FRMOX vs. FGNSX
Compare and contrast key facts about Franklin Missouri Tax Free Income Fund (FRMOX) and Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX).
FRMOX is managed by Franklin Templeton. It was launched on Aug 31, 1987. FGNSX is managed by Fidelity. It was launched on Dec 27, 2017.
Performance
FRMOX vs. FGNSX - Performance Comparison
Loading graphics...
FRMOX vs. FGNSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRMOX Franklin Missouri Tax Free Income Fund | -0.19% | 4.59% | 3.23% | 5.63% | -11.35% | 1.76% | 4.63% | 7.04% | 1.47% | 0.33% |
FGNSX Strategic Advisers Tax-Sensitive Short Duration Fund | -0.10% | 3.08% | 3.47% | 3.56% | -0.36% | 0.14% | 1.04% | 2.11% | 1.47% | -0.10% |
Returns By Period
In the year-to-date period, FRMOX achieves a -0.19% return, which is significantly lower than FGNSX's -0.10% return.
FRMOX
- 1D
- 0.29%
- 1M
- -1.72%
- YTD
- -0.19%
- 6M
- 1.70%
- 1Y
- 3.72%
- 3Y*
- 3.56%
- 5Y*
- 0.57%
- 10Y*
- 1.74%
FGNSX
- 1D
- 0.00%
- 1M
- -0.40%
- YTD
- -0.10%
- 6M
- 0.34%
- 1Y
- 1.98%
- 3Y*
- 2.99%
- 5Y*
- 1.93%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FRMOX vs. FGNSX - Expense Ratio Comparison
FRMOX has a 0.67% expense ratio, which is higher than FGNSX's 0.07% expense ratio.
Return for Risk
FRMOX vs. FGNSX — Risk / Return Rank
FRMOX
FGNSX
FRMOX vs. FGNSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Missouri Tax Free Income Fund (FRMOX) and Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX). 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.
| FRMOX | FGNSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.64 | +0.07 |
Sortino ratioReturn per unit of downside risk | 0.98 | 0.92 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.41 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.07 | -0.23 |
Martin ratioReturn relative to average drawdown | 2.44 | 2.74 | -0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FRMOX | FGNSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.64 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.98 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 1.06 | +0.10 |
Correlation
The correlation between FRMOX and FGNSX is 0.45, 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
FRMOX vs. FGNSX - Dividend Comparison
FRMOX's dividend yield for the trailing twelve months is around 3.61%, more than FGNSX's 1.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRMOX Franklin Missouri Tax Free Income Fund | 3.61% | 4.69% | 4.05% | 3.00% | 3.04% | 2.50% | 2.56% | 3.41% | 3.11% | 3.06% | 3.64% | 3.62% |
FGNSX Strategic Advisers Tax-Sensitive Short Duration Fund | 1.86% | 2.63% | 3.31% | 2.57% | 0.84% | 0.34% | 0.83% | 1.79% | 1.36% | 0.00% | 0.00% | 0.00% |
Drawdowns
FRMOX vs. FGNSX - Drawdown Comparison
The maximum FRMOX drawdown since its inception was -16.36%, which is greater than FGNSX's maximum drawdown of -2.35%. Use the drawdown chart below to compare losses from any high point for FRMOX and FGNSX.
Loading graphics...
Drawdown Indicators
| FRMOX | FGNSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.36% | -2.35% | -14.01% |
Max Drawdown (1Y)Largest decline over 1 year | -5.96% | -2.35% | -3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -16.36% | -2.35% | -14.01% |
Max Drawdown (10Y)Largest decline over 10 years | -16.36% | — | — |
Current DrawdownCurrent decline from peak | -2.00% | -0.50% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -1.92% | -0.25% | -1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 0.92% | +1.13% |
Volatility
FRMOX vs. FGNSX - Volatility Comparison
Franklin Missouri Tax Free Income Fund (FRMOX) has a higher volatility of 1.26% compared to Strategic Advisers Tax-Sensitive Short Duration Fund (FGNSX) at 0.23%. This indicates that FRMOX's price experiences larger fluctuations and is considered to be riskier than FGNSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FRMOX | FGNSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 0.23% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 1.86% | 0.66% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.00% | 3.85% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.47% | 2.04% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.02% | 1.66% | +2.36% |