LBWIX vs. FISEX
Compare and contrast key facts about BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and Franklin Equity Income Fund (FISEX).
LBWIX is managed by Franklin Templeton. It was launched on Sep 7, 2010. FISEX is managed by Franklin Templeton. It was launched on Mar 15, 1988.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LBWIX or FISEX.
Key characteristics
| LBWIX | FISEX | |
|---|---|---|
| YTD Return | 24.48% | 23.32% |
| 1Y Return | 37.96% | 34.24% |
| 3Y Return (Ann) | 1.93% | 4.70% |
| 5Y Return (Ann) | 4.08% | 8.53% |
| 10Y Return (Ann) | 2.91% | 6.50% |
| Sharpe Ratio | 3.16 | 3.12 |
| Sortino Ratio | 4.54 | 4.21 |
| Omega Ratio | 1.58 | 1.60 |
| Calmar Ratio | 1.56 | 2.26 |
| Martin Ratio | 19.71 | 23.46 |
| Ulcer Index | 1.87% | 1.41% |
| Daily Std Dev | 11.65% | 10.62% |
| Max Drawdown | -43.19% | -58.50% |
| Current Drawdown | -0.43% | 0.00% |
Correlation
The correlation between LBWIX and FISEX is 0.94, 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.
Performance
LBWIX vs. FISEX - Performance Comparison
The year-to-date returns for both stocks are quite close, with LBWIX having a 24.48% return and FISEX slightly lower at 23.32%. Over the past 10 years, LBWIX has underperformed FISEX with an annualized return of 2.91%, while FISEX has yielded a comparatively higher 6.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LBWIX vs. FISEX - Expense Ratio Comparison
LBWIX has a 0.84% expense ratio, which is lower than FISEX's 0.85% expense ratio.
Risk-Adjusted Performance
LBWIX vs. FISEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) and Franklin Equity Income Fund (FISEX). 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.
Dividends
LBWIX vs. FISEX - Dividend Comparison
LBWIX's dividend yield for the trailing twelve months is around 1.46%, less than FISEX's 2.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LBWIX BrandywineGLOBAL - Diversified US Large Cap Value Fund | 1.46% | 1.82% | 2.01% | 1.99% | 1.41% | 3.58% | 2.03% | 1.81% | 1.72% | 1.74% | 1.28% | 1.25% |
FISEX Franklin Equity Income Fund | 2.10% | 2.54% | 2.39% | 1.86% | 2.25% | 2.16% | 2.55% | 2.32% | 2.54% | 2.63% | 2.96% | 2.14% |
Drawdowns
LBWIX vs. FISEX - Drawdown Comparison
The maximum LBWIX drawdown since its inception was -43.19%, smaller than the maximum FISEX drawdown of -58.50%. Use the drawdown chart below to compare losses from any high point for LBWIX and FISEX. For additional features, visit the drawdowns tool.
Volatility
LBWIX vs. FISEX - Volatility Comparison
BrandywineGLOBAL - Diversified US Large Cap Value Fund (LBWIX) has a higher volatility of 4.91% compared to Franklin Equity Income Fund (FISEX) at 3.77%. This indicates that LBWIX's price experiences larger fluctuations and is considered to be riskier than FISEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.