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FRHIX vs. FKTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRHIX vs. FKTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin High Yield Tax Free Income Fund (FRHIX) and Franklin Federal Tax Free Income Fund (FKTIX). The values are adjusted to include any dividend payments, if applicable.

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FRHIX vs. FKTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRHIX
Franklin High Yield Tax Free Income Fund
-0.52%5.33%7.28%6.01%-13.96%4.89%5.87%8.35%1.96%3.40%
FKTIX
Franklin Federal Tax Free Income Fund
-0.78%4.84%3.44%6.72%-11.67%2.51%5.64%7.41%0.61%3.61%

Returns By Period

In the year-to-date period, FRHIX achieves a -0.52% return, which is significantly higher than FKTIX's -0.78% return. Over the past 10 years, FRHIX has outperformed FKTIX with an annualized return of 2.57%, while FKTIX has yielded a comparatively lower 2.00% annualized return.


FRHIX

1D
0.23%
1M
-2.99%
YTD
-0.52%
6M
1.36%
1Y
4.02%
3Y*
5.24%
5Y*
1.34%
10Y*
2.57%

FKTIX

1D
0.19%
1M
-2.92%
YTD
-0.78%
6M
1.02%
1Y
3.81%
3Y*
3.70%
5Y*
0.86%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRHIX vs. FKTIX - Expense Ratio Comparison

FRHIX has a 0.65% expense ratio, which is higher than FKTIX's 0.64% expense ratio.


Return for Risk

FRHIX vs. FKTIX — Risk / Return Rank

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

FRHIX
FRHIX Risk / Return Rank: 3333
Overall Rank
FRHIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FRHIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FRHIX Omega Ratio Rank: 5151
Omega Ratio Rank
FRHIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FRHIX Martin Ratio Rank: 2424
Martin Ratio Rank

FKTIX
FKTIX Risk / Return Rank: 3737
Overall Rank
FKTIX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FKTIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FKTIX Omega Ratio Rank: 5757
Omega Ratio Rank
FKTIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
FKTIX Martin Ratio Rank: 2626
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.

FRHIX vs. FKTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin High Yield Tax Free Income Fund (FRHIX) and Franklin Federal Tax Free Income Fund (FKTIX). 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.


FRHIXFKTIXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.79

-0.02

Sortino ratio

Return per unit of downside risk

1.05

1.09

-0.05

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratio

Return relative to maximum drawdown

0.83

0.89

-0.06

Martin ratio

Return relative to average drawdown

2.64

2.79

-0.16

FRHIX vs. FKTIX - Sharpe Ratio Comparison

The current FRHIX Sharpe Ratio is 0.77, which is comparable to the FKTIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FRHIX and FKTIX, 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


FRHIXFKTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.79

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.19

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.47

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.26

1.12

+0.14

Correlation

The correlation between FRHIX and FKTIX is 0.76, 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

FRHIX vs. FKTIX - Dividend Comparison

FRHIX's dividend yield for the trailing twelve months is around 4.71%, more than FKTIX's 3.81% yield.


TTM20252024202320222021202020192018201720162015
FRHIX
Franklin High Yield Tax Free Income Fund
4.71%5.79%5.32%4.16%4.27%3.61%3.83%4.99%4.46%4.06%4.42%4.27%
FKTIX
Franklin Federal Tax Free Income Fund
3.81%4.92%3.94%3.15%3.23%2.64%2.88%3.81%3.77%3.80%3.86%3.78%

Drawdowns

FRHIX vs. FKTIX - Drawdown Comparison

The maximum FRHIX drawdown since its inception was -21.54%, which is greater than FKTIX's maximum drawdown of -18.53%. Use the drawdown chart below to compare losses from any high point for FRHIX and FKTIX.


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Drawdown Indicators


FRHIXFKTIXDifference

Max Drawdown

Largest peak-to-trough decline

-21.54%

-18.53%

-3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-6.03%

-5.65%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-19.01%

-17.09%

-1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-19.01%

-17.09%

-1.92%

Current Drawdown

Current decline from peak

-2.99%

-2.92%

-0.07%

Average Drawdown

Average peak-to-trough decline

-2.27%

-2.35%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.80%

+0.10%

Volatility

FRHIX vs. FKTIX - Volatility Comparison

Franklin High Yield Tax Free Income Fund (FRHIX) and Franklin Federal Tax Free Income Fund (FKTIX) have volatilities of 1.25% and 1.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRHIXFKTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.22%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

1.90%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

6.09%

5.92%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.10%

4.63%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

4.25%

+0.39%