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.19% | 17.06% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 17.92% | +2.26% |