FRURX vs. DPG
FRURX (Franklin Utilities Fund Class R) and DPG (Duff & Phelps Utility and Infrastructure Fund Inc) are both Utilities Equities funds. Over the past 10 years, FRURX returned 9.28%/yr vs 7.93%/yr for DPG. A 0.52 correlation means they provide meaningful diversification when combined. FRURX charges 1.07%/yr vs 2.26%/yr for DPG.
Performance
FRURX vs. DPG - Performance Comparison
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Returns By Period
In the year-to-date period, FRURX achieves a 8.54% return, which is significantly lower than DPG's 16.91% return. Over the past 10 years, FRURX has outperformed DPG with an annualized return of 9.28%, while DPG has yielded a comparatively lower 7.93% annualized return.
FRURX
- 1D
- 0.78%
- 1M
- -0.66%
- YTD
- 8.54%
- 6M
- 8.26%
- 1Y
- 15.55%
- 3Y*
- 16.23%
- 5Y*
- 11.39%
- 10Y*
- 9.28%
DPG
- 1D
- 1.68%
- 1M
- -0.68%
- YTD
- 16.91%
- 6M
- 16.72%
- 1Y
- 25.14%
- 3Y*
- 23.13%
- 5Y*
- 9.16%
- 10Y*
- 7.93%
FRURX vs. DPG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRURX Franklin Utilities Fund Class R | 8.54% | 14.28% | 26.66% | -5.22% | 1.32% | 17.55% | -2.13% | 26.68% | 2.19% | 9.34% |
DPG Duff & Phelps Utility and Infrastructure Fund Inc | 16.91% | 16.33% | 38.22% | -25.07% | 3.15% | 30.37% | -8.91% | 40.68% | -15.84% | 9.12% |
Correlation
The correlation between FRURX and DPG is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2011 | 0.52 |
The correlation between FRURX and DPG shifts across timeframes, from 0.52 (all time) to 0.68 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FRURX vs. DPG — Risk / Return Rank
FRURX
DPG
FRURX vs. DPG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Utilities Fund Class R (FRURX) and Duff & Phelps Utility and Infrastructure Fund Inc (DPG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FRURX | DPG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.36 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 4.32 | -2.35 |
| Martin ratioReturn relative to average drawdown | 4.70 | 10.55 | -5.85 |
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Drawdowns
FRURX vs. DPG - Drawdown Comparison
The maximum FRURX drawdown since its inception was -43.83%, smaller than the maximum DPG drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for FRURX and DPG.
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Drawdown Indicators
| FRURX | DPG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -64.61% | +20.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -5.85% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.42% | -18.99% | +2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -22.83% | -41.11% | +18.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.56% | -64.61% | +28.05% |
Current DrawdownCurrent decline from peak | -4.00% | -2.93% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -7.55% | -13.35% | +5.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.39% | +1.02% |
Volatility
FRURX vs. DPG - Volatility Comparison
Franklin Utilities Fund Class R (FRURX) has a higher volatility of 5.02% compared to Duff & Phelps Utility and Infrastructure Fund Inc (DPG) at 3.41%. This indicates that FRURX's price experiences larger fluctuations and is considered to be riskier than DPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRURX | DPG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 3.41% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 9.76% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.09% | 12.37% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 20.98% | -4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 28.98% | -10.13% |
FRURX vs. DPG - Expense Ratio Comparison
FRURX has a 1.07% expense ratio, which is lower than DPG's 2.26% expense ratio.
Dividends
FRURX vs. DPG - Dividend Comparison
FRURX's dividend yield for the trailing twelve months is around 6.91%, more than DPG's 5.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPG Duff & Phelps Utility and Infrastructure Fund Inc | 5.79% | 6.61% | 7.19% | 12.21% | 10.36% | 9.70% | 11.48% | 9.21% | 11.81% | 9.02% | 9.03% | 9.50% |
FRURX Franklin Utilities Fund Class R | 6.91% | 7.48% | 8.37% | 6.12% | 3.39% | 4.66% | 9.54% | 3.90% | 5.49% | 3.30% | 2.43% | 5.78% |
Frequently Asked Questions
FRURX and DPG have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRURX has higher volatility (5.02%) compared to DPG (3.41%). In terms of maximum drawdown, FRURX dropped -43.83% vs DPG's -64.61%.
DPG currently has the higher Sharpe Ratio (2.06 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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