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FRNRX vs. VGELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRNRX vs. VGELX - Performance Comparison

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

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FRNRX vs. VGELX - 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%
VGELX
Vanguard Energy Fund Admiral Shares
24.12%20.76%30.46%8.87%23.70%27.80%-30.80%13.32%-17.12%3.31%

Returns By Period

In the year-to-date period, FRNRX achieves a 22.80% return, which is significantly lower than VGELX's 24.12% return. Over the past 10 years, FRNRX has outperformed VGELX with an annualized return of 12.31%, while VGELX has yielded a comparatively lower 10.96% 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%

VGELX

1D
0.04%
1M
3.96%
YTD
24.12%
6M
28.52%
1Y
35.55%
3Y*
29.14%
5Y*
24.56%
10Y*
10.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRNRX vs. VGELX - Expense Ratio Comparison

FRNRX has a 0.96% expense ratio, which is higher than VGELX's 0.33% expense ratio.


Return for Risk

FRNRX vs. VGELX — 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

VGELX
VGELX Risk / Return Rank: 9595
Overall Rank
VGELX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VGELX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGELX Omega Ratio Rank: 9494
Omega Ratio Rank
VGELX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VGELX Martin Ratio Rank: 9696
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. VGELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Natural Resources Fund (FRNRX) and Vanguard Energy Fund Admiral Shares (VGELX). 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.


FRNRXVGELXDifference

Sharpe ratio

Return per unit of total volatility

2.45

2.45

0.00

Sortino ratio

Return per unit of downside risk

3.02

3.05

-0.02

Omega ratio

Gain probability vs. loss probability

1.46

1.48

-0.03

Calmar ratio

Return relative to maximum drawdown

3.12

3.02

+0.10

Martin ratio

Return relative to average drawdown

14.67

14.72

-0.05

FRNRX vs. VGELX - Sharpe Ratio Comparison

The current FRNRX Sharpe Ratio is 2.45, which is comparable to the VGELX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of FRNRX and VGELX, 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


FRNRXVGELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

2.45

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

1.32

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.47

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.36

-0.07

Correlation

The correlation between FRNRX and VGELX is 0.94, 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

FRNRX vs. VGELX - Dividend Comparison

FRNRX's dividend yield for the trailing twelve months is around 1.38%, less than VGELX's 6.96% 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%
VGELX
Vanguard Energy Fund Admiral Shares
6.96%4.79%34.15%6.91%4.71%3.70%4.54%3.38%3.07%3.05%1.91%2.70%

Drawdowns

FRNRX vs. VGELX - Drawdown Comparison

The maximum FRNRX drawdown since its inception was -80.54%, which is greater than VGELX's maximum drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for FRNRX and VGELX.


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Drawdown Indicators


FRNRXVGELXDifference

Max Drawdown

Largest peak-to-trough decline

-80.54%

-65.22%

-15.32%

Max Drawdown (1Y)

Largest decline over 1 year

-16.68%

-12.30%

-4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

-19.72%

-6.57%

Max Drawdown (10Y)

Largest decline over 10 years

-70.71%

-61.13%

-9.58%

Current Drawdown

Current decline from peak

-1.75%

0.00%

-1.75%

Average Drawdown

Average peak-to-trough decline

-23.95%

-19.26%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.52%

+1.03%

Volatility

FRNRX vs. VGELX - Volatility Comparison

Franklin Natural Resources Fund (FRNRX) has a higher volatility of 5.41% compared to Vanguard Energy Fund Admiral Shares (VGELX) at 3.79%. This indicates that FRNRX's price experiences larger fluctuations and is considered to be riskier than VGELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRNRXVGELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

3.79%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

8.54%

+5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

14.77%

+6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

18.65%

+7.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.70%

23.27%

+5.43%