FRDPX vs. SVPFX
Compare and contrast key facts about Franklin Rising Dividends Fund (FRDPX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).
FRDPX is managed by Franklin Templeton. It was launched on Jan 14, 1987. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.
Performance
FRDPX vs. SVPFX - Performance Comparison
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FRDPX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FRDPX Franklin Rising Dividends Fund | -4.58% | 11.96% | 10.92% | 12.10% | -10.69% | 19.55% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 0.87% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Returns By Period
In the year-to-date period, FRDPX achieves a -4.58% return, which is significantly lower than SVPFX's 0.87% 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%
SVPFX
- 1D
- 0.36%
- 1M
- -0.45%
- YTD
- 0.87%
- 6M
- 2.58%
- 1Y
- 3.47%
- 3Y*
- 4.08%
- 5Y*
- —
- 10Y*
- —
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FRDPX vs. SVPFX - Expense Ratio Comparison
FRDPX has a 0.85% expense ratio, which is higher than SVPFX's 0.38% expense ratio.
Return for Risk
FRDPX vs. SVPFX — Risk / Return Rank
FRDPX
SVPFX
FRDPX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Rising Dividends Fund (FRDPX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.
| FRDPX | SVPFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.44 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.03 | 0.61 | +0.42 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.57 | +0.17 |
Martin ratioReturn relative to average drawdown | 3.45 | 3.10 | +0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRDPX | SVPFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.44 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.38 | +0.22 |
Correlation
The correlation between FRDPX and SVPFX is 0.11, 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.
Dividends
FRDPX vs. SVPFX - Dividend Comparison
FRDPX's dividend yield for the trailing twelve months is around 10.74%, more than SVPFX's 2.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.49% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FRDPX vs. SVPFX - Drawdown Comparison
The maximum FRDPX drawdown since its inception was -51.57%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for FRDPX and SVPFX.
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Drawdown Indicators
| FRDPX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.57% | -6.37% | -45.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.54% | -5.22% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.89% | — | — |
Current DrawdownCurrent decline from peak | -7.10% | -0.45% | -6.65% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -1.99% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 0.98% | +1.28% |
Volatility
FRDPX vs. SVPFX - Volatility Comparison
Franklin Rising Dividends Fund (FRDPX) has a higher volatility of 3.46% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.87%. This indicates that FRDPX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRDPX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 0.87% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.49% | 1.37% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 8.02% | +7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 5.60% | +9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 5.60% | +11.56% |