GASFX vs. FRURX
Compare and contrast key facts about Hennessy Gas Utility Fund (GASFX) and Franklin Utilities Fund Class R (FRURX).
GASFX is managed by Hennessy. It was launched on May 9, 1989. FRURX is a passively managed fund by Franklin Templeton that tracks the performance of the S&P 500 Utilities Index. It was launched on Jan 2, 2002.
Performance
GASFX vs. FRURX - Performance Comparison
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GASFX vs. FRURX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GASFX Hennessy Gas Utility Fund | 14.24% | 10.42% | 24.98% | 0.27% | 13.68% | 19.60% | -9.34% | 20.80% | -3.47% | 7.04% |
FRURX Franklin Utilities Fund Class R | 9.51% | 14.28% | 26.66% | -5.22% | 1.32% | 17.55% | -2.13% | 26.68% | 2.19% | 9.34% |
Returns By Period
In the year-to-date period, GASFX achieves a 14.24% return, which is significantly higher than FRURX's 9.51% return. Both investments have delivered pretty close results over the past 10 years, with GASFX having a 10.14% annualized return and FRURX not far behind at 9.73%.
GASFX
- 1D
- 0.17%
- 1M
- 0.60%
- YTD
- 14.24%
- 6M
- 11.75%
- 1Y
- 17.55%
- 3Y*
- 16.83%
- 5Y*
- 14.84%
- 10Y*
- 10.14%
FRURX
- 1D
- 0.70%
- 1M
- -2.99%
- YTD
- 9.51%
- 6M
- 8.20%
- 1Y
- 20.67%
- 3Y*
- 15.23%
- 5Y*
- 11.65%
- 10Y*
- 9.73%
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GASFX vs. FRURX - Expense Ratio Comparison
GASFX has a 1.00% expense ratio, which is lower than FRURX's 1.07% expense ratio.
Return for Risk
GASFX vs. FRURX — Risk / Return Rank
GASFX
FRURX
GASFX vs. FRURX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hennessy Gas Utility Fund (GASFX) and Franklin Utilities Fund Class R (FRURX). 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.
| GASFX | FRURX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.45 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.94 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.77 | -0.50 |
Martin ratioReturn relative to average drawdown | 8.36 | 7.61 | +0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GASFX | FRURX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.45 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.70 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.52 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.52 | +0.06 |
Correlation
The correlation between GASFX and FRURX is 0.89, 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.
Dividends
GASFX vs. FRURX - Dividend Comparison
GASFX's dividend yield for the trailing twelve months is around 10.02%, more than FRURX's 7.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GASFX Hennessy Gas Utility Fund | 10.02% | 12.06% | 7.36% | 6.63% | 15.49% | 10.63% | 10.93% | 7.11% | 12.31% | 2.96% | 3.52% | 5.64% |
FRURX Franklin Utilities Fund Class R | 7.23% | 7.48% | 8.37% | 6.12% | 3.39% | 4.66% | 9.54% | 3.90% | 5.49% | 3.30% | 2.43% | 5.78% |
Drawdowns
GASFX vs. FRURX - Drawdown Comparison
The maximum GASFX drawdown since its inception was -49.33%, which is greater than FRURX's maximum drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for GASFX and FRURX.
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Drawdown Indicators
| GASFX | FRURX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.33% | -43.83% | -5.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.47% | -8.20% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -18.25% | -22.83% | +4.58% |
Max Drawdown (10Y)Largest decline over 10 years | -37.23% | -36.56% | -0.67% |
Current DrawdownCurrent decline from peak | -0.23% | -2.99% | +2.76% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -7.59% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.99% | -0.69% |
Volatility
GASFX vs. FRURX - Volatility Comparison
The current volatility for Hennessy Gas Utility Fund (GASFX) is 3.35%, while Franklin Utilities Fund Class R (FRURX) has a volatility of 5.14%. This indicates that GASFX experiences smaller price fluctuations and is considered to be less risky than FRURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GASFX | FRURX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 5.14% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 7.85% | 9.82% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 15.13% | -1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.32% | 16.76% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.63% | 18.77% | -1.14% |