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FRNRX vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FRNRX and ^SP500TR is 0.60, 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.

FRNRX vs. ^SP500TR

Last updated May 31, 2025

Compare and contrast key facts about Franklin Natural Resources Fund (FRNRX) and S&P 500 Total Return (^SP500TR).

FRNRX is managed by Franklin Templeton Investments. It was launched on Jun 4, 1995.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRNRX or ^SP500TR.

Performance

FRNRX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Natural Resources Fund (FRNRX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FRNRX:

-0.21

^SP500TR:

0.74

Sortino Ratio

FRNRX:

-0.24

^SP500TR:

1.05

Omega Ratio

FRNRX:

0.97

^SP500TR:

1.15

Calmar Ratio

FRNRX:

-0.19

^SP500TR:

0.69

Martin Ratio

FRNRX:

-1.01

^SP500TR:

2.63

Ulcer Index

FRNRX:

6.14%

^SP500TR:

4.92%

Daily Std Dev

FRNRX:

21.77%

^SP500TR:

19.77%

Max Drawdown

FRNRX:

-79.93%

^SP500TR:

-55.25%

Current Drawdown

FRNRX:

-23.05%

^SP500TR:

-3.41%

Returns By Period

In the year-to-date period, FRNRX achieves a 2.04% return, which is significantly higher than ^SP500TR's 1.06% return. Over the past 10 years, FRNRX has underperformed ^SP500TR with an annualized return of 1.51%, while ^SP500TR has yielded a comparatively higher 12.85% annualized return.

FRNRX

YTD

2.04%

1M

3.23%

6M

-6.22%

1Y

-4.63%

3Y*

1.69%

5Y*

18.22%

10Y*

1.51%

^SP500TR

YTD

1.06%

1M

6.29%

6M

-1.35%

1Y

14.44%

3Y*

14.41%

5Y*

15.94%

10Y*

12.85%

*Annualized

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Franklin Natural Resources Fund

S&P 500 Total Return

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FRNRX vs. ^SP500TR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FRNRX
The Risk-Adjusted Performance Rank of FRNRX is 33
Overall Rank
The Sharpe Ratio Rank of FRNRX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FRNRX is 44
Sortino Ratio Rank
The Omega Ratio Rank of FRNRX is 44
Omega Ratio Rank
The Calmar Ratio Rank of FRNRX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FRNRX is 22
Martin Ratio Rank
^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7474
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 7575
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FRNRX vs. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Natural Resources Fund (FRNRX) and S&P 500 Total Return (^SP500TR). 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.

The current FRNRX Sharpe Ratio is -0.21, which is lower than the ^SP500TR Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FRNRX and ^SP500TR, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

FRNRX vs. ^SP500TR - Drawdown Comparison

The maximum FRNRX drawdown since its inception was -79.93%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FRNRX and ^SP500TR.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FRNRX vs. ^SP500TR - Volatility Comparison

The current volatility for Franklin Natural Resources Fund (FRNRX) is 3.53%, while S&P 500 Total Return (^SP500TR) has a volatility of 4.77%. This indicates that FRNRX experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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