Franklin Low Duration Total Return Fund

Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 11/17/2004
Fund without Sales Charge (%) (NAV) 4.21 2.31 1.78 2.24 2.94
Fund with Sales Charge (%) (POP) 4.21 2.31 1.78 2.24 2.94
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.58 2.09 1.57 1.46 2.44
Quarter EndAs of 09/30/2019 1 Yr 3 Yr 5 Yr 10 Yr Since InceptionInception 11/17/2004
Fund without Sales Charge (%) (NAV) 3.84 2.22 1.79 2.32 2.96
Fund with Sales Charge (%) (POP) 3.84 2.22 1.79 2.32 2.96
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 4.64 1.82 1.59 1.52 2.45

After-Tax Average Annual Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.78 1.07 0.64 1.14
Fund without Sales Charge (%) (NAV) After Shares Sold 2.48 1.22 0.85 1.26
Fund with Sales Charge (%) (POP) Before Shares Sold 2.78 1.07 0.64 1.14
Fund with Sales Charge (%) (POP) After Shares Sold 2.48 1.22 0.85 1.26
Quarter EndAs of 09/30/2019 1 YR 3 YR 5 YR 10 YR
Fund without Sales Charge (%) (NAV) Before Shares Sold 2.38 0.97 0.67 1.21
Fund without Sales Charge (%) (NAV) After Shares Sold 2.26 1.15 0.87 1.32
Fund with Sales Charge (%) (POP) Before Shares Sold 2.38 0.97 0.67 1.21
Fund with Sales Charge (%) (POP) After Shares Sold 2.26 1.15 0.87 1.32

Calendar Year Returns

2018 2017 2016 2015 2014 2013 2012 2011 2010 2009
Fund without Sales Charge (%) (NAV) 0.85 1.52 2.83 -0.29 1.24 1.44 4.39 0.82 5.15 8.59
Fund with Sales Charge (%) (POP) 0.85 1.52 2.83 -0.29 1.24 1.44 4.39 0.82 5.15 8.59
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 1.60 0.84 1.28 0.65 0.77 0.65 1.26 1.59 2.80 3.83

Cumulative Total Returns [further-information] As of 11/30/2019

Month EndAs of 11/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 11/17/2004
Fund without Sales Charge (%) (NAV) 0.39 4.22 4.21 7.08 9.25 24.86 54.61
Fund with Sales Charge (%) (POP) 0.39 4.22 4.21 7.08 9.25 24.86 54.61
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 0.29 3.78 4.58 6.39 8.11 15.58 43.72
Quarter EndAs of 09/30/2019 3 Month YTD 1 Yr 3 Yr 5 Yr 10 Yr Since Inception since 11/17/2004
Fund without Sales Charge (%) (NAV) 0.55 4.00 3.84 6.79 9.28 25.77 54.29
Fund with Sales Charge (%) (POP) 0.55 4.00 3.84 6.79 9.28 25.77 54.29
Bloomberg Barclays US Government & Credit (1-3 Year) Index (%) 0.69 3.42 4.64 5.55 8.20 16.30 43.22

MODERN PORTFOLIO THEORY (MPT) STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Standard Deviation (Fund) 0.85 1.01 1.41
Standard Deviation (Bloomberg Barclays US Government & Credit (1-3 Year) Index) 0.92 0.91 0.82
Sharpe Ratio 0.84 0.77 1.21
Information Ratio 0.25 0.21 0.61
Tracking Error 0.89 1.02 1.30

ADDITIONAL RISK STATISTICSAs of 11/30/2019 (updated monthly)

3 YR 5 YR 10 YR
Beta Bull 0.21 0.19 0.60
Beta Bear 0.36 0.60 0.24
Bull Bear Capture Ratio -4.61 9.91 3.81
Gains/Losses 11.69 3.77 3.44

SALES CHARGE, EXPENSES & FEES As of 03/01/2019 (updated annually)

Gross Expense Ratio 0.72%
Net Expense Ratio [further-information] 0.47%
Max Initial Sales Charge 0.00%
CDSC

Volatility Measures [further-information] As of 11/30/2019 Updated Monthly, based on a 3-year period

Sharpe Ratio 0.84
Standard Deviation 0.85

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