FXU vs. FKUTX
FXU (First Trust Utilities AlphaDEX Fund) and FKUTX (Franklin Utilities Fund) are both Utilities Equities funds. Over the past 10 years, FXU returned 9.43%/yr vs 9.56%/yr for FKUTX. Their correlation of 0.89 suggests significant overlap in exposure. FXU charges 0.62%/yr vs 0.72%/yr for FKUTX.
Performance
FXU vs. FKUTX - Performance Comparison
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Returns By Period
In the year-to-date period, FXU achieves a 9.49% return, which is significantly higher than FKUTX's 7.77% return. Both investments have delivered pretty close results over the past 10 years, with FXU having a 9.43% annualized return and FKUTX not far ahead at 9.56%.
FXU
- 1D
- 1.22%
- 1M
- 0.35%
- YTD
- 9.49%
- 6M
- 9.73%
- 1Y
- 18.60%
- 3Y*
- 19.02%
- 5Y*
- 12.94%
- 10Y*
- 9.43%
FKUTX
- 1D
- 0.16%
- 1M
- -1.50%
- YTD
- 7.77%
- 6M
- 7.95%
- 1Y
- 15.43%
- 3Y*
- 16.27%
- 5Y*
- 11.57%
- 10Y*
- 9.56%
FXU vs. FKUTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FXU First Trust Utilities AlphaDEX Fund | 9.49% | 21.86% | 22.50% | -2.12% | 3.68% | 17.67% | 1.53% | 11.67% | 5.43% | 0.98% |
FKUTX Franklin Utilities Fund | 7.77% | 14.59% | 27.18% | -4.91% | 1.67% | 18.00% | -1.87% | 27.28% | 2.54% | 9.58% |
Correlation
The correlation between FXU and FKUTX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.89 |
The correlation between FXU and FKUTX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
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Return for Risk
FXU vs. FKUTX — Risk / Return Rank
FXU
FKUTX
FXU vs. FKUTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Utilities AlphaDEX Fund (FXU) and Franklin Utilities Fund (FKUTX). 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.
| FXU | FKUTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.09 | +0.08 |
| Martin ratioReturn relative to average drawdown | 5.61 | 5.02 | +0.59 |
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Drawdowns
FXU vs. FKUTX - Drawdown Comparison
The maximum FXU drawdown since its inception was -49.00%, which is greater than FKUTX's maximum drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for FXU and FKUTX.
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Drawdown Indicators
| FXU | FKUTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.00% | -43.59% | -5.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.63% | -8.10% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -17.46% | -16.35% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -22.53% | +0.66% |
Max Drawdown (10Y)Largest decline over 10 years | -34.81% | -36.56% | +1.75% |
Current DrawdownCurrent decline from peak | -4.44% | -4.75% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -7.63% | -7.00% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.36% | -0.04% |
Volatility
FXU vs. FKUTX - Volatility Comparison
The current volatility for First Trust Utilities AlphaDEX Fund (FXU) is 4.69%, while Franklin Utilities Fund (FKUTX) has a volatility of 5.08%. This indicates that FXU experiences smaller price fluctuations and is considered to be less risky than FKUTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXU | FKUTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 5.08% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.47% | 11.31% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.34% | 14.08% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 16.90% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.35% | 18.86% | -0.51% |
FXU vs. FKUTX - Expense Ratio Comparison
FXU has a 0.62% expense ratio, which is lower than FKUTX's 0.72% expense ratio.
Dividends
FXU vs. FKUTX - Dividend Comparison
FXU's dividend yield for the trailing twelve months is around 2.14%, less than FKUTX's 7.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FKUTX Franklin Utilities Fund | 7.18% | 7.70% | 8.66% | 6.47% | 3.73% | 4.96% | 9.88% | 4.29% | 5.83% | 3.55% | 2.76% | 6.14% |
FXU First Trust Utilities AlphaDEX Fund | 2.14% | 2.29% | 2.41% | 2.52% | 2.03% | 2.00% | 3.97% | 2.34% | 2.40% | 3.81% | 2.62% | 3.90% |
Frequently Asked Questions
With a correlation of 0.95, FXU and FKUTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FKUTX has higher volatility (5.08%) compared to FXU (4.69%). In terms of maximum drawdown, FXU dropped -49.00% vs FKUTX's -43.59%.
FXU currently has the higher Sharpe Ratio (1.41 vs 1.20), 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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