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FRIAX vs. BNUEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRIAX vs. BNUEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Income Fund Advisor Class (FRIAX) and UBS International Sustainable Equity Fund (BNUEX). The values are adjusted to include any dividend payments, if applicable.

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FRIAX vs. BNUEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRIAX
Franklin Income Fund Advisor Class
3.03%12.02%7.29%8.84%-5.36%17.51%3.72%16.02%-5.23%8.63%
BNUEX
UBS International Sustainable Equity Fund
-1.50%29.10%6.62%15.40%-14.08%3.24%12.95%22.61%-16.73%31.21%

Returns By Period

In the year-to-date period, FRIAX achieves a 3.03% return, which is significantly higher than BNUEX's -1.50% return. Over the past 10 years, FRIAX has underperformed BNUEX with an annualized return of 7.81%, while BNUEX has yielded a comparatively higher 8.36% annualized return.


FRIAX

1D
0.80%
1M
-1.57%
YTD
3.03%
6M
5.15%
1Y
12.76%
3Y*
9.45%
5Y*
6.79%
10Y*
7.81%

BNUEX

1D
2.89%
1M
-5.32%
YTD
-1.50%
6M
3.89%
1Y
20.99%
3Y*
13.47%
5Y*
6.10%
10Y*
8.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRIAX vs. BNUEX - Expense Ratio Comparison

FRIAX has a 0.46% expense ratio, which is lower than BNUEX's 1.00% expense ratio.


Return for Risk

FRIAX vs. BNUEX — Risk / Return Rank

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

FRIAX
FRIAX Risk / Return Rank: 8787
Overall Rank
FRIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FRIAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FRIAX Omega Ratio Rank: 9090
Omega Ratio Rank
FRIAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FRIAX Martin Ratio Rank: 9090
Martin Ratio Rank

BNUEX
BNUEX Risk / Return Rank: 5757
Overall Rank
BNUEX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BNUEX Sortino Ratio Rank: 7171
Sortino Ratio Rank
BNUEX Omega Ratio Rank: 6969
Omega Ratio Rank
BNUEX Calmar Ratio Rank: 3232
Calmar Ratio Rank
BNUEX Martin Ratio Rank: 4242
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.

FRIAX vs. BNUEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Income Fund Advisor Class (FRIAX) and UBS International Sustainable Equity Fund (BNUEX). 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.


FRIAXBNUEXDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.36

+0.34

Sortino ratio

Return per unit of downside risk

2.46

1.89

+0.58

Omega ratio

Gain probability vs. loss probability

1.41

1.28

+0.13

Calmar ratio

Return relative to maximum drawdown

2.08

1.02

+1.06

Martin ratio

Return relative to average drawdown

10.22

4.81

+5.40

FRIAX vs. BNUEX - Sharpe Ratio Comparison

The current FRIAX Sharpe Ratio is 1.70, which is comparable to the BNUEX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FRIAX and BNUEX, 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


FRIAXBNUEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.36

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.41

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.53

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.31

+0.48

Correlation

The correlation between FRIAX and BNUEX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FRIAX vs. BNUEX - Dividend Comparison

FRIAX's dividend yield for the trailing twelve months is around 5.26%, more than BNUEX's 1.97% yield.


TTM20252024202320222021202020192018201720162015
FRIAX
Franklin Income Fund Advisor Class
5.26%5.75%5.74%5.67%5.24%6.70%5.37%5.25%5.80%5.20%4.92%5.93%
BNUEX
UBS International Sustainable Equity Fund
1.97%1.94%1.64%0.85%14.17%9.87%1.30%1.43%1.99%1.38%2.37%1.31%

Drawdowns

FRIAX vs. BNUEX - Drawdown Comparison

The maximum FRIAX drawdown since its inception was -43.23%, smaller than the maximum BNUEX drawdown of -61.03%. Use the drawdown chart below to compare losses from any high point for FRIAX and BNUEX.


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Drawdown Indicators


FRIAXBNUEXDifference

Max Drawdown

Largest peak-to-trough decline

-43.23%

-61.03%

+17.80%

Max Drawdown (1Y)

Largest decline over 1 year

-6.38%

-11.70%

+5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-13.63%

-30.49%

+16.86%

Max Drawdown (10Y)

Largest decline over 10 years

-24.10%

-36.07%

+11.97%

Current Drawdown

Current decline from peak

-1.89%

-6.52%

+4.63%

Average Drawdown

Average peak-to-trough decline

-3.94%

-12.10%

+8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

3.26%

-1.96%

Volatility

FRIAX vs. BNUEX - Volatility Comparison

The current volatility for Franklin Income Fund Advisor Class (FRIAX) is 2.29%, while UBS International Sustainable Equity Fund (BNUEX) has a volatility of 6.28%. This indicates that FRIAX experiences smaller price fluctuations and is considered to be less risky than BNUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRIAXBNUEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

6.28%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

3.90%

10.08%

-6.18%

Volatility (1Y)

Calculated over the trailing 1-year period

7.57%

17.00%

-9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.04%

15.37%

-7.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.34%

16.06%

-6.72%