FT vs. FUAMX

Last updated Apr 1, 2026

Compare and contrast key facts about Franklin Universal Trust (FT) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX).

FUAMX is managed by Fidelity.

Performance

FT vs. FUAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Universal Trust (FT) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). The values are adjusted to include any dividend payments, if applicable.

FT vs. FUAMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FT Franklin Universal Trust	1.71%	16.94%	18.31%	6.52%	-14.08%	20.24%	1.75%	29.21%	-6.18%	-0.20%
FUAMX Fidelity Intermediate Treasury Bond Index Fund	-0.46%	8.00%	0.40%	4.08%	-13.06%	-3.19%	8.86%	7.25%	1.25%	-0.35%

Returns By Period

In the year-to-date period, FT achieves a 1.71% return, which is significantly higher than FUAMX's -0.46% return.

FT

• 1D: 1.91%
• 1M: -2.86%
• YTD: 1.71%
• 6M: 2.83%
• 1Y: 13.54%
• 3Y*: 11.59%
• 5Y*: 8.86%
• 10Y*: 9.23%

FUAMX

• 1D: 0.62%
• 1M: -2.50%
• YTD: -0.46%
• 6M: 0.44%
• 1Y: 3.70%
• 3Y*: 2.80%
• 5Y*: -0.18%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FT vs. FUAMX — Risk / Return Rank

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

FT

FT Risk / Return Rank: 76
FT Sharpe Ratio Rank: 79
FT Sortino Ratio Rank: 70
FT Omega Ratio Rank: 73
FT Calmar Ratio Rank: 75
FT Martin Ratio Rank: 85

FUAMX

FUAMX Risk / Return Rank: 48
FUAMX Sharpe Ratio Rank: 45
FUAMX Sortino Ratio Rank: 47
FUAMX Omega Ratio Rank: 32
FUAMX Calmar Ratio Rank: 70
FUAMX Martin Ratio Rank: 46

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.

FT vs. FUAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Universal Trust (FT) and Fidelity Intermediate Treasury Bond Index Fund (FUAMX). 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.

	FT	FUAMX	Difference
Sharpe ratio Return per unit of total volatility	1.17	0.89	+0.29
Sortino ratio Return per unit of downside risk	1.61	1.32	+0.28
Omega ratio Gain probability vs. loss probability	1.23	1.16	+0.07
Calmar ratio Return relative to maximum drawdown	1.82	1.60	+0.22
Martin ratio Return relative to average drawdown	8.02	4.58	+3.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FT vs. FUAMX - Sharpe Ratio Comparison

The current FT Sharpe Ratio is 1.17, which is higher than the FUAMX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FT and FUAMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FT	FUAMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	0.89	+0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	-0.03	+0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.22	+0.09

Correlation

The correlation between FT and FUAMX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FT vs. FUAMX - Dividend Comparison

FT's dividend yield for the trailing twelve months is around 6.37%, more than FUAMX's 3.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FT Franklin Universal Trust	6.37%	6.38%	6.98%	7.67%	8.49%	6.00%	5.13%	4.95%	6.05%	5.36%	6.53%	8.28%
FUAMX Fidelity Intermediate Treasury Bond Index Fund	3.36%	3.52%	3.58%	2.20%	1.24%	1.76%	2.90%	2.16%	2.23%	0.49%	0.00%	0.00%

Drawdowns

FT vs. FUAMX - Drawdown Comparison

The maximum FT drawdown since its inception was -54.80%, which is greater than FUAMX's maximum drawdown of -20.25%. Use the drawdown chart below to compare losses from any high point for FT and FUAMX.

Drawdown Indicators

	FT	FUAMX	Difference
Max Drawdown Largest peak-to-trough decline	-54.80%	-20.25%	-34.55%
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	-3.10%	-4.60%
Max Drawdown (5Y) Largest decline over 5 years	-23.18%	-18.27%	-4.91%
Max Drawdown (10Y) Largest decline over 10 years	-40.91%	—	—
Current Drawdown Current decline from peak	-2.86%	-6.87%	+4.01%
Average Drawdown Average peak-to-trough decline	-9.21%	-7.33%	-1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	1.08%	+0.66%

Volatility

FT vs. FUAMX - Volatility Comparison

Franklin Universal Trust (FT) has a higher volatility of 4.19% compared to Fidelity Intermediate Treasury Bond Index Fund (FUAMX) at 1.72%. This indicates that FT's price experiences larger fluctuations and is considered to be riskier than FUAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FT	FUAMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.19%	1.72%	+2.47%
Volatility (6M) Calculated over the trailing 6-month period	7.11%	2.91%	+4.20%
Volatility (1Y) Calculated over the trailing 1-year period	11.59%	4.89%	+6.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.43%	6.61%	+6.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.23%	5.87%	+9.36%