SCD vs. FCOQX
SCD (LMP Capital and Income Fund Inc.) and FCOQX (Franklin Colorado Tax-Free Income Fund Class A) are both mutual funds - SCD is a Diversified Portfolio fund managed by Franklin, while FCOQX is a Municipal Bonds fund tracking the Bloomberg Municipal Bond Index. Over the past 5 years, SCD returned 12.64%/yr vs -0.04%/yr for FCOQX. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
SCD vs. FCOQX - Performance Comparison
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Returns By Period
In the year-to-date period, SCD achieves a 10.42% return, which is significantly higher than FCOQX's 0.65% return.
SCD
- 1D
- 0.13%
- 1M
- 0.14%
- 6M
- 4.08%
- YTD
- 10.42%
- 1Y
- 13.32%
- 3Y*
- 17.78%
- 5Y*
- 12.64%
- 10Y*
- 12.42%
- ALL TIME*
- 10.88%
FCOQX
- 1D
- -0.29%
- 1M
- -1.97%
- 6M
- 0.28%
- YTD
- 0.65%
- 1Y
- 6.13%
- 3Y*
- 3.17%
- 5Y*
- -0.04%
- 10Y*
- —
- ALL TIME*
- 1.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.35M | $1.70M | $1.12M |
SCD vs. FCOQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SCD LMP Capital and Income Fund Inc. | 10.42% | -3.80% | 33.95% | 28.09% | -10.04% | 46.29% | -14.89% | 59.16% | -18.66% |
FCOQX Franklin Colorado Tax-Free Income Fund Class A | 0.65% | 3.34% | 2.47% | 5.62% | -10.97% | 1.52% | 4.72% | 6.41% | 0.98% |
Correlation
The correlation between SCD and FCOQX is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | 0.06 |
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Return for Risk
SCD vs. FCOQX — Risk / Return Rank
SCD
FCOQX
SCD vs. FCOQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and Franklin Colorado Tax-Free Income Fund Class A (FCOQX). 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.
| SCD | FCOQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.57 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.65 | -1.48 |
| Martin ratioReturn relative to average drawdown | 3.31 | 9.30 | -5.99 |
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Drawdowns
SCD vs. FCOQX - Drawdown Comparison
The maximum SCD drawdown since its inception was -62.40%, which is greater than FCOQX's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for SCD and FCOQX.
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Drawdown Indicators
| SCD | FCOQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -15.80% | -46.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -2.72% | -7.64% |
Max Drawdown (3Y)Largest decline over 3 years | -21.81% | -6.14% | -15.67% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -15.80% | -7.61% |
Max Drawdown (10Y)Largest decline over 10 years | -60.76% | — | — |
Current DrawdownCurrent decline from peak | -0.63% | -1.97% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -4.07% | -5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 0.77% | +2.90% |
Volatility
SCD vs. FCOQX - Volatility Comparison
LMP Capital and Income Fund Inc. (SCD) has a higher volatility of 2.85% compared to Franklin Colorado Tax-Free Income Fund Class A (FCOQX) at 0.97%. This indicates that SCD's price experiences larger fluctuations and is considered to be riskier than FCOQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCD | FCOQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 0.97% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 2.37% | +6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.75% | 3.05% | +8.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.63% | 4.23% | +15.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.31% | 4.39% | +18.92% |
Dividends
SCD vs. FCOQX - Dividend Comparison
SCD's dividend yield for the trailing twelve months is around 9.30%, more than FCOQX's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCOQX Franklin Colorado Tax-Free Income Fund Class A | 2.95% | 3.13% | 3.01% | 2.33% | 2.59% | 2.09% | 2.37% | 2.95% | 1.06% | 0.00% | 0.00% | 0.00% |
SCD LMP Capital and Income Fund Inc. | 9.30% | 9.55% | 7.88% | 8.56% | 12.96% | 10.26% | 10.21% | 7.98% | 11.61% | 8.89% | 9.33% | 9.05% |
Frequently Asked Questions
SCD and FCOQX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCD has higher volatility (2.85%) compared to FCOQX (0.97%). In terms of maximum drawdown, SCD dropped -62.40% vs FCOQX's -15.80%.
FCOQX currently has the higher Sharpe Ratio (2.37 vs 1.04), 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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