FTF vs. FSCO
FTF (Franklin Limited Duration Income Trust) is Multisector Bonds fund actively managed by Fidelity, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, FTF returned 10.09%/yr vs 14.12%/yr for FSCO. At a 0.18 correlation, their price movements are largely independent.
Performance
FTF vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, FTF achieves a -0.38% return, which is significantly higher than FSCO's -19.08% return.
FTF
- 1D
- -0.32%
- 1M
- -0.66%
- YTD
- -0.38%
- 6M
- 0.28%
- 1Y
- 2.17%
- 3Y*
- 10.09%
- 5Y*
- 2.10%
- 10Y*
- 3.91%
FSCO
- 1D
- -0.45%
- 1M
- -4.78%
- YTD
- -19.08%
- 6M
- -15.88%
- 1Y
- -24.75%
- 3Y*
- 14.12%
- 5Y*
- —
- 10Y*
- —
FTF vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FTF Franklin Limited Duration Income Trust | -0.38% | 4.16% | 19.50% | 12.22% | -0.52% |
FSCO FS Credit Opportunities Corp. | -19.08% | 3.68% | 34.88% | 36.98% | -3.98% |
Correlation
The correlation between FTF and FSCO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2022 | 0.18 |
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Return for Risk
FTF vs. FSCO — Risk / Return Rank
FTF
FSCO
FTF vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Limited Duration Income Trust (FTF) and FS Credit Opportunities Corp. (FSCO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTF | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.84 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | -0.70 | +1.03 |
| Martin ratioReturn relative to average drawdown | 0.89 | -1.37 | +2.25 |
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Drawdowns
FTF vs. FSCO - Drawdown Comparison
The maximum FTF drawdown since its inception was -51.15%, which is greater than FSCO's maximum drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for FTF and FSCO.
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Drawdown Indicators
| FTF | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.15% | -35.53% | -15.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -35.53% | +28.99% |
Max Drawdown (3Y)Largest decline over 3 years | -11.58% | -35.53% | +23.95% |
Max Drawdown (5Y)Largest decline over 5 years | -28.55% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.64% | — | — |
Current DrawdownCurrent decline from peak | -2.54% | -29.35% | +26.81% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -8.15% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 18.12% | -15.67% |
Volatility
FTF vs. FSCO - Volatility Comparison
The current volatility for Franklin Limited Duration Income Trust (FTF) is 1.82%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 6.29%. This indicates that FTF experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTF | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.82% | 6.29% | -4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 5.45% | 22.62% | -17.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.25% | 27.45% | -20.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.06% | 28.17% | -17.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.88% | 28.17% | -14.29% |
Dividends
FTF vs. FSCO - Dividend Comparison
FTF's dividend yield for the trailing twelve months is around 12.81%, less than FSCO's 16.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSCO FS Credit Opportunities Corp. | 16.29% | 12.65% | 10.47% | 11.26% | 1.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTF Franklin Limited Duration Income Trust | 12.81% | 12.00% | 11.13% | 11.41% | 12.62% | 10.26% | 9.50% | 10.73% | 12.37% | 10.86% | 6.56% | 6.94% |
Frequently Asked Questions
FTF and FSCO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (6.29%) compared to FTF (1.82%). In terms of maximum drawdown, FTF dropped -51.15% vs FSCO's -35.53%.
FTF currently has the higher Sharpe Ratio (0.30 vs -0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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