FQCHX vs. ^SP500TR
Compare and contrast key facts about Franklin Templeton SMACS: Series CH (FQCHX) and S&P 500 Total Return (^SP500TR).
FQCHX is managed by Franklin Templeton. It was launched on Jun 2, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FQCHX or ^SP500TR.
Key characteristics
| FQCHX | ^SP500TR | |
|---|---|---|
| YTD Return | 0.60% | 10.56% |
| 1Y Return | 3.14% | 28.80% |
| 3Y Return (Ann) | -2.19% | 9.64% |
| Sharpe Ratio | 0.59 | 2.52 |
| Daily Std Dev | 5.56% | 11.57% |
| Max Drawdown | -21.25% | -55.25% |
| Current Drawdown | -8.91% | 0.00% |
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.
Performance
FQCHX vs. ^SP500TR - Performance Comparison
In the year-to-date period, FQCHX achieves a 0.60% return, which is significantly lower than ^SP500TR's 10.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Drawdowns
FQCHX vs. ^SP500TR - Drawdown Comparison
The maximum FQCHX drawdown since its inception was -21.25%, 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.
Volatility
FQCHX vs. ^SP500TR - Volatility Comparison
The current volatility for Franklin Templeton SMACS: Series CH (FQCHX) is 1.22%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.36%. 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.