LCEAX vs. FRDPX
Compare and contrast key facts about Invesco Diversified Dividend Fund (LCEAX) and Franklin Rising Dividends Fund (FRDPX).
LCEAX is managed by Invesco. It was launched on Dec 31, 2001. FRDPX is managed by Franklin Templeton. It was launched on Jan 14, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCEAX or FRDPX.
Key characteristics
| LCEAX | FRDPX | |
|---|---|---|
| YTD Return | 17.38% | 15.85% |
| 1Y Return | 30.38% | 21.79% |
| 3Y Return (Ann) | 8.19% | 1.64% |
| 5Y Return (Ann) | 9.22% | 9.31% |
| 10Y Return (Ann) | 7.81% | 8.17% |
| Sharpe Ratio | 2.88 | 1.89 |
| Sortino Ratio | 4.04 | 2.43 |
| Omega Ratio | 1.53 | 1.37 |
| Calmar Ratio | 3.66 | 1.48 |
| Martin Ratio | 18.56 | 10.71 |
| Ulcer Index | 1.58% | 1.93% |
| Daily Std Dev | 10.18% | 10.92% |
| Max Drawdown | -50.30% | -52.49% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between LCEAX and FRDPX is 0.90, 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
LCEAX vs. FRDPX - Performance Comparison
In the year-to-date period, LCEAX achieves a 17.38% return, which is significantly higher than FRDPX's 15.85% return. Both investments have delivered pretty close results over the past 10 years, with LCEAX having a 7.81% annualized return and FRDPX not far ahead at 8.17%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LCEAX vs. FRDPX - Expense Ratio Comparison
LCEAX has a 0.81% expense ratio, which is lower than FRDPX's 0.85% expense ratio.
Risk-Adjusted Performance
LCEAX vs. FRDPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Diversified Dividend Fund (LCEAX) 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.
Dividends
LCEAX vs. FRDPX - Dividend Comparison
LCEAX's dividend yield for the trailing twelve months is around 1.48%, more than FRDPX's 0.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCEAX Invesco Diversified Dividend Fund | 1.48% | 1.90% | 2.07% | 2.08% | 2.24% | 2.25% | 2.61% | 1.78% | 1.62% | 1.72% | 1.50% | 1.44% |
FRDPX Franklin Rising Dividends Fund | 0.80% | 0.99% | 0.93% | 0.56% | 0.82% | 1.03% | 1.29% | 1.11% | 1.63% | 1.30% | 1.15% | 0.88% |
Drawdowns
LCEAX vs. FRDPX - Drawdown Comparison
The maximum LCEAX drawdown since its inception was -50.30%, roughly equal to the maximum FRDPX drawdown of -52.49%. Use the drawdown chart below to compare losses from any high point for LCEAX and FRDPX. For additional features, visit the drawdowns tool.
Volatility
LCEAX vs. FRDPX - Volatility Comparison
Invesco Diversified Dividend Fund (LCEAX) and Franklin Rising Dividends Fund (FRDPX) have volatilities of 3.47% and 3.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.