FFAAX vs. WMRIX
Compare and contrast key facts about Franklin Global Allocation Fund (FFAAX) and Wilmington Real Asset Fund (WMRIX).
FFAAX is managed by Franklin Templeton. It was launched on Aug 14, 2003. WMRIX is managed by Wilmington Funds. It was launched on Jun 30, 2003.
Performance
FFAAX vs. WMRIX - Performance Comparison
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FFAAX vs. WMRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFAAX Franklin Global Allocation Fund | -3.10% | 16.24% | 13.12% | 13.24% | -11.61% | 12.01% | 1.70% | 18.06% | -9.60% | 11.59% |
WMRIX Wilmington Real Asset Fund | 10.27% | 12.79% | 2.57% | 1.12% | -8.03% | 21.49% | -2.19% | 16.85% | -7.21% | 11.81% |
Returns By Period
In the year-to-date period, FFAAX achieves a -3.10% return, which is significantly lower than WMRIX's 10.27% return. Over the past 10 years, FFAAX has outperformed WMRIX with an annualized return of 7.00%, while WMRIX has yielded a comparatively lower 5.44% annualized return.
FFAAX
- 1D
- -0.12%
- 1M
- -6.23%
- YTD
- -3.10%
- 6M
- -0.69%
- 1Y
- 12.56%
- 3Y*
- 11.33%
- 5Y*
- 6.92%
- 10Y*
- 7.00%
WMRIX
- 1D
- 0.19%
- 1M
- -1.54%
- YTD
- 10.27%
- 6M
- 12.47%
- 1Y
- 17.95%
- 3Y*
- 9.54%
- 5Y*
- 6.81%
- 10Y*
- 5.44%
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FFAAX vs. WMRIX - Expense Ratio Comparison
FFAAX has a 0.66% expense ratio, which is higher than WMRIX's 0.64% expense ratio.
Return for Risk
FFAAX vs. WMRIX — Risk / Return Rank
FFAAX
WMRIX
FFAAX vs. WMRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Global Allocation Fund (FFAAX) and Wilmington Real Asset Fund (WMRIX). 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 | WMRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.63 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.76 | 2.12 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.86 | -0.38 |
Martin ratioReturn relative to average drawdown | 6.91 | 10.31 | -3.41 |
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 | WMRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.63 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.59 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.44 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.54 | -0.03 |
Correlation
The correlation between FFAAX and WMRIX is 0.62, 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
FFAAX vs. WMRIX - Dividend Comparison
FFAAX's dividend yield for the trailing twelve months is around 5.28%, less than WMRIX's 6.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFAAX Franklin Global Allocation Fund | 5.28% | 5.12% | 1.33% | 1.88% | 4.66% | 0.90% | 7.65% | 3.24% | 4.24% | 3.19% | 2.40% | 3.22% |
WMRIX Wilmington Real Asset Fund | 6.49% | 7.15% | 1.02% | 3.51% | 6.07% | 9.29% | 1.99% | 3.03% | 2.84% | 2.73% | 0.00% | 5.31% |
Drawdowns
FFAAX vs. WMRIX - Drawdown Comparison
The maximum FFAAX drawdown since its inception was -52.89%, which is greater than WMRIX's maximum drawdown of -37.84%. Use the drawdown chart below to compare losses from any high point for FFAAX and WMRIX.
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Drawdown Indicators
| FFAAX | WMRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.89% | -37.84% | -15.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.75% | -9.91% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -18.17% | -22.03% | +3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -30.09% | -31.27% | +1.18% |
Current DrawdownCurrent decline from peak | -6.64% | -2.56% | -4.08% |
Average DrawdownAverage peak-to-trough decline | -7.18% | -7.22% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.79% | -0.13% |
Volatility
FFAAX vs. WMRIX - Volatility Comparison
Franklin Global Allocation Fund (FFAAX) has a higher volatility of 3.50% compared to Wilmington Real Asset Fund (WMRIX) at 2.82%. This indicates that FFAAX's price experiences larger fluctuations and is considered to be riskier than WMRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFAAX | WMRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 2.82% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 6.44% | 7.04% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 11.38% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.94% | 11.54% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.47% | 12.48% | -1.01% |