FCAZX vs. EMO
Compare and contrast key facts about Franklin Corefolio Allocation Fund (FCAZX) and ClearBridge Energy Midstream Opportunity Fund (EMO).
FCAZX is managed by Franklin Templeton. It was launched on Aug 14, 2003. EMO is an actively managed fund by Franklin Templeton. It was launched on Jun 10, 2011.
Performance
FCAZX vs. EMO - Performance Comparison
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FCAZX vs. EMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCAZX Franklin Corefolio Allocation Fund | -8.24% | 14.61% | 16.27% | 25.65% | -20.52% | 16.05% | 18.51% | 26.08% | -6.87% | 19.10% |
EMO ClearBridge Energy Midstream Opportunity Fund | 20.88% | 7.38% | 44.45% | 31.76% | 40.13% | 74.70% | -64.47% | 19.60% | -25.73% | 0.07% |
Returns By Period
In the year-to-date period, FCAZX achieves a -8.24% return, which is significantly lower than EMO's 20.88% return. Both investments have delivered pretty close results over the past 10 years, with FCAZX having a 9.79% annualized return and EMO not far behind at 9.52%.
FCAZX
- 1D
- -0.35%
- 1M
- -9.48%
- YTD
- -8.24%
- 6M
- -6.62%
- 1Y
- 8.58%
- 3Y*
- 12.61%
- 5Y*
- 6.48%
- 10Y*
- 9.79%
EMO
- 1D
- -0.92%
- 1M
- 2.78%
- YTD
- 20.88%
- 6M
- 23.15%
- 1Y
- 19.30%
- 3Y*
- 34.99%
- 5Y*
- 33.19%
- 10Y*
- 9.52%
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FCAZX vs. EMO - Expense Ratio Comparison
FCAZX has a 0.16% expense ratio, which is lower than EMO's 13.90% expense ratio.
Return for Risk
FCAZX vs. EMO — Risk / Return Rank
FCAZX
EMO
FCAZX vs. EMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Corefolio Allocation Fund (FCAZX) and ClearBridge Energy Midstream Opportunity Fund (EMO). 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.
| FCAZX | EMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.91 | -0.40 |
Sortino ratioReturn per unit of downside risk | 0.85 | 1.28 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.07 | -0.51 |
Martin ratioReturn relative to average drawdown | 2.29 | 3.23 | -0.94 |
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
| FCAZX | EMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.91 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 1.25 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.23 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.12 | +0.46 |
Correlation
The correlation between FCAZX and EMO is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FCAZX vs. EMO - Dividend Comparison
FCAZX's dividend yield for the trailing twelve months is around 8.19%, which matches EMO's 8.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCAZX Franklin Corefolio Allocation Fund | 8.19% | 7.51% | 7.25% | 4.44% | 8.39% | 3.94% | 7.30% | 8.49% | 6.14% | 3.09% | 4.63% | 5.17% |
EMO ClearBridge Energy Midstream Opportunity Fund | 8.11% | 9.41% | 7.16% | 6.79% | 6.71% | 6.71% | 15.82% | 10.94% | 16.39% | 10.85% | 9.76% | 11.88% |
Drawdowns
FCAZX vs. EMO - Drawdown Comparison
The maximum FCAZX drawdown since its inception was -32.73%, smaller than the maximum EMO drawdown of -95.06%. Use the drawdown chart below to compare losses from any high point for FCAZX and EMO.
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Drawdown Indicators
| FCAZX | EMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.73% | -95.06% | +62.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.85% | -18.81% | +6.96% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -28.59% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -32.73% | -93.02% | +60.29% |
Current DrawdownCurrent decline from peak | -10.98% | -2.55% | -8.43% |
Average DrawdownAverage peak-to-trough decline | -5.18% | -32.27% | +27.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 6.22% | -3.35% |
Volatility
FCAZX vs. EMO - Volatility Comparison
Franklin Corefolio Allocation Fund (FCAZX) has a higher volatility of 4.90% compared to ClearBridge Energy Midstream Opportunity Fund (EMO) at 4.63%. This indicates that FCAZX's price experiences larger fluctuations and is considered to be riskier than EMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCAZX | EMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.63% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 11.12% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.21% | 21.39% | -4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 26.78% | -10.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 41.41% | -24.63% |