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FRIAX vs. FSIDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRIAX vs. FSIDX - Performance Comparison

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

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FRIAX vs. FSIDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRIAX
Franklin Income Fund Advisor Class
2.21%12.02%7.29%8.84%-5.36%17.51%3.72%16.02%-5.23%8.63%
FSIDX
Fidelity Advisor Strategic Dividend & Income Fund Class I
3.31%12.99%11.46%9.45%-9.90%18.98%11.25%22.47%-4.43%11.26%

Returns By Period

In the year-to-date period, FRIAX achieves a 2.21% return, which is significantly lower than FSIDX's 3.31% return. Over the past 10 years, FRIAX has underperformed FSIDX with an annualized return of 7.73%, while FSIDX has yielded a comparatively higher 9.19% annualized return.


FRIAX

1D
0.40%
1M
-2.67%
YTD
2.21%
6M
4.79%
1Y
11.92%
3Y*
9.16%
5Y*
6.70%
10Y*
7.73%

FSIDX

1D
-0.33%
1M
-5.68%
YTD
3.31%
6M
5.65%
1Y
15.08%
3Y*
11.68%
5Y*
7.71%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRIAX vs. FSIDX - Expense Ratio Comparison

FRIAX has a 0.46% expense ratio, which is lower than FSIDX's 0.72% expense ratio.


Return for Risk

FRIAX vs. FSIDX — Risk / Return Rank

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

FRIAX
FRIAX Risk / Return Rank: 8686
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: 7979
Calmar Ratio Rank
FRIAX Martin Ratio Rank: 8787
Martin Ratio Rank

FSIDX
FSIDX Risk / Return Rank: 7575
Overall Rank
FSIDX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSIDX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FSIDX Omega Ratio Rank: 7777
Omega Ratio Rank
FSIDX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FSIDX Martin Ratio Rank: 7878
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. FSIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Income Fund Advisor Class (FRIAX) and Fidelity Advisor Strategic Dividend & Income Fund Class I (FSIDX). 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.


FRIAXFSIDXDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.34

+0.31

Sortino ratio

Return per unit of downside risk

2.39

1.87

+0.52

Omega ratio

Gain probability vs. loss probability

1.40

1.29

+0.11

Calmar ratio

Return relative to maximum drawdown

1.87

1.54

+0.32

Martin ratio

Return relative to average drawdown

9.19

7.63

+1.56

FRIAX vs. FSIDX - Sharpe Ratio Comparison

The current FRIAX Sharpe Ratio is 1.65, which is comparable to the FSIDX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FRIAX and FSIDX, 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


FRIAXFSIDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.34

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.71

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.74

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.53

+0.27

Correlation

The correlation between FRIAX and FSIDX 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

FRIAX vs. FSIDX - Dividend Comparison

FRIAX's dividend yield for the trailing twelve months is around 5.75%, less than FSIDX's 7.70% yield.


TTM20252024202320222021202020192018201720162015
FRIAX
Franklin Income Fund Advisor Class
5.75%5.75%5.74%5.67%5.24%6.70%5.37%5.25%5.80%5.20%4.92%5.93%
FSIDX
Fidelity Advisor Strategic Dividend & Income Fund Class I
7.70%7.95%5.25%5.70%4.22%8.42%5.67%6.69%8.18%6.59%4.92%6.37%

Drawdowns

FRIAX vs. FSIDX - Drawdown Comparison

The maximum FRIAX drawdown since its inception was -43.23%, smaller than the maximum FSIDX drawdown of -58.94%. Use the drawdown chart below to compare losses from any high point for FRIAX and FSIDX.


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Drawdown Indicators


FRIAXFSIDXDifference

Max Drawdown

Largest peak-to-trough decline

-43.23%

-58.94%

+15.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.38%

-9.55%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-13.63%

-17.10%

+3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-24.10%

-30.01%

+5.91%

Current Drawdown

Current decline from peak

-2.67%

-5.78%

+3.11%

Average Drawdown

Average peak-to-trough decline

-3.94%

-6.38%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

1.93%

-0.63%

Volatility

FRIAX vs. FSIDX - Volatility Comparison

The current volatility for Franklin Income Fund Advisor Class (FRIAX) is 2.10%, while Fidelity Advisor Strategic Dividend & Income Fund Class I (FSIDX) has a volatility of 3.38%. This indicates that FRIAX experiences smaller price fluctuations and is considered to be less risky than FSIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRIAXFSIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

3.38%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

6.30%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

7.55%

11.75%

-4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.03%

10.94%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.34%

12.39%

-3.05%