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Franklin Multi-Asset Growth Fund (SCHAX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin Multi-Asset Growth Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Franklin Multi-Asset Growth Fund (SCHAX) has returned -5.88% so far this year and 12.34% over the past 12 months. Over the last ten years, SCHAX has returned 8.42% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Franklin Multi-Asset Growth Fund

1D
-0.29%
1M
-8.01%
YTD
-5.88%
6M
-3.58%
1Y
12.34%
3Y*
12.45%
5Y*
7.03%
10Y*
8.42%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 1997, SCHAX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 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%-8.01%-5.88%
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 -0.26%, beta of 0.80, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since January 03, 1997.

  • This fund participated in 97.92% of S&P 500 Index downside but only 89.95% of its upside — more exposed to losses than it benefited from rallies.

Alpha
-0.26%
Beta
0.80
0.85
Upside Capture
89.95%
Downside Capture
97.92%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SCHAX ranks 36 for risk / return — below 36% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SCHAX Risk / Return Rank: 3636
Overall Rank
SCHAX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
SCHAX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SCHAX Omega Ratio Rank: 3636
Omega Ratio Rank
SCHAX Calmar Ratio Rank: 3333
Calmar Ratio Rank
SCHAX Martin Ratio Rank: 4242
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 a chosen benchmark (S&P 500 Index).


SCHAXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.90

-0.12

Sortino ratio

Return per unit of downside risk

1.20

1.39

-0.19

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

0.95

1.40

-0.45

Martin ratio

Return relative to average drawdown

4.46

6.61

-2.15

Explore SCHAX 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 Multi-Asset Growth Fund provided a 11.75% dividend yield over the last twelve months, with an annual payout of $2.01 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$2.01$2.01$1.09$0.87$1.27$1.34$0.83$0.94$0.89$1.86$0.68$1.77

Dividend yield

11.75%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
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 8.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.85%Oct 15, 2007352Mar 9, 2009978Jan 25, 20131330
-48.41%Mar 27, 2000637Oct 9, 20021035Nov 16, 20061672
-32%Jan 21, 202044Mar 23, 2020165Nov 13, 2020209
-26.84%Jul 21, 199857Oct 8, 199860Jan 5, 1999117
-25.61%Dec 31, 2021189Sep 30, 2022349Feb 22, 2024538

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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