FFAAX vs. HRLYX
Compare and contrast key facts about Franklin Global Allocation Fund (FFAAX) and Hartford Real Asset Fund (HRLYX).
FFAAX is managed by Franklin Templeton. It was launched on Aug 14, 2003. HRLYX is managed by Hartford. It was launched on May 27, 2010.
Performance
FFAAX vs. HRLYX - Performance Comparison
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FFAAX vs. HRLYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFAAX Franklin Global Allocation Fund | -1.26% | 16.24% | 13.12% | 13.24% | -11.61% | 12.01% | 1.70% | 18.06% | -9.60% | 11.59% |
HRLYX Hartford Real Asset Fund | 11.62% | 21.89% | -5.41% | 7.44% | 0.72% | 21.58% | -1.13% | 12.34% | -10.11% | 9.57% |
Returns By Period
In the year-to-date period, FFAAX achieves a -1.26% return, which is significantly lower than HRLYX's 11.62% return. Over the past 10 years, FFAAX has underperformed HRLYX with an annualized return of 7.20%, while HRLYX has yielded a comparatively higher 7.85% annualized return.
FFAAX
- 1D
- 1.90%
- 1M
- -4.02%
- YTD
- -1.26%
- 6M
- 0.96%
- 1Y
- 14.40%
- 3Y*
- 12.03%
- 5Y*
- 7.16%
- 10Y*
- 7.20%
HRLYX
- 1D
- 0.84%
- 1M
- 0.56%
- YTD
- 11.62%
- 6M
- 15.18%
- 1Y
- 25.10%
- 3Y*
- 10.33%
- 5Y*
- 9.29%
- 10Y*
- 7.85%
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FFAAX vs. HRLYX - Expense Ratio Comparison
FFAAX has a 0.66% expense ratio, which is lower than HRLYX's 0.90% expense ratio.
Return for Risk
FFAAX vs. HRLYX — Risk / Return Rank
FFAAX
HRLYX
FFAAX vs. HRLYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Global Allocation Fund (FFAAX) and Hartford Real Asset Fund (HRLYX). 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.
| FFAAX | HRLYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 2.80 | -1.44 |
Sortino ratioReturn per unit of downside risk | 2.01 | 3.65 | -1.64 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.61 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 3.42 | -1.51 |
Martin ratioReturn relative to average drawdown | 8.77 | 21.19 | -12.42 |
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
| FFAAX | HRLYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 2.80 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.86 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.61 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.28 | +0.23 |
Correlation
The correlation between FFAAX and HRLYX is 0.76, 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
FFAAX vs. HRLYX - Dividend Comparison
FFAAX's dividend yield for the trailing twelve months is around 5.18%, more than HRLYX's 3.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFAAX Franklin Global Allocation Fund | 5.18% | 5.12% | 1.33% | 1.88% | 4.66% | 0.90% | 7.65% | 3.24% | 4.24% | 3.19% | 2.40% | 3.22% |
HRLYX Hartford Real Asset Fund | 3.54% | 3.95% | 0.00% | 4.36% | 4.79% | 19.52% | 3.10% | 3.11% | 2.49% | 3.62% | 0.76% | 1.33% |
Drawdowns
FFAAX vs. HRLYX - Drawdown Comparison
The maximum FFAAX drawdown since its inception was -52.89%, which is greater than HRLYX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for FFAAX and HRLYX.
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Drawdown Indicators
| FFAAX | HRLYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.89% | -45.58% | -7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -7.49% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.17% | -16.86% | -1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -30.09% | -36.82% | +6.73% |
Current DrawdownCurrent decline from peak | -4.87% | 0.00% | -4.87% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -14.53% | +7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.21% | +0.48% |
Volatility
FFAAX vs. HRLYX - Volatility Comparison
Franklin Global Allocation Fund (FFAAX) has a higher volatility of 4.12% compared to Hartford Real Asset Fund (HRLYX) at 3.01%. This indicates that FFAAX's price experiences larger fluctuations and is considered to be riskier than HRLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFAAX | HRLYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 3.01% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.71% | 5.51% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.85% | 9.12% | +1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.97% | 10.90% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.48% | 12.84% | -1.36% |