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SHAPX vs. FRHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHAPX vs. FRHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Appreciation Fund (SHAPX) and Franklin High Yield Tax Free Income Fund (FRHIX). The values are adjusted to include any dividend payments, if applicable.

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SHAPX vs. FRHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHAPX
ClearBridge Appreciation Fund
-6.24%14.32%22.37%19.50%-12.56%23.52%14.53%29.84%-2.19%18.31%
FRHIX
Franklin High Yield Tax Free Income Fund
-0.52%5.33%7.28%6.01%-13.96%4.89%5.87%8.35%1.96%3.40%

Returns By Period

In the year-to-date period, SHAPX achieves a -6.24% return, which is significantly lower than FRHIX's -0.52% return. Over the past 10 years, SHAPX has outperformed FRHIX with an annualized return of 11.99%, while FRHIX has yielded a comparatively lower 2.57% annualized return.


SHAPX

1D
-0.06%
1M
-7.91%
YTD
-6.24%
6M
-5.30%
1Y
10.69%
3Y*
14.58%
5Y*
10.06%
10Y*
11.99%

FRHIX

1D
0.23%
1M
-2.99%
YTD
-0.52%
6M
1.36%
1Y
4.02%
3Y*
5.24%
5Y*
1.34%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHAPX vs. FRHIX - Expense Ratio Comparison

SHAPX has a 0.93% expense ratio, which is higher than FRHIX's 0.65% expense ratio.


Return for Risk

SHAPX vs. FRHIX — Risk / Return Rank

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

SHAPX
SHAPX Risk / Return Rank: 3535
Overall Rank
SHAPX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SHAPX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SHAPX Omega Ratio Rank: 3737
Omega Ratio Rank
SHAPX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SHAPX Martin Ratio Rank: 4040
Martin Ratio Rank

FRHIX
FRHIX Risk / Return Rank: 3333
Overall Rank
FRHIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FRHIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FRHIX Omega Ratio Rank: 5151
Omega Ratio Rank
FRHIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FRHIX Martin Ratio Rank: 2424
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.

SHAPX vs. FRHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Appreciation Fund (SHAPX) and Franklin High Yield Tax Free Income Fund (FRHIX). 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.


SHAPXFRHIXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.77

-0.05

Sortino ratio

Return per unit of downside risk

1.13

1.05

+0.09

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

0.89

0.83

+0.06

Martin ratio

Return relative to average drawdown

4.11

2.64

+1.47

SHAPX vs. FRHIX - Sharpe Ratio Comparison

The current SHAPX Sharpe Ratio is 0.72, which is comparable to the FRHIX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SHAPX and FRHIX, 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


SHAPXFRHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.77

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.26

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.56

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

1.26

-0.48

Correlation

The correlation between SHAPX and FRHIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SHAPX vs. FRHIX - Dividend Comparison

SHAPX's dividend yield for the trailing twelve months is around 15.01%, more than FRHIX's 4.71% yield.


TTM20252024202320222021202020192018201720162015
SHAPX
ClearBridge Appreciation Fund
15.01%14.08%9.00%4.17%8.85%6.54%4.13%7.09%6.71%5.10%3.29%4.76%
FRHIX
Franklin High Yield Tax Free Income Fund
4.71%5.79%5.32%4.16%4.27%3.61%3.83%4.99%4.46%4.06%4.42%4.27%

Drawdowns

SHAPX vs. FRHIX - Drawdown Comparison

The maximum SHAPX drawdown since its inception was -46.19%, which is greater than FRHIX's maximum drawdown of -21.54%. Use the drawdown chart below to compare losses from any high point for SHAPX and FRHIX.


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Drawdown Indicators


SHAPXFRHIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.19%

-21.54%

-24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-6.03%

-4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-20.53%

-19.01%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-32.21%

-19.01%

-13.20%

Current Drawdown

Current decline from peak

-8.74%

-2.99%

-5.75%

Average Drawdown

Average peak-to-trough decline

-4.79%

-2.27%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

1.90%

+0.39%

Volatility

SHAPX vs. FRHIX - Volatility Comparison

ClearBridge Appreciation Fund (SHAPX) has a higher volatility of 3.74% compared to Franklin High Yield Tax Free Income Fund (FRHIX) at 1.25%. This indicates that SHAPX's price experiences larger fluctuations and is considered to be riskier than FRHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHAPXFRHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

1.25%

+2.49%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

2.10%

+5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

6.09%

+9.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

5.10%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

4.64%

+12.06%