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ISIN
US52467P7621
CUSIP
52467P762
Inception Date
Feb 4, 1996
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

SCHAX Performance Chart

Franklin Multi-Asset Growth Fund (SCHAX) is up 10.4% since the beginning of the year. SCHAX is currently trading at $19 per share. Investors who bought $1,000 worth of SCHAX shares 5 years ago would now be looking at an investment worth $1,590.


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S&P 500 Index

Returns By Period

Franklin Multi-Asset Growth Fund (SCHAX) has returned 10.40% so far this year and 24.52% over the past 12 months. Over the last ten years, SCHAX has returned 10.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Franklin Multi-Asset Growth Fund

1D
1.07%
1M
1.89%
YTD
10.40%
6M
9.97%
1Y
24.52%
3Y*
16.75%
5Y*
9.72%
10Y*
10.09%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHAX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 1997, SCHAX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +10.9%, while the worst month was Oct 2008 at -17.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SCHAX closed higher 52% of trading days. The best single day was Dec 27, 2000 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -9.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.20%0.11%-5.48%8.75%4.91%0.06%10.40%
20253.44%-1.22%-4.60%-0.12%5.47%4.02%0.91%2.15%3.15%1.88%-0.21%0.77%16.36%
20241.13%4.16%3.16%-4.05%4.10%1.46%2.03%2.33%1.44%-1.37%5.05%-3.51%16.62%
20235.99%-2.96%2.30%0.93%-1.25%5.50%2.74%-2.23%-4.16%-2.51%7.65%4.77%17.14%
2022-2.91%-2.37%0.69%-5.80%0.92%-7.73%6.62%-3.56%-8.69%6.97%6.45%-3.95%-14.05%
20210.36%3.22%3.46%3.51%1.99%0.22%-0.05%1.56%-3.12%3.98%-2.99%4.07%17.06%

Benchmark Metrics

Franklin Multi-Asset Growth Fund has an annualized alpha of -0.16%, beta of 0.80, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 02, 1997.

  • This fund participated in 97.76% of S&P 500 Index downside but only 89.93% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.16%
Beta
0.80
0.85
Upside Capture
89.93%
Downside Capture
97.76%

Expense Ratio

SCHAX has an expense ratio of 0.43%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SCHAX ranks 56 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SCHAX Risk / Return Rank: 5656
Overall Rank
SCHAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHAX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCHAX Omega Ratio Rank: 5151
Omega Ratio Rank
SCHAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
SCHAX Martin Ratio Rank: 6767
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Franklin Multi-Asset Growth Fund (SCHAX) and compare them to S&P 500 Index.

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.


SCHAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

2.80

2.78

+0.02

Martin ratioReturn relative to average drawdown

12.25

12.44

-0.19

Dividends

Dividend History

Franklin Multi-Asset Growth Fund provided a 11.43% dividend yield over the last twelve months, with an annual payout of $2.15 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.15$2.01$1.09$0.87$1.27$1.34$0.83$0.94$0.89$1.86$0.68$1.77

Dividend yield

11.43%11.06%6.23%5.47%8.83%7.37%4.95%5.78%6.27%11.21%4.27%11.46%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin Multi-Asset Growth Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$1.24$1.24
2025$0.00$0.00$0.00$0.00$0.00$1.10$0.00$0.00$0.00$0.00$0.00$0.91$2.01
2024$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.81$1.09
2023$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.30$0.87
2022$0.00$0.00$0.00$0.00$0.00$1.04$0.00$0.00$0.00$0.00$0.00$0.23$1.27
2021$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.00$0.00$1.01$1.34

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin Multi-Asset Growth 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 Multi-Asset Growth Fund was 54.85%, occurring on Mar 9, 2009. Recovery took 978 trading sessions.

The current Franklin Multi-Asset Growth Fund drawdown is 0.68%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-54.85%Mar 2009
1y 4mo3y 10mo
5y 3moOct 2007 - Jan 2013
Dot-com crash2000–2002
-48.41%Oct 2002
2y 6mo4y 1mo
6y 7moMar 2000 - Nov 2006
COVID crash2020
-32.00%Mar 2020
2mo 2d7mo 25d
9mo 27dJan 2020 - Nov 2020
1998 bear market1998
-26.84%Oct 1998
2mo 19d2mo 29d
5mo 18dJul 1998 - Jan 1999
Bear market2022
-25.61%Sep 2022
9mo 3d1y 4mo
2y 1moDec 2021 - Feb 2024

Drawdown Indicators


SCHAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-54.85%

-56.78%

+1.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.69%

-9.10%

+0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-16.78%

-18.90%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-25.43%

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-32.00%

-33.92%

+1.92%

Current Drawdown

Current decline from peak

-0.68%

-1.80%

+1.12%

Average Drawdown

Average peak-to-trough decline

-10.98%

-10.71%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.03%

-0.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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