CCLAX vs. FTCIX
Compare and contrast key facts about Calvert Conservative Allocation Fund (CCLAX) and Franklin Conservative Allocation Fund (FTCIX).
CCLAX is managed by Calvert Research and Management. It was launched on Apr 28, 2005. FTCIX is managed by Franklin Templeton. It was launched on Dec 30, 1996.
Performance
CCLAX vs. FTCIX - Performance Comparison
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CCLAX vs. FTCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCLAX Calvert Conservative Allocation Fund | -2.81% | 10.23% | 6.39% | 10.07% | -14.32% | 7.73% | 12.18% | 15.62% | -2.96% | 8.28% |
FTCIX Franklin Conservative Allocation Fund | -2.51% | 12.17% | 8.05% | 11.38% | -15.20% | 8.18% | 22.41% | 13.24% | -3.44% | 9.81% |
Returns By Period
In the year-to-date period, CCLAX achieves a -2.81% return, which is significantly lower than FTCIX's -2.51% return. Over the past 10 years, CCLAX has underperformed FTCIX with an annualized return of 5.07%, while FTCIX has yielded a comparatively higher 6.34% annualized return.
CCLAX
- 1D
- 0.22%
- 1M
- -4.77%
- YTD
- -2.81%
- 6M
- -1.06%
- 1Y
- 6.13%
- 3Y*
- 6.37%
- 5Y*
- 2.74%
- 10Y*
- 5.07%
FTCIX
- 1D
- 0.14%
- 1M
- -4.90%
- YTD
- -2.51%
- 6M
- -0.70%
- 1Y
- 8.66%
- 3Y*
- 8.07%
- 5Y*
- 3.72%
- 10Y*
- 6.34%
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CCLAX vs. FTCIX - Expense Ratio Comparison
CCLAX has a 0.41% expense ratio, which is lower than FTCIX's 0.63% expense ratio.
Return for Risk
CCLAX vs. FTCIX — Risk / Return Rank
CCLAX
FTCIX
CCLAX vs. FTCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Conservative Allocation Fund (CCLAX) and Franklin Conservative Allocation Fund (FTCIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CCLAX | FTCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.13 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.65 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.42 | -0.24 |
Martin ratioReturn relative to average drawdown | 4.75 | 6.37 | -1.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCLAX | FTCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.13 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.41 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.70 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.72 | +0.07 |
Correlation
The correlation between CCLAX and FTCIX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CCLAX vs. FTCIX - Dividend Comparison
CCLAX's dividend yield for the trailing twelve months is around 3.37%, less than FTCIX's 5.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCLAX Calvert Conservative Allocation Fund | 3.37% | 3.31% | 3.37% | 3.24% | 2.22% | 5.37% | 4.16% | 4.14% | 4.83% | 2.22% | 3.52% | 5.82% |
FTCIX Franklin Conservative Allocation Fund | 5.47% | 5.99% | 2.52% | 2.40% | 3.73% | 8.58% | 13.27% | 7.14% | 7.71% | 1.51% | 1.76% | 4.93% |
Drawdowns
CCLAX vs. FTCIX - Drawdown Comparison
The maximum CCLAX drawdown since its inception was -23.98%, roughly equal to the maximum FTCIX drawdown of -25.18%. Use the drawdown chart below to compare losses from any high point for CCLAX and FTCIX.
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Drawdown Indicators
| CCLAX | FTCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.98% | -25.18% | +1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -5.03% | -5.86% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -18.86% | -25.18% | +6.32% |
Max Drawdown (10Y)Largest decline over 10 years | -18.86% | -25.18% | +6.32% |
Current DrawdownCurrent decline from peak | -4.82% | -5.09% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -4.33% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.31% | -0.06% |
Volatility
CCLAX vs. FTCIX - Volatility Comparison
The current volatility for Calvert Conservative Allocation Fund (CCLAX) is 2.48%, while Franklin Conservative Allocation Fund (FTCIX) has a volatility of 2.71%. This indicates that CCLAX experiences smaller price fluctuations and is considered to be less risky than FTCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCLAX | FTCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 2.71% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 3.95% | 4.55% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.63% | 7.92% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.02% | 9.11% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.69% | 9.03% | -2.34% |