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FCAZX vs. FKRCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCAZX vs. FKRCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Corefolio Allocation Fund (FCAZX) and Franklin Gold and Precious Metals Fund (FKRCX). The values are adjusted to include any dividend payments, if applicable.

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FCAZX vs. FKRCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FKRCX
Franklin Gold and Precious Metals Fund
-2.21%196.59%17.64%2.03%-23.47%-4.03%44.30%51.48%-18.11%-0.12%

Returns By Period

In the year-to-date period, FCAZX achieves a -8.24% return, which is significantly lower than FKRCX's -2.21% return. Over the past 10 years, FCAZX has underperformed FKRCX with an annualized return of 9.79%, while FKRCX has yielded a comparatively higher 17.20% annualized return.


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%

FKRCX

1D
-0.11%
1M
-26.98%
YTD
-2.21%
6M
20.89%
1Y
105.24%
3Y*
47.22%
5Y*
23.35%
10Y*
17.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCAZX vs. FKRCX - Expense Ratio Comparison

FCAZX has a 0.16% expense ratio, which is lower than FKRCX's 0.88% expense ratio.


Return for Risk

FCAZX vs. FKRCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FCAZX
FCAZX Risk / Return Rank: 2020
Overall Rank
FCAZX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
FCAZX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FCAZX Omega Ratio Rank: 2020
Omega Ratio Rank
FCAZX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FCAZX Martin Ratio Rank: 2222
Martin Ratio Rank

FKRCX
FKRCX Risk / Return Rank: 9494
Overall Rank
FKRCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FKRCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FKRCX Omega Ratio Rank: 8989
Omega Ratio Rank
FKRCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FKRCX Martin Ratio Rank: 9595
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.

FCAZX vs. FKRCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Corefolio Allocation Fund (FCAZX) and Franklin Gold and Precious Metals Fund (FKRCX). 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.


FCAZXFKRCXDifference

Sharpe ratio

Return per unit of total volatility

0.51

2.51

-2.00

Sortino ratio

Return per unit of downside risk

0.85

2.75

-1.89

Omega ratio

Gain probability vs. loss probability

1.12

1.39

-0.27

Calmar ratio

Return relative to maximum drawdown

0.56

3.41

-2.85

Martin ratio

Return relative to average drawdown

2.29

12.86

-10.57

FCAZX vs. FKRCX - Sharpe Ratio Comparison

The current FCAZX Sharpe Ratio is 0.51, which is lower than the FKRCX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of FCAZX and FKRCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCAZXFKRCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

2.51

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.71

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.53

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.19

+0.39

Correlation

The correlation between FCAZX and FKRCX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCAZX vs. FKRCX - Dividend Comparison

FCAZX's dividend yield for the trailing twelve months is around 8.19%, less than FKRCX's 10.99% yield.


TTM20252024202320222021202020192018201720162015
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%
FKRCX
Franklin Gold and Precious Metals Fund
10.99%10.75%13.44%3.12%0.00%9.37%10.55%0.00%0.00%0.37%8.73%0.00%

Drawdowns

FCAZX vs. FKRCX - Drawdown Comparison

The maximum FCAZX drawdown since its inception was -32.73%, smaller than the maximum FKRCX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for FCAZX and FKRCX.


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Drawdown Indicators


FCAZXFKRCXDifference

Max Drawdown

Largest peak-to-trough decline

-32.73%

-78.85%

+46.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-31.15%

+19.30%

Max Drawdown (5Y)

Largest decline over 5 years

-29.53%

-48.79%

+19.26%

Max Drawdown (10Y)

Largest decline over 10 years

-32.73%

-49.54%

+16.81%

Current Drawdown

Current decline from peak

-10.98%

-27.32%

+16.34%

Average Drawdown

Average peak-to-trough decline

-5.18%

-33.79%

+28.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

8.25%

-5.38%

Volatility

FCAZX vs. FKRCX - Volatility Comparison

The current volatility for Franklin Corefolio Allocation Fund (FCAZX) is 4.90%, while Franklin Gold and Precious Metals Fund (FKRCX) has a volatility of 15.80%. This indicates that FCAZX experiences smaller price fluctuations and is considered to be less risky than FKRCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCAZXFKRCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

15.80%

-10.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

34.39%

-24.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

42.42%

-25.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

33.08%

-16.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%

32.80%

-16.02%