FRVLX vs. IMCG
Compare and contrast key facts about Franklin Small Cap Value Fund (FRVLX) and iShares Morningstar Mid-Cap Growth ETF (IMCG).
FRVLX is managed by Franklin Templeton. It was launched on Mar 11, 1996. IMCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Mid Cap Broad Growth Index. It was launched on Jun 28, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRVLX or IMCG.
Key characteristics
| FRVLX | IMCG | |
|---|---|---|
| YTD Return | 4.28% | 7.96% |
| 1Y Return | 19.07% | 24.32% |
| 3Y Return (Ann) | 1.55% | 3.76% |
| 5Y Return (Ann) | 9.90% | 12.27% |
| 10Y Return (Ann) | 7.47% | 11.99% |
| Sharpe Ratio | 1.20 | 1.77 |
| Daily Std Dev | 18.22% | 14.58% |
| Max Drawdown | -60.27% | -58.96% |
| Current Drawdown | -0.60% | -7.04% |
Correlation
The correlation between FRVLX and IMCG is 0.82, 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.
Performance
FRVLX vs. IMCG - Performance Comparison
In the year-to-date period, FRVLX achieves a 4.28% return, which is significantly lower than IMCG's 7.96% return. Over the past 10 years, FRVLX has underperformed IMCG with an annualized return of 7.47%, while IMCG has yielded a comparatively higher 11.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FRVLX vs. IMCG - Expense Ratio Comparison
FRVLX has a 1.00% expense ratio, which is higher than IMCG's 0.06% expense ratio.
Risk-Adjusted Performance
FRVLX vs. IMCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Value Fund (FRVLX) and iShares Morningstar Mid-Cap Growth ETF (IMCG). 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.
Dividends
FRVLX vs. IMCG - Dividend Comparison
FRVLX's dividend yield for the trailing twelve months is around 4.35%, more than IMCG's 0.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRVLX Franklin Small Cap Value Fund | 4.35% | 4.54% | 3.21% | 9.96% | 2.20% | 6.31% | 18.48% | 8.81% | 4.98% | 11.69% | 9.65% | 5.03% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.80% | 0.85% | 0.91% | 0.41% | 0.09% | 0.29% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% | 0.36% |
Drawdowns
FRVLX vs. IMCG - Drawdown Comparison
The maximum FRVLX drawdown since its inception was -60.27%, roughly equal to the maximum IMCG drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for FRVLX and IMCG. For additional features, visit the drawdowns tool.
Volatility
FRVLX vs. IMCG - Volatility Comparison
The current volatility for Franklin Small Cap Value Fund (FRVLX) is 3.46%, while iShares Morningstar Mid-Cap Growth ETF (IMCG) has a volatility of 3.76%. This indicates that FRVLX experiences smaller price fluctuations and is considered to be less risky than IMCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.