FRURX vs. FIUIX
FRURX (Franklin Utilities Fund Class R) and FIUIX (Fidelity Telecom and Utilities Fund) are both Utilities Equities funds. Over the past 10 years, FRURX returned 8.84%/yr vs 8.52%/yr for FIUIX. Their correlation of 0.87 means they have usually moved in the same direction. FRURX charges 1.07%/yr vs 0.68%/yr for FIUIX.
Performance
FRURX vs. FIUIX - Performance Comparison
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Returns By Period
In the year-to-date period, FRURX achieves a 7.34% return, which is significantly higher than FIUIX's 2.07% return. Both investments have delivered pretty close results over the past 10 years, with FRURX having a 8.84% annualized return and FIUIX not far behind at 8.52%.
FRURX
- 1D
- -0.28%
- 1M
- -2.84%
- 6M
- 4.56%
- YTD
- 7.34%
- 1Y
- 9.29%
- 3Y*
- 14.37%
- 5Y*
- 10.41%
- 10Y*
- 8.84%
- ALL TIME*
- 8.81%
FIUIX
- 1D
- 0.06%
- 1M
- -2.57%
- 6M
- 0.23%
- YTD
- 2.07%
- 1Y
- -4.20%
- 3Y*
- 13.56%
- 5Y*
- 9.54%
- 10Y*
- 8.52%
- ALL TIME*
- 9.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FRURX vs. FIUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRURX Franklin Utilities Fund Class R | 7.34% | 14.28% | 26.66% | -5.22% | 1.32% | 17.55% | -2.13% | 26.68% | 2.19% | 9.34% |
FIUIX Fidelity Telecom and Utilities Fund | 2.07% | 4.91% | 30.29% | 3.37% | 5.00% | 7.18% | 2.08% | 22.09% | 3.33% | 11.98% |
Correlation
The correlation between FRURX and FIUIX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2001 | 0.87 |
The correlation between FRURX and FIUIX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
FRURX vs. FIUIX — Risk / Return Rank
FRURX
FIUIX
FRURX vs. FIUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Utilities Fund Class R (FRURX) and Fidelity Telecom and Utilities Fund (FIUIX). 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 | FIUIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.97 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | -0.31 | +1.57 |
| Martin ratioReturn relative to average drawdown | 2.90 | -0.69 | +3.59 |
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Drawdowns
FRURX vs. FIUIX - Drawdown Comparison
The maximum FRURX drawdown since its inception was -43.83%, smaller than the maximum FIUIX drawdown of -66.48%. Use the drawdown chart below to compare losses from any high point for FRURX and FIUIX.
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Drawdown Indicators
| FRURX | FIUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -66.48% | +22.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -13.84% | +5.69% |
Max Drawdown (3Y)Largest decline over 3 years | -12.26% | -13.84% | +1.58% |
Max Drawdown (5Y)Largest decline over 5 years | -22.83% | -16.64% | -6.19% |
Max Drawdown (10Y)Largest decline over 10 years | -36.56% | -33.51% | -3.05% |
Current DrawdownCurrent decline from peak | -5.06% | -10.16% | +5.10% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -11.73% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 6.20% | -2.67% |
Volatility
FRURX vs. FIUIX - Volatility Comparison
Franklin Utilities Fund Class R (FRURX) has a higher volatility of 4.73% compared to Fidelity Telecom and Utilities Fund (FIUIX) at 4.06%. This indicates that FRURX's price experiences larger fluctuations and is considered to be riskier than FIUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRURX | FIUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 4.06% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 11.48% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 15.76% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 15.97% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 17.19% | +1.69% |
FRURX vs. FIUIX - Expense Ratio Comparison
FRURX has a 1.07% expense ratio, which is higher than FIUIX's 0.68% expense ratio.
Dividends
FRURX vs. FIUIX - Dividend Comparison
FRURX's dividend yield for the trailing twelve months is around 7.40%, more than FIUIX's 3.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIUIX Fidelity Telecom and Utilities Fund | 3.17% | 2.34% | 6.50% | 7.60% | 3.77% | 5.19% | 3.73% | 6.88% | 10.10% | 5.99% | 3.33% | 3.65% |
FRURX Franklin Utilities Fund Class R | 7.40% | 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 FIUIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRURX has higher volatility (4.73%) compared to FIUIX (4.06%). In terms of maximum drawdown, FRURX dropped -43.83% vs FIUIX's -66.48%.
FRURX currently has the higher Sharpe Ratio (0.71 vs -0.27), 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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