Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Franklin Global Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Franklin Global Allocation Fund (FFAAX) has returned -3.10% so far this year and 12.56% over the past 12 months. Over the last ten years, FFAAX has returned 7.00% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Franklin Global Allocation Fund
- 1D
- -0.12%
- 1M
- -6.23%
- YTD
- -3.10%
- 6M
- -0.69%
- 1Y
- 12.56%
- 3Y*
- 11.33%
- 5Y*
- 6.92%
- 10Y*
- 7.00%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 20, 2003, FFAAX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +12.0%, while the worst month was Oct 2008 at -16.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FFAAX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +8.6%, while the worst single day was Oct 15, 2008 at -7.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.18% | 1.12% | -6.23% | -3.10% | |||||||||
| 2025 | 2.22% | 0.56% | -2.65% | 0.95% | 3.52% | 2.88% | 0.42% | 2.40% | 2.52% | 1.20% | 0.28% | 0.99% | 16.24% |
| 2024 | 1.06% | 3.29% | 2.44% | -3.57% | 3.98% | 1.83% | 1.24% | 2.00% | 1.46% | -1.93% | 2.74% | -1.85% | 13.12% |
| 2023 | 4.48% | -2.56% | 2.70% | 0.75% | -1.34% | 3.02% | 1.93% | -1.75% | -3.56% | -1.69% | 7.19% | 3.90% | 13.24% |
| 2022 | -1.92% | -2.17% | 1.59% | -4.90% | 0.72% | -6.20% | 4.20% | -3.21% | -6.63% | 3.72% | 5.97% | -2.49% | -11.61% |
| 2021 | -1.03% | 0.74% | 2.51% | 2.59% | 1.33% | 0.73% | 0.63% | 1.24% | -2.79% | 3.44% | -1.22% | 3.43% | 12.01% |
Benchmark Metrics
Franklin Global Allocation Fund has an annualized alpha of 1.25%, beta of 0.59, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since August 21, 2003.
- This fund participated in 84.53% of S&P 500 Index downside but only 76.94% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.59 indicates this fund moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.25%
- Beta
- 0.59
- R²
- 0.76
- Upside Capture
- 76.94%
- Downside Capture
- 84.53%
Expense Ratio
FFAAX has an expense ratio of 0.66%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FFAAX ranks 67 for risk / return — better than 67% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin Global Allocation Fund (FFAAX) and compare them to a chosen benchmark (S&P 500 Index).
| FFAAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.90 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.39 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.40 | +0.08 |
Martin ratioReturn relative to average drawdown | 6.91 | 6.61 | +0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FFAAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Franklin Global Allocation Fund provided a 5.28% dividend yield over the last twelve months, with an annual payout of $0.89 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.89 | $0.89 | $0.21 | $0.27 | $0.59 | $0.14 | $1.04 | $0.47 | $0.54 | $0.47 | $0.32 | $0.39 |
Dividend yield | 5.28% | 5.12% | 1.33% | 1.88% | 4.66% | 0.90% | 7.65% | 3.24% | 4.24% | 3.19% | 2.40% | 3.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin Global Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.89 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.21 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.27 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.59 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin Global Allocation Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Franklin Global Allocation Fund was 52.89%, occurring on Mar 9, 2009. Recovery took 962 trading sessions.
The current Franklin Global Allocation Fund drawdown is 6.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.89% | Jul 16, 2007 | 416 | Mar 9, 2009 | 962 | Jan 2, 2013 | 1378 |
| -30.09% | Jan 21, 2020 | 43 | Mar 20, 2020 | 197 | Dec 30, 2020 | 240 |
| -20.41% | May 22, 2015 | 183 | Feb 11, 2016 | 207 | Dec 6, 2016 | 390 |
| -18.17% | Jan 13, 2022 | 188 | Oct 12, 2022 | 319 | Jan 22, 2024 | 507 |
| -16.99% | Jan 29, 2018 | 229 | Dec 24, 2018 | 246 | Dec 16, 2019 | 475 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...