SCD vs. FRDAX
SCD (LMP Capital and Income Fund Inc.) and FRDAX (Franklin Rising Dividends Fund Advisor Class) are both mutual funds - SCD is a Diversified Portfolio fund managed by Franklin, while FRDAX is a Dividend fund actively managed by Franklin. Over the past 10 years, SCD returned 12.42%/yr vs 11.70%/yr for FRDAX. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
Performance
SCD vs. FRDAX - 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 FRDAX's 8.39% return. Over the past 10 years, SCD has outperformed FRDAX with an annualized return of 12.42%, while FRDAX has yielded a comparatively lower 11.70% annualized 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%
FRDAX
- 1D
- 1.02%
- 1M
- 1.72%
- 6M
- 7.35%
- YTD
- 8.39%
- 1Y
- 13.86%
- 3Y*
- 11.48%
- 5Y*
- 8.03%
- 10Y*
- 11.70%
- ALL TIME*
- 9.63%
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. FRDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCD LMP Capital and Income Fund Inc. | 10.42% | -3.80% | 33.95% | 28.09% | -10.04% | 46.29% | -14.89% | 59.16% | -15.56% | 14.59% |
FRDAX Franklin Rising Dividends Fund Advisor Class | 8.39% | 12.24% | 11.20% | 12.37% | -10.45% | 26.93% | 16.58% | 30.16% | -5.04% | 20.09% |
Correlation
The correlation between SCD and FRDAX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2005 | 0.64 |
The correlation between SCD and FRDAX has been stable across timeframes, ranging from 0.55 to 0.65 - a consistent structural relationship.
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Return for Risk
SCD vs. FRDAX — Risk / Return Rank
SCD
FRDAX
SCD vs. FRDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LMP Capital and Income Fund Inc. (SCD) and Franklin Rising Dividends Fund Advisor Class (FRDAX). 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 | FRDAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.70 | -0.52 |
| Martin ratioReturn relative to average drawdown | 3.31 | 6.61 | -3.30 |
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Drawdowns
SCD vs. FRDAX - Drawdown Comparison
The maximum SCD drawdown since its inception was -62.40%, which is greater than FRDAX's maximum drawdown of -51.38%. Use the drawdown chart below to compare losses from any high point for SCD and FRDAX.
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Drawdown Indicators
| SCD | FRDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.40% | -51.38% | -11.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -7.09% | -3.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.81% | -18.28% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -20.93% | -2.48% |
Max Drawdown (10Y)Largest decline over 10 years | -60.76% | -34.87% | -25.89% |
Current DrawdownCurrent decline from peak | -0.63% | -0.23% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -9.99% | -6.41% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 1.82% | +1.85% |
Volatility
SCD vs. FRDAX - Volatility Comparison
LMP Capital and Income Fund Inc. (SCD) and Franklin Rising Dividends Fund Advisor Class (FRDAX) have volatilities of 2.85% and 2.81%, 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.
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Volatility by Period
| SCD | FRDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.81% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 7.77% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.75% | 10.35% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.63% | 15.35% | +4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.31% | 17.11% | +6.20% |
Dividends
SCD vs. FRDAX - Dividend Comparison
SCD's dividend yield for the trailing twelve months is around 9.30%, less than FRDAX's 9.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRDAX Franklin Rising Dividends Fund Advisor Class | 9.70% | 10.53% | 10.44% | 4.85% | 5.23% | 4.65% | 1.04% | 3.25% | 5.49% | 3.23% | 3.27% | 5.58% |
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 FRDAX have a correlation of 0.58, 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 FRDAX (2.81%). In terms of maximum drawdown, SCD dropped -62.40% vs FRDAX's -51.38%.
FRDAX currently has the higher Sharpe Ratio (1.17 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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