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FRDPX vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRDPX vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Rising Dividends Fund (FRDPX) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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FRDPX vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Returns By Period

The year-to-date returns for both investments are quite close, with FRDPX having a -4.58% return and IVV slightly higher at -4.38%. Over the past 10 years, FRDPX has underperformed IVV with an annualized return of 10.53%, while IVV has yielded a comparatively higher 14.02% annualized return.


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%

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRDPX vs. IVV - Expense Ratio Comparison

FRDPX has a 0.85% expense ratio, which is higher than IVV's 0.03% expense ratio.


Return for Risk

FRDPX vs. IVV — Risk / Return Rank

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

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

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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.

FRDPX vs. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Rising Dividends Fund (FRDPX) and iShares Core S&P 500 ETF (IVV). 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.


FRDPXIVVDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.97

-0.34

Sortino ratio

Return per unit of downside risk

1.03

1.49

-0.46

Omega ratio

Gain probability vs. loss probability

1.14

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.74

1.53

-0.79

Martin ratio

Return relative to average drawdown

3.45

7.32

-3.88

FRDPX vs. IVV - Sharpe Ratio Comparison

The current FRDPX Sharpe Ratio is 0.63, which is lower than the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FRDPX and IVV, 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


FRDPXIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.97

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.70

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.78

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.42

+0.18

Correlation

The correlation between FRDPX and IVV is 0.91, 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

FRDPX vs. IVV - Dividend Comparison

FRDPX's dividend yield for the trailing twelve months is around 10.74%, more than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
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%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

FRDPX vs. IVV - Drawdown Comparison

The maximum FRDPX drawdown since its inception was -51.57%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FRDPX and IVV.


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Drawdown Indicators


FRDPXIVVDifference

Max Drawdown

Largest peak-to-trough decline

-51.57%

-55.25%

+3.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-12.06%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-24.53%

+3.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.89%

-33.90%

-0.99%

Current Drawdown

Current decline from peak

-7.10%

-6.26%

-0.84%

Average Drawdown

Average peak-to-trough decline

-5.84%

-10.85%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.53%

-0.27%

Volatility

FRDPX vs. IVV - Volatility Comparison

The current volatility for Franklin Rising Dividends Fund (FRDPX) is 3.46%, while iShares Core S&P 500 ETF (IVV) has a volatility of 5.30%. This indicates that FRDPX experiences smaller price fluctuations and is considered to be less risky than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRDPXIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

5.30%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.49%

9.45%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

18.31%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

16.89%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

18.04%

-0.88%