FRVLX vs. VFIAX
Compare and contrast key facts about Franklin Small Cap Value Fund (FRVLX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
FRVLX is managed by Franklin Templeton. It was launched on Mar 11, 1996. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FRVLX or VFIAX.
Key characteristics
| FRVLX | VFIAX | |
|---|---|---|
| YTD Return | 4.28% | 11.64% |
| 1Y Return | 19.07% | 29.30% |
| 3Y Return (Ann) | 1.55% | 10.03% |
| 5Y Return (Ann) | 9.90% | 14.98% |
| 10Y Return (Ann) | 7.47% | 12.94% |
| Sharpe Ratio | 1.20 | 2.66 |
| Daily Std Dev | 18.22% | 11.60% |
| Max Drawdown | -60.27% | -55.20% |
| Current Drawdown | -0.60% | -0.19% |
Correlation
The correlation between FRVLX and VFIAX is 0.84, 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. VFIAX - Performance Comparison
In the year-to-date period, FRVLX achieves a 4.28% return, which is significantly lower than VFIAX's 11.64% return. Over the past 10 years, FRVLX has underperformed VFIAX with an annualized return of 7.47%, while VFIAX has yielded a comparatively higher 12.94% 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. VFIAX - Expense Ratio Comparison
FRVLX has a 1.00% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
FRVLX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Small Cap Value Fund (FRVLX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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. VFIAX - Dividend Comparison
FRVLX's dividend yield for the trailing twelve months is around 4.35%, more than VFIAX's 1.31% 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% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.31% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FRVLX vs. VFIAX - Drawdown Comparison
The maximum FRVLX drawdown since its inception was -60.27%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FRVLX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
FRVLX vs. VFIAX - Volatility Comparison
Franklin Small Cap Value Fund (FRVLX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 3.46% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.