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HIX vs. FKRCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIX vs. FKRCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset High Income Fund II (HIX) and Franklin Gold and Precious Metals Fund (FKRCX). The values are adjusted to include any dividend payments, if applicable.

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HIX vs. FKRCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIX
Western Asset High Income Fund II
-0.88%13.56%-1.32%15.72%-24.60%13.02%12.36%27.26%-9.99%7.13%
FKRCX
Franklin Gold and Precious Metals Fund
-2.21%196.59%17.64%2.03%-23.47%-4.03%44.30%51.48%-18.11%-0.12%

Returns By Period

In the year-to-date period, HIX achieves a -0.88% return, which is significantly higher than FKRCX's -2.21% return. Over the past 10 years, HIX has underperformed FKRCX with an annualized return of 5.73%, while FKRCX has yielded a comparatively higher 17.20% annualized return.


HIX

1D
5.57%
1M
-3.36%
YTD
-0.88%
6M
-1.81%
1Y
9.56%
3Y*
7.57%
5Y*
1.20%
10Y*
5.73%

FKRCX

1D
-0.11%
1M
-26.98%
YTD
-2.21%
6M
20.89%
1Y
105.24%
3Y*
47.22%
5Y*
23.35%
10Y*
17.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIX vs. FKRCX - Expense Ratio Comparison

HIX has a 3.70% expense ratio, which is higher than FKRCX's 0.88% expense ratio.


Return for Risk

HIX vs. FKRCX — Risk / Return Rank

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

HIX
HIX Risk / Return Rank: 2727
Overall Rank
HIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
HIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
HIX Omega Ratio Rank: 2727
Omega Ratio Rank
HIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
HIX Martin Ratio Rank: 2929
Martin Ratio Rank

FKRCX
FKRCX Risk / Return Rank: 9494
Overall Rank
FKRCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FKRCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FKRCX Omega Ratio Rank: 8989
Omega Ratio Rank
FKRCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FKRCX Martin Ratio Rank: 9595
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.

HIX vs. FKRCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset High Income Fund II (HIX) and Franklin Gold and Precious Metals Fund (FKRCX). 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.


HIXFKRCXDifference

Sharpe ratio

Return per unit of total volatility

0.64

2.51

-1.88

Sortino ratio

Return per unit of downside risk

0.95

2.75

-1.79

Omega ratio

Gain probability vs. loss probability

1.14

1.39

-0.25

Calmar ratio

Return relative to maximum drawdown

0.82

3.41

-2.59

Martin ratio

Return relative to average drawdown

3.10

12.86

-9.76

HIX vs. FKRCX - Sharpe Ratio Comparison

The current HIX Sharpe Ratio is 0.64, which is lower than the FKRCX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of HIX and FKRCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HIXFKRCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

2.51

-1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.71

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.53

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.19

+0.14

Correlation

The correlation between HIX and FKRCX is 0.17, 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

HIX vs. FKRCX - Dividend Comparison

HIX's dividend yield for the trailing twelve months is around 14.77%, more than FKRCX's 10.99% yield.


TTM20252024202320222021202020192018201720162015
HIX
Western Asset High Income Fund II
14.77%14.13%13.95%11.85%12.15%8.21%8.53%8.28%9.50%8.73%10.53%13.12%
FKRCX
Franklin Gold and Precious Metals Fund
10.99%10.75%13.44%3.12%0.00%9.37%10.55%0.00%0.00%0.37%8.73%0.00%

Drawdowns

HIX vs. FKRCX - Drawdown Comparison

The maximum HIX drawdown since its inception was -61.03%, smaller than the maximum FKRCX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for HIX and FKRCX.


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Drawdown Indicators


HIXFKRCXDifference

Max Drawdown

Largest peak-to-trough decline

-61.03%

-78.85%

+17.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-31.15%

+20.08%

Max Drawdown (5Y)

Largest decline over 5 years

-38.75%

-48.79%

+10.04%

Max Drawdown (10Y)

Largest decline over 10 years

-44.77%

-49.54%

+4.77%

Current Drawdown

Current decline from peak

-7.38%

-27.32%

+19.94%

Average Drawdown

Average peak-to-trough decline

-8.94%

-33.79%

+24.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

8.25%

-5.34%

Volatility

HIX vs. FKRCX - Volatility Comparison

The current volatility for Western Asset High Income Fund II (HIX) is 7.56%, while Franklin Gold and Precious Metals Fund (FKRCX) has a volatility of 15.80%. This indicates that HIX experiences smaller price fluctuations and is considered to be less risky than FKRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIXFKRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

15.80%

-8.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.78%

34.39%

-23.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.12%

42.42%

-27.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

33.08%

-16.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

32.80%

-14.70%