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FRDTX vs. FLCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRDTX vs. FLCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Rising Dividends Fund Class C (FRDTX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). The values are adjusted to include any dividend payments, if applicable.

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FRDTX vs. FLCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRDTX
Franklin Rising Dividends Fund Class C
-2.75%11.13%21.73%11.27%-11.36%25.67%15.42%28.87%-5.99%19.19%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
-4.33%17.84%25.08%26.25%-18.06%28.61%18.24%31.59%-4.38%21.74%

Returns By Period

In the year-to-date period, FRDTX achieves a -2.75% return, which is significantly higher than FLCPX's -4.33% return. Over the past 10 years, FRDTX has underperformed FLCPX with an annualized return of 11.32%, while FLCPX has yielded a comparatively higher 14.08% annualized return.


FRDTX

1D
2.10%
1M
-5.16%
YTD
-2.75%
6M
-2.36%
1Y
9.79%
3Y*
12.27%
5Y*
9.24%
10Y*
11.32%

FLCPX

1D
2.92%
1M
-5.03%
YTD
-4.33%
6M
-2.15%
1Y
17.32%
3Y*
18.33%
5Y*
11.79%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRDTX vs. FLCPX - Expense Ratio Comparison

FRDTX has a 1.59% expense ratio, which is higher than FLCPX's 0.02% expense ratio.


Return for Risk

FRDTX vs. FLCPX — Risk / Return Rank

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

FRDTX
FRDTX Risk / Return Rank: 2626
Overall Rank
FRDTX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FRDTX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FRDTX Omega Ratio Rank: 2121
Omega Ratio Rank
FRDTX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FRDTX Martin Ratio Rank: 3838
Martin Ratio Rank

FLCPX
FLCPX Risk / Return Rank: 5454
Overall Rank
FLCPX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FLCPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FLCPX Omega Ratio Rank: 5555
Omega Ratio Rank
FLCPX Calmar Ratio Rank: 5252
Calmar Ratio Rank
FLCPX Martin Ratio Rank: 6565
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.

FRDTX vs. FLCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Rising Dividends Fund Class C (FRDTX) and Fidelity SAI U.S. Large Cap Index Fund (FLCPX). 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.


FRDTXFLCPXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.98

-0.33

Sortino ratio

Return per unit of downside risk

1.06

1.50

-0.44

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

1.04

1.33

-0.29

Martin ratio

Return relative to average drawdown

4.73

6.39

-1.65

FRDTX vs. FLCPX - Sharpe Ratio Comparison

The current FRDTX Sharpe Ratio is 0.65, which is lower than the FLCPX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FRDTX and FLCPX, 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


FRDTXFLCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.98

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.70

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.78

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.84

-0.28

Correlation

The correlation between FRDTX and FLCPX 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

FRDTX vs. FLCPX - Dividend Comparison

FRDTX's dividend yield for the trailing twelve months is around 10.01%, more than FLCPX's 0.59% yield.


TTM20252024202320222021202020192018201720162015
FRDTX
Franklin Rising Dividends Fund Class C
10.01%9.73%19.21%3.91%4.27%3.95%0.17%2.35%4.44%2.59%2.61%4.58%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
0.59%0.56%6.11%7.05%11.23%10.38%3.93%1.74%2.18%1.57%0.76%0.00%

Drawdowns

FRDTX vs. FLCPX - Drawdown Comparison

The maximum FRDTX drawdown since its inception was -52.13%, which is greater than FLCPX's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for FRDTX and FLCPX.


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Drawdown Indicators


FRDTXFLCPXDifference

Max Drawdown

Largest peak-to-trough decline

-52.13%

-33.87%

-18.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-12.14%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

-24.40%

+2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-34.93%

-33.87%

-1.06%

Current Drawdown

Current decline from peak

-5.25%

-6.23%

+0.98%

Average Drawdown

Average peak-to-trough decline

-6.58%

-4.24%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.53%

-0.22%

Volatility

FRDTX vs. FLCPX - Volatility Comparison

The current volatility for Franklin Rising Dividends Fund Class C (FRDTX) is 4.23%, while Fidelity SAI U.S. Large Cap Index Fund (FLCPX) has a volatility of 5.34%. This indicates that FRDTX experiences smaller price fluctuations and is considered to be less risky than FLCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRDTXFLCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

5.34%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

9.53%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

18.33%

-3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.49%

17.08%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

18.15%

-0.03%