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FNGZX vs. FRDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGZX vs. FRDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Growth Fund (FNGZX) and Franklin Rising Dividends Fund (FRDPX). The values are adjusted to include any dividend payments, if applicable.

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FNGZX vs. FRDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNGZX
Franklin International Growth Fund
-12.37%10.54%0.66%15.24%-31.87%0.45%32.90%37.18%-14.30%36.28%
FRDPX
Franklin Rising Dividends Fund
-4.58%11.96%10.92%12.10%-10.69%26.62%16.29%29.83%-5.27%17.33%

Returns By Period

In the year-to-date period, FNGZX achieves a -12.37% return, which is significantly lower than FRDPX's -4.58% return. Over the past 10 years, FNGZX has underperformed FRDPX with an annualized return of 5.30%, while FRDPX has yielded a comparatively higher 10.53% annualized return.


FNGZX

1D
0.26%
1M
-12.52%
YTD
-12.37%
6M
-14.13%
1Y
-1.02%
3Y*
0.03%
5Y*
-4.58%
10Y*
5.30%

FRDPX

1D
-0.05%
1M
-7.10%
YTD
-4.58%
6M
-3.87%
1Y
8.41%
3Y*
8.63%
5Y*
7.61%
10Y*
10.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNGZX vs. FRDPX - Expense Ratio Comparison

FNGZX has a 0.86% expense ratio, which is higher than FRDPX's 0.85% expense ratio.


Return for Risk

FNGZX vs. FRDPX — Risk / Return Rank

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

FNGZX
FNGZX Risk / Return Rank: 33
Overall Rank
FNGZX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FNGZX Sortino Ratio Rank: 44
Sortino Ratio Rank
FNGZX Omega Ratio Rank: 44
Omega Ratio Rank
FNGZX Calmar Ratio Rank: 33
Calmar Ratio Rank
FNGZX Martin Ratio Rank: 33
Martin Ratio Rank

FRDPX
FRDPX Risk / Return Rank: 2828
Overall Rank
FRDPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FRDPX Sortino Ratio Rank: 2929
Sortino Ratio Rank
FRDPX Omega Ratio Rank: 2727
Omega Ratio Rank
FRDPX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FRDPX Martin Ratio Rank: 3232
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.

FNGZX vs. FRDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Growth Fund (FNGZX) and Franklin Rising Dividends Fund (FRDPX). 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.


FNGZXFRDPXDifference

Sharpe ratio

Return per unit of total volatility

-0.12

0.63

-0.75

Sortino ratio

Return per unit of downside risk

-0.04

1.03

-1.07

Omega ratio

Gain probability vs. loss probability

1.00

1.14

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.24

0.74

-0.98

Martin ratio

Return relative to average drawdown

-0.86

3.45

-4.31

FNGZX vs. FRDPX - Sharpe Ratio Comparison

The current FNGZX Sharpe Ratio is -0.12, which is lower than the FRDPX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FNGZX and FRDPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FNGZXFRDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.63

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.50

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.62

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.60

-0.42

Correlation

The correlation between FNGZX and FRDPX is 0.67, 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.


Dividends

FNGZX vs. FRDPX - Dividend Comparison

FNGZX's dividend yield for the trailing twelve months is around 3.85%, less than FRDPX's 10.74% yield.


TTM20252024202320222021202020192018201720162015
FNGZX
Franklin International Growth Fund
3.85%3.37%2.07%0.00%1.74%1.11%2.23%0.30%2.04%1.31%0.90%0.36%
FRDPX
Franklin Rising Dividends Fund
10.74%10.25%10.15%4.60%4.96%4.42%0.82%3.01%5.20%0.90%3.09%5.30%

Drawdowns

FNGZX vs. FRDPX - Drawdown Comparison

The maximum FNGZX drawdown since its inception was -53.35%, roughly equal to the maximum FRDPX drawdown of -51.57%. Use the drawdown chart below to compare losses from any high point for FNGZX and FRDPX.


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Drawdown Indicators


FNGZXFRDPXDifference

Max Drawdown

Largest peak-to-trough decline

-53.35%

-51.57%

-1.78%

Max Drawdown (1Y)

Largest decline over 1 year

-17.29%

-10.54%

-6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-47.63%

-21.07%

-26.56%

Max Drawdown (10Y)

Largest decline over 10 years

-47.63%

-34.89%

-12.74%

Current Drawdown

Current decline from peak

-30.85%

-7.10%

-23.75%

Average Drawdown

Average peak-to-trough decline

-14.06%

-5.84%

-8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

2.26%

+2.62%

Volatility

FNGZX vs. FRDPX - Volatility Comparison

Franklin International Growth Fund (FNGZX) has a higher volatility of 6.45% compared to Franklin Rising Dividends Fund (FRDPX) at 3.46%. This indicates that FNGZX's price experiences larger fluctuations and is considered to be riskier than FRDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNGZXFRDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

3.46%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

7.49%

+4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

15.22%

+4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

15.36%

+5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

17.16%

+3.02%