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FRURX vs. GASFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRURX vs. GASFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Utilities Fund Class R (FRURX) and Hennessy Gas Utility Fund (GASFX). The values are adjusted to include any dividend payments, if applicable.

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FRURX vs. GASFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRURX
Franklin Utilities Fund Class R
9.51%14.28%26.66%-5.22%1.32%17.55%-2.13%26.68%2.19%9.34%
GASFX
Hennessy Gas Utility Fund
14.24%10.42%24.98%0.27%13.68%19.60%-9.34%20.80%-3.47%7.04%

Returns By Period

In the year-to-date period, FRURX achieves a 9.51% return, which is significantly lower than GASFX's 14.24% return. Both investments have delivered pretty close results over the past 10 years, with FRURX having a 9.73% annualized return and GASFX not far ahead at 10.14%.


FRURX

1D
0.70%
1M
-2.99%
YTD
9.51%
6M
8.20%
1Y
20.67%
3Y*
15.23%
5Y*
11.65%
10Y*
9.73%

GASFX

1D
0.17%
1M
0.60%
YTD
14.24%
6M
11.75%
1Y
17.55%
3Y*
16.83%
5Y*
14.84%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRURX vs. GASFX - Expense Ratio Comparison

FRURX has a 1.07% expense ratio, which is higher than GASFX's 1.00% expense ratio.


Return for Risk

FRURX vs. GASFX — Risk / Return Rank

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

FRURX
FRURX Risk / Return Rank: 8080
Overall Rank
FRURX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FRURX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FRURX Omega Ratio Rank: 7171
Omega Ratio Rank
FRURX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FRURX Martin Ratio Rank: 7878
Martin Ratio Rank

GASFX
GASFX Risk / Return Rank: 7777
Overall Rank
GASFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GASFX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GASFX Omega Ratio Rank: 6868
Omega Ratio Rank
GASFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
GASFX Martin Ratio Rank: 8383
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.

FRURX vs. GASFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Utilities Fund Class R (FRURX) and Hennessy Gas Utility Fund (GASFX). 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.


FRURXGASFXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.36

+0.09

Sortino ratio

Return per unit of downside risk

1.94

1.80

+0.14

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

2.77

2.27

+0.50

Martin ratio

Return relative to average drawdown

7.61

8.36

-0.76

FRURX vs. GASFX - Sharpe Ratio Comparison

The current FRURX Sharpe Ratio is 1.45, which is comparable to the GASFX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FRURX and GASFX, 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


FRURXGASFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.36

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.97

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.58

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.58

-0.06

Correlation

The correlation between FRURX and GASFX is 0.89, 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

FRURX vs. GASFX - Dividend Comparison

FRURX's dividend yield for the trailing twelve months is around 7.23%, less than GASFX's 10.02% yield.


TTM20252024202320222021202020192018201720162015
FRURX
Franklin Utilities Fund Class R
7.23%7.48%8.37%6.12%3.39%4.66%9.54%3.90%5.49%3.30%2.43%5.78%
GASFX
Hennessy Gas Utility Fund
10.02%12.06%7.36%6.63%15.49%10.63%10.93%7.11%12.31%2.96%3.52%5.64%

Drawdowns

FRURX vs. GASFX - Drawdown Comparison

The maximum FRURX drawdown since its inception was -43.83%, smaller than the maximum GASFX drawdown of -49.33%. Use the drawdown chart below to compare losses from any high point for FRURX and GASFX.


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Drawdown Indicators


FRURXGASFXDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-49.33%

+5.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-8.47%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.83%

-18.25%

-4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-36.56%

-37.23%

+0.67%

Current Drawdown

Current decline from peak

-2.99%

-0.23%

-2.76%

Average Drawdown

Average peak-to-trough decline

-7.59%

-7.88%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.30%

+0.69%

Volatility

FRURX vs. GASFX - Volatility Comparison

Franklin Utilities Fund Class R (FRURX) has a higher volatility of 5.14% compared to Hennessy Gas Utility Fund (GASFX) at 3.35%. This indicates that FRURX's price experiences larger fluctuations and is considered to be riskier than GASFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRURXGASFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

3.35%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

7.85%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

13.69%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

15.32%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.77%

17.63%

+1.14%