FRVLX vs. FASEX
Compare and contrast key facts about Franklin Small Cap Value Fund (FRVLX) and Nuveen Mid Cap Value Fund (FASEX).
FRVLX is managed by Franklin Templeton. It was launched on Mar 11, 1996. FASEX is managed by Nuveen. It was launched on Dec 22, 1987.
Performance
FRVLX vs. FASEX - Performance Comparison
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FRVLX vs. FASEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 1.63% | 7.36% | 13.16% | 12.81% | -10.25% | 22.51% | 5.45% | 26.08% | -12.92% | 9.91% |
FASEX Nuveen Mid Cap Value Fund | 2.64% | 9.68% | 10.40% | 14.20% | -10.63% | 34.84% | 1.19% | 26.68% | -13.00% | 19.23% |
Returns By Period
In the year-to-date period, FRVLX achieves a 1.63% return, which is significantly lower than FASEX's 2.64% return. Over the past 10 years, FRVLX has underperformed FASEX with an annualized return of 9.09%, while FASEX has yielded a comparatively higher 9.89% annualized return.
FRVLX
- 1D
- -0.79%
- 1M
- -9.06%
- YTD
- 1.63%
- 6M
- 4.27%
- 1Y
- 16.91%
- 3Y*
- 10.90%
- 5Y*
- 5.00%
- 10Y*
- 9.09%
FASEX
- 1D
- -0.41%
- 1M
- -6.34%
- YTD
- 2.64%
- 6M
- 3.59%
- 1Y
- 17.10%
- 3Y*
- 11.79%
- 5Y*
- 7.98%
- 10Y*
- 9.89%
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FRVLX vs. FASEX - Expense Ratio Comparison
FRVLX has a 1.00% expense ratio, which is lower than FASEX's 1.16% expense ratio.
Return for Risk
FRVLX vs. FASEX — Risk / Return Rank
FRVLX
FASEX
FRVLX vs. FASEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Value Fund (FRVLX) and Nuveen Mid Cap Value Fund (FASEX). 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.
| FRVLX | FASEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.96 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.42 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.92 | 1.07 | -0.15 |
Martin ratioReturn relative to average drawdown | 3.20 | 4.84 | -1.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FRVLX | FASEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.96 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.44 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.49 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.50 | -0.10 |
Correlation
The correlation between FRVLX and FASEX is 0.90, 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
FRVLX vs. FASEX - Dividend Comparison
FRVLX's dividend yield for the trailing twelve months is around 7.86%, less than FASEX's 14.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 7.86% | 7.99% | 8.45% | 4.54% | 3.21% | 7.55% | 2.20% | 6.31% | 18.48% | 8.06% | 4.76% | 11.04% |
FASEX Nuveen Mid Cap Value Fund | 14.29% | 14.67% | 5.29% | 3.12% | 6.32% | 4.02% | 1.06% | 0.89% | 4.48% | 7.93% | 3.67% | 3.49% |
Drawdowns
FRVLX vs. FASEX - Drawdown Comparison
The maximum FRVLX drawdown since its inception was -60.27%, which is greater than FASEX's maximum drawdown of -55.57%. Use the drawdown chart below to compare losses from any high point for FRVLX and FASEX.
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Drawdown Indicators
| FRVLX | FASEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.27% | -55.57% | -4.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -13.62% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.09% | -22.26% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -44.10% | -44.56% | +0.46% |
Current DrawdownCurrent decline from peak | -11.71% | -6.83% | -4.88% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -8.97% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 3.01% | +1.30% |
Volatility
FRVLX vs. FASEX - Volatility Comparison
Franklin Small Cap Value Fund (FRVLX) has a higher volatility of 5.75% compared to Nuveen Mid Cap Value Fund (FASEX) at 5.25%. This indicates that FRVLX's price experiences larger fluctuations and is considered to be riskier than FASEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FRVLX | FASEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 5.25% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 9.91% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.26% | 18.72% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.54% | 18.04% | +3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.74% | 20.17% | +2.57% |