PortfoliosLab logoPortfoliosLab logo
FTTMX vs. FRDPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTTMX vs. FRDPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Michigan Tax-Free Income Fund (FTTMX) and Franklin Rising Dividends Fund (FRDPX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTTMX vs. FRDPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTTMX
Franklin Michigan Tax-Free Income Fund
-0.71%4.37%2.68%5.59%-10.64%1.08%5.20%7.75%0.85%3.03%
FRDPX
Franklin Rising Dividends Fund
-4.58%11.96%10.92%12.10%-10.69%26.62%16.29%29.83%-5.27%17.33%

Returns By Period

In the year-to-date period, FTTMX achieves a -0.71% return, which is significantly higher than FRDPX's -4.58% return. Over the past 10 years, FTTMX has underperformed FRDPX with an annualized return of 1.78%, while FRDPX has yielded a comparatively higher 10.53% annualized return.


FTTMX

1D
0.19%
1M
-2.37%
YTD
-0.71%
6M
0.81%
1Y
3.41%
3Y*
3.17%
5Y*
0.37%
10Y*
1.78%

FRDPX

1D
-0.05%
1M
-7.10%
YTD
-4.58%
6M
-3.87%
1Y
8.41%
3Y*
8.63%
5Y*
7.61%
10Y*
10.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FTTMX vs. FRDPX - Expense Ratio Comparison

FTTMX has a 0.68% expense ratio, which is lower than FRDPX's 0.85% expense ratio.


Return for Risk

FTTMX vs. FRDPX — Risk / Return Rank

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

FTTMX
FTTMX Risk / Return Rank: 4040
Overall Rank
FTTMX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FTTMX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FTTMX Omega Ratio Rank: 5959
Omega Ratio Rank
FTTMX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FTTMX Martin Ratio Rank: 2828
Martin Ratio Rank

FRDPX
FRDPX Risk / Return Rank: 2828
Overall Rank
FRDPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FRDPX Sortino Ratio Rank: 2929
Sortino Ratio Rank
FRDPX Omega Ratio Rank: 2727
Omega Ratio Rank
FRDPX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FRDPX Martin Ratio Rank: 3232
Martin Ratio Rank
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.

FTTMX vs. FRDPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Michigan Tax-Free Income Fund (FTTMX) and Franklin Rising Dividends Fund (FRDPX). 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.


FTTMXFRDPXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.63

+0.23

Sortino ratio

Return per unit of downside risk

1.20

1.03

+0.17

Omega ratio

Gain probability vs. loss probability

1.23

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

0.99

0.74

+0.25

Martin ratio

Return relative to average drawdown

3.10

3.45

-0.34

FTTMX vs. FRDPX - Sharpe Ratio Comparison

The current FTTMX Sharpe Ratio is 0.86, which is higher than the FRDPX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FTTMX and FRDPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FTTMXFRDPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.63

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.50

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.62

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.60

+0.51

Correlation

The correlation between FTTMX and FRDPX is 0.00, 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

FTTMX vs. FRDPX - Dividend Comparison

FTTMX's dividend yield for the trailing twelve months is around 3.34%, less than FRDPX's 10.74% yield.


TTM20252024202320222021202020192018201720162015
FTTMX
Franklin Michigan Tax-Free Income Fund
3.34%4.31%3.69%2.78%2.84%2.34%2.50%3.24%3.13%2.97%3.59%3.23%
FRDPX
Franklin Rising Dividends Fund
10.74%10.25%10.15%4.60%4.96%4.42%0.82%3.01%5.20%0.90%3.09%5.30%

Drawdowns

FTTMX vs. FRDPX - Drawdown Comparison

The maximum FTTMX drawdown since its inception was -18.79%, smaller than the maximum FRDPX drawdown of -51.57%. Use the drawdown chart below to compare losses from any high point for FTTMX and FRDPX.


Loading graphics...

Drawdown Indicators


FTTMXFRDPXDifference

Max Drawdown

Largest peak-to-trough decline

-18.79%

-51.57%

+32.78%

Max Drawdown (1Y)

Largest decline over 1 year

-4.60%

-10.54%

+5.94%

Max Drawdown (5Y)

Largest decline over 5 years

-15.65%

-21.07%

+5.42%

Max Drawdown (10Y)

Largest decline over 10 years

-15.65%

-34.89%

+19.24%

Current Drawdown

Current decline from peak

-2.37%

-7.10%

+4.73%

Average Drawdown

Average peak-to-trough decline

-2.23%

-5.84%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

2.26%

-0.79%

Volatility

FTTMX vs. FRDPX - Volatility Comparison

The current volatility for Franklin Michigan Tax-Free Income Fund (FTTMX) is 1.12%, while Franklin Rising Dividends Fund (FRDPX) has a volatility of 3.46%. This indicates that FTTMX experiences smaller price fluctuations and is considered to be less risky than FRDPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FTTMXFRDPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

3.46%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

7.49%

-5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

15.22%

-10.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

15.36%

-11.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

17.16%

-13.23%