PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FRIAX vs. FLCNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FRIAX and FLCNX is 0.57, 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.


-0.50.00.51.00.6

Performance

FRIAX vs. FLCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Income Fund Advisor Class (FRIAX) and Fidelity Contrafund K6 (FLCNX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
53.49%
221.23%
FRIAX
FLCNX

Key characteristics

Sharpe Ratio

FRIAX:

1.43

FLCNX:

2.42

Sortino Ratio

FRIAX:

2.04

FLCNX:

3.20

Omega Ratio

FRIAX:

1.30

FLCNX:

1.45

Calmar Ratio

FRIAX:

2.18

FLCNX:

3.46

Martin Ratio

FRIAX:

9.16

FLCNX:

14.90

Ulcer Index

FRIAX:

0.88%

FLCNX:

2.54%

Daily Std Dev

FRIAX:

5.65%

FLCNX:

15.68%

Max Drawdown

FRIAX:

-44.47%

FLCNX:

-32.07%

Current Drawdown

FRIAX:

-3.27%

FLCNX:

-3.36%

Returns By Period

In the year-to-date period, FRIAX achieves a 7.11% return, which is significantly lower than FLCNX's 36.15% return.


FRIAX

YTD

7.11%

1M

-1.65%

6M

3.30%

1Y

8.05%

5Y*

6.20%

10Y*

5.54%

FLCNX

YTD

36.15%

1M

0.67%

6M

8.63%

1Y

36.62%

5Y*

17.38%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FRIAX vs. FLCNX - Expense Ratio Comparison

FRIAX has a 0.46% expense ratio, which is higher than FLCNX's 0.45% expense ratio.


FRIAX
Franklin Income Fund Advisor Class
Expense ratio chart for FRIAX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for FLCNX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FRIAX vs. FLCNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Income Fund Advisor Class (FRIAX) and Fidelity Contrafund K6 (FLCNX). 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.


Sharpe ratio
The chart of Sharpe ratio for FRIAX, currently valued at 1.43, compared to the broader market-1.000.001.002.003.004.001.432.42
The chart of Sortino ratio for FRIAX, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.002.043.20
The chart of Omega ratio for FRIAX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.45
The chart of Calmar ratio for FRIAX, currently valued at 2.18, compared to the broader market0.002.004.006.008.0010.0012.0014.002.183.46
The chart of Martin ratio for FRIAX, currently valued at 9.16, compared to the broader market0.0020.0040.0060.009.1614.90
FRIAX
FLCNX

The current FRIAX Sharpe Ratio is 1.43, which is lower than the FLCNX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of FRIAX and FLCNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.43
2.42
FRIAX
FLCNX

Dividends

FRIAX vs. FLCNX - Dividend Comparison

FRIAX's dividend yield for the trailing twelve months is around 5.67%, more than FLCNX's 0.08% yield.


TTM20232022202120202019201820172016201520142013
FRIAX
Franklin Income Fund Advisor Class
5.67%5.71%5.60%4.80%5.26%5.15%5.67%5.08%5.25%5.77%5.08%5.52%
FLCNX
Fidelity Contrafund K6
0.08%0.49%0.62%0.20%0.21%0.30%0.33%0.15%0.00%0.00%0.00%0.00%

Drawdowns

FRIAX vs. FLCNX - Drawdown Comparison

The maximum FRIAX drawdown since its inception was -44.47%, which is greater than FLCNX's maximum drawdown of -32.07%. Use the drawdown chart below to compare losses from any high point for FRIAX and FLCNX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.27%
-3.36%
FRIAX
FLCNX

Volatility

FRIAX vs. FLCNX - Volatility Comparison

The current volatility for Franklin Income Fund Advisor Class (FRIAX) is 1.68%, while Fidelity Contrafund K6 (FLCNX) has a volatility of 4.30%. This indicates that FRIAX experiences smaller price fluctuations and is considered to be less risky than FLCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.68%
4.30%
FRIAX
FLCNX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab