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FRNRX vs. FRDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRNRX vs. FRDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Natural Resources Fund (FRNRX) and Franklin Rising Dividends Fund (FRDPX). The values are adjusted to include any dividend payments, if applicable.

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FRNRX vs. FRDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRNRX
Franklin Natural Resources Fund
22.80%30.43%1.28%3.25%30.52%74.38%-21.58%10.03%-23.78%0.32%
FRDPX
Franklin Rising Dividends Fund
-2.58%11.96%10.92%12.10%-10.69%26.62%16.29%29.83%-5.27%17.33%

Returns By Period

In the year-to-date period, FRNRX achieves a 22.80% return, which is significantly higher than FRDPX's -2.58% return. Over the past 10 years, FRNRX has outperformed FRDPX with an annualized return of 12.31%, while FRDPX has yielded a comparatively lower 10.76% annualized return.


FRNRX

1D
1.24%
1M
-1.75%
YTD
22.80%
6M
31.62%
1Y
50.36%
3Y*
19.66%
5Y*
25.93%
10Y*
12.31%

FRDPX

1D
2.10%
1M
-5.11%
YTD
-2.58%
6M
-1.99%
1Y
10.60%
3Y*
9.38%
5Y*
7.87%
10Y*
10.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRNRX vs. FRDPX - Expense Ratio Comparison

FRNRX has a 0.96% expense ratio, which is higher than FRDPX's 0.85% expense ratio.


Return for Risk

FRNRX vs. FRDPX — Risk / Return Rank

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

FRNRX
FRNRX Risk / Return Rank: 9494
Overall Rank
FRNRX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FRNRX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FRNRX Omega Ratio Rank: 9393
Omega Ratio Rank
FRNRX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FRNRX Martin Ratio Rank: 9696
Martin Ratio Rank

FRDPX
FRDPX Risk / Return Rank: 3636
Overall Rank
FRDPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FRDPX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FRDPX Omega Ratio Rank: 2828
Omega Ratio Rank
FRDPX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FRDPX Martin Ratio Rank: 5151
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.

FRNRX vs. FRDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Natural Resources Fund (FRNRX) and Franklin Rising Dividends Fund (FRDPX). 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.


FRNRXFRDPXDifference

Sharpe ratio

Return per unit of total volatility

2.45

0.70

+1.75

Sortino ratio

Return per unit of downside risk

3.02

1.14

+1.88

Omega ratio

Gain probability vs. loss probability

1.46

1.16

+0.30

Calmar ratio

Return relative to maximum drawdown

3.12

1.12

+2.00

Martin ratio

Return relative to average drawdown

14.67

5.15

+9.51

FRNRX vs. FRDPX - Sharpe Ratio Comparison

The current FRNRX Sharpe Ratio is 2.45, which is higher than the FRDPX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FRNRX and FRDPX, 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


FRNRXFRDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

0.70

+1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.51

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.63

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.60

-0.31

Correlation

The correlation between FRNRX and FRDPX 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.


Dividends

FRNRX vs. FRDPX - Dividend Comparison

FRNRX's dividend yield for the trailing twelve months is around 1.38%, less than FRDPX's 10.52% yield.


TTM20252024202320222021202020192018201720162015
FRNRX
Franklin Natural Resources Fund
1.38%1.70%2.40%1.98%2.38%22.66%2.39%1.64%2.43%1.16%1.02%0.86%
FRDPX
Franklin Rising Dividends Fund
10.52%10.25%10.15%4.60%4.96%4.42%0.82%3.01%5.20%0.90%3.09%5.30%

Drawdowns

FRNRX vs. FRDPX - Drawdown Comparison

The maximum FRNRX drawdown since its inception was -80.54%, which is greater than FRDPX's maximum drawdown of -51.57%. Use the drawdown chart below to compare losses from any high point for FRNRX and FRDPX.


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Drawdown Indicators


FRNRXFRDPXDifference

Max Drawdown

Largest peak-to-trough decline

-80.54%

-51.57%

-28.97%

Max Drawdown (1Y)

Largest decline over 1 year

-16.68%

-10.54%

-6.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

-21.07%

-5.22%

Max Drawdown (10Y)

Largest decline over 10 years

-70.71%

-34.89%

-35.82%

Current Drawdown

Current decline from peak

-1.75%

-5.15%

+3.40%

Average Drawdown

Average peak-to-trough decline

-23.95%

-5.84%

-18.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.29%

+1.26%

Volatility

FRNRX vs. FRDPX - Volatility Comparison

Franklin Natural Resources Fund (FRNRX) has a higher volatility of 5.41% compared to Franklin Rising Dividends Fund (FRDPX) at 4.22%. This indicates that FRNRX's price experiences larger fluctuations and is considered to be riskier than FRDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRNRXFRDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

4.22%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

7.78%

+6.05%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

15.33%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

15.39%

+10.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.70%

17.17%

+11.53%