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FQCHX vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FQCHX and ^SP500TR is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

FQCHX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Templeton SMACS: Series CH (FQCHX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
1.54%
12.40%
FQCHX
^SP500TR

Key characteristics

Sharpe Ratio

FQCHX:

2.05

^SP500TR:

1.80

Sortino Ratio

FQCHX:

3.21

^SP500TR:

2.42

Omega Ratio

FQCHX:

1.47

^SP500TR:

1.33

Calmar Ratio

FQCHX:

0.82

^SP500TR:

2.73

Martin Ratio

FQCHX:

7.88

^SP500TR:

11.31

Ulcer Index

FQCHX:

1.13%

^SP500TR:

2.04%

Daily Std Dev

FQCHX:

4.35%

^SP500TR:

12.86%

Max Drawdown

FQCHX:

-21.04%

^SP500TR:

-55.25%

Current Drawdown

FQCHX:

-1.71%

^SP500TR:

-0.77%

Returns By Period

In the year-to-date period, FQCHX achieves a 0.36% return, which is significantly lower than ^SP500TR's 3.29% return.


FQCHX

YTD

0.36%

1M

1.28%

6M

1.54%

1Y

8.66%

5Y*

1.27%

10Y*

N/A

^SP500TR

YTD

3.29%

1M

4.22%

6M

12.40%

1Y

22.50%

5Y*

14.29%

10Y*

13.27%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FQCHX vs. ^SP500TR — Risk-Adjusted Performance Rank

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

FQCHX
The Risk-Adjusted Performance Rank of FQCHX is 8282
Overall Rank
The Sharpe Ratio Rank of FQCHX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of FQCHX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FQCHX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FQCHX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FQCHX is 8181
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 8888
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8585
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 8888
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FQCHX vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Templeton SMACS: Series CH (FQCHX) and S&P 500 Total Return (^SP500TR). 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 FQCHX, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.051.80
The chart of Sortino ratio for FQCHX, currently valued at 3.21, compared to the broader market0.002.004.006.008.0010.0012.003.212.42
The chart of Omega ratio for FQCHX, currently valued at 1.47, compared to the broader market1.002.003.004.001.471.33
The chart of Calmar ratio for FQCHX, currently valued at 0.82, compared to the broader market0.005.0010.0015.0020.000.822.73
The chart of Martin ratio for FQCHX, currently valued at 7.88, compared to the broader market0.0020.0040.0060.0080.007.8811.31
FQCHX
^SP500TR

The current FQCHX Sharpe Ratio is 2.05, which is comparable to the ^SP500TR Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FQCHX and ^SP500TR, 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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.05
1.80
FQCHX
^SP500TR

Drawdowns

FQCHX vs. ^SP500TR - Drawdown Comparison

The maximum FQCHX drawdown since its inception was -21.04%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FQCHX and ^SP500TR. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.71%
-0.77%
FQCHX
^SP500TR

Volatility

FQCHX vs. ^SP500TR - Volatility Comparison

The current volatility for Franklin Templeton SMACS: Series CH (FQCHX) is 0.86%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.49%. This indicates that FQCHX experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
0.86%
3.49%
FQCHX
^SP500TR
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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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