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FRDPX vs. SSSYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRDPX vs. SSSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Rising Dividends Fund (FRDPX) and State Street Equity 500 Index Fund Class K (SSSYX). The values are adjusted to include any dividend payments, if applicable.

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FRDPX vs. SSSYX - 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%
SSSYX
State Street Equity 500 Index Fund Class K
-7.05%17.81%24.99%26.27%-18.16%28.51%18.31%31.38%-4.38%21.61%

Returns By Period

In the year-to-date period, FRDPX achieves a -4.58% return, which is significantly higher than SSSYX's -7.05% return. Over the past 10 years, FRDPX has underperformed SSSYX with an annualized return of 10.53%, while SSSYX has yielded a comparatively higher 13.69% 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%

SSSYX

1D
-0.39%
1M
-7.67%
YTD
-7.05%
6M
-4.60%
1Y
14.40%
3Y*
17.15%
5Y*
11.37%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRDPX vs. SSSYX - Expense Ratio Comparison

FRDPX has a 0.85% expense ratio, which is higher than SSSYX's 0.02% expense ratio.


Return for Risk

FRDPX vs. SSSYX — 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

SSSYX
SSSYX Risk / Return Rank: 4646
Overall Rank
SSSYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SSSYX Sortino Ratio Rank: 4545
Sortino Ratio Rank
SSSYX Omega Ratio Rank: 5050
Omega Ratio Rank
SSSYX Calmar Ratio Rank: 4242
Calmar Ratio Rank
SSSYX Martin Ratio Rank: 5353
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. SSSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Rising Dividends Fund (FRDPX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.


FRDPXSSSYXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.84

-0.21

Sortino ratio

Return per unit of downside risk

1.03

1.30

-0.27

Omega ratio

Gain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratio

Return relative to maximum drawdown

0.74

1.06

-0.32

Martin ratio

Return relative to average drawdown

3.45

5.13

-1.69

FRDPX vs. SSSYX - Sharpe Ratio Comparison

The current FRDPX Sharpe Ratio is 0.63, which is comparable to the SSSYX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FRDPX and SSSYX, 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


FRDPXSSSYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.84

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.68

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.11

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.11

+0.49

Correlation

The correlation between FRDPX and SSSYX is 0.92, 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. SSSYX - Dividend Comparison

FRDPX's dividend yield for the trailing twelve months is around 10.74%, more than SSSYX's 1.55% 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%
SSSYX
State Street Equity 500 Index Fund Class K
1.55%1.44%1.63%1.78%2.16%2.76%1.86%4.44%5.18%5.94%2.07%1.84%

Drawdowns

FRDPX vs. SSSYX - Drawdown Comparison

The maximum FRDPX drawdown since its inception was -51.57%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for FRDPX and SSSYX.


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Drawdown Indicators


FRDPXSSSYXDifference

Max Drawdown

Largest peak-to-trough decline

-51.57%

-91.48%

+39.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-12.10%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-24.49%

+3.42%

Max Drawdown (10Y)

Largest decline over 10 years

-34.89%

-91.48%

+56.59%

Current Drawdown

Current decline from peak

-7.10%

-8.88%

+1.78%

Average Drawdown

Average peak-to-trough decline

-5.84%

-4.20%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.49%

-0.23%

Volatility

FRDPX vs. SSSYX - Volatility Comparison

The current volatility for Franklin Rising Dividends Fund (FRDPX) is 3.46%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 4.24%. This indicates that FRDPX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRDPXSSSYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

4.24%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

7.49%

9.08%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.22%

18.10%

-2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.36%

16.85%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

124.43%

-107.27%