Franklin Low Duration Total Return Fund

Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 11/17/2004
Fund without Sales Charge (%) (NAV) 0.59 1.74 1.65 1.98 2.82
Fund with Sales Charge (%) (POP) 0.59 1.74 1.65 1.98 2.82
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.20 2.87 2.11 1.63 2.55
Quarter EndAs of 06/30/2020 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 11/17/2004
Fund without Sales Charge (%) (NAV) 0.59 1.74 1.65 1.98 2.82
Fund with Sales Charge (%) (POP) 0.59 1.74 1.65 1.98 2.82
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.20 2.87 2.11 1.63 2.55

After-Tax Average Annual Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -0.75 0.45 0.49 0.87
Fund without Sales Charge (%) (NAV) After Shares Sold 0.34 0.78 0.75 1.05
Fund with Sales Charge (%) (POP) Before Shares Sold -0.75 0.45 0.49 0.87
Fund with Sales Charge (%) (POP) After Shares Sold 0.34 0.78 0.75 1.05
Quarter EndAs of 06/30/2020 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold -0.75 0.45 0.49 0.87
Fund without Sales Charge (%) (NAV) After Shares Sold 0.34 0.78 0.75 1.05
Fund with Sales Charge (%) (POP) Before Shares Sold -0.75 0.45 0.49 0.87
Fund with Sales Charge (%) (POP) After Shares Sold 0.34 0.78 0.75 1.05

Calendar Year Returns

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010
Fund without Sales Charge (%) (NAV) 4.73 0.85 1.52 2.83 -0.29 1.24 1.44 4.39 0.82 5.15
Fund with Sales Charge (%) (POP) 4.73 0.85 1.52 2.83 -0.29 1.24 1.44 4.39 0.82 5.15
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.03 1.60 0.84 1.28 0.65 0.77 0.65 1.26 1.59 2.80

Cumulative Total Returns [further-information] As of 06/30/2020

Month EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 11/17/2004
Fund without Sales Charge (%) (NAV) 6.09 -0.65 0.59 5.31 8.51 21.61 54.35
Fund with Sales Charge (%) (POP) 6.09 -0.65 0.59 5.31 8.51 21.61 54.35
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 1.17 2.88 4.20 8.87 10.99 17.60 48.22
Quarter EndAs of 06/30/2020 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 11/17/2004
Fund without Sales Charge (%) (NAV) 6.09 -0.65 0.59 5.31 8.51 21.61 54.35
Fund with Sales Charge (%) (POP) 6.09 -0.65 0.59 5.31 8.51 21.61 54.35
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 1.17 2.88 4.20 8.87 10.99 17.60 48.22

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 4.68 3.70 2.86
Standard Deviation (Bloomberg Barclays US Government & Credit (1-3 Year) Index) 1.02 0.96 0.81
Sharpe Ratio 0.02 0.14 0.49
Information Ratio -0.24 -0.12 0.12
Tracking Error 4.69 3.71 2.80

ADDITIONAL RISK STATISTICSAs of 06/30/2020 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.82 0.60 0.75
Beta Bear 0.61 0.83 0.89
Bull Bear Capture Ratio -1.58 144.40 1.69
% of Positive Months 72.22 68.33 74.17
Gains/Losses 1.72 1.87 2.30
Maximum Drawdown
7.09 7.09 7.09

SALES CHARGE, EXPENSES & FEES As of 03/01/2020 (updated annually)

Gross Expense Ratio 0.71%
Net Expense Ratio [further-information] 0.46%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 06/30/2020 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.02
Standard Deviation 4.68

Benchmarks

A benchmark is a comparable broad-based index that can be used to evaluate a fund's performance.

  • Bloomberg Barclays US Government & Credit (1-3 Year) Index