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FFACX vs. FCOQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFACX vs. FCOQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Global Allocation Fund Class C (FFACX) and Franklin Colorado Tax-Free Income Fund Class A (FCOQX). The values are adjusted to include any dividend payments, if applicable.

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FFACX vs. FCOQX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FFACX
Franklin Global Allocation Fund Class C
-1.53%15.09%12.06%11.99%-12.43%10.89%0.71%16.90%-10.31%
FCOQX
Franklin Colorado Tax-Free Income Fund Class A
-0.45%3.34%2.47%5.62%-10.97%1.52%4.72%6.41%0.98%

Returns By Period

In the year-to-date period, FFACX achieves a -1.53% return, which is significantly lower than FCOQX's -0.45% return.


FFACX

1D
1.89%
1M
-4.12%
YTD
-1.53%
6M
0.51%
1Y
13.33%
3Y*
10.94%
5Y*
6.09%
10Y*
6.13%

FCOQX

1D
0.29%
1M
-1.97%
YTD
-0.45%
6M
1.31%
1Y
3.19%
3Y*
2.81%
5Y*
0.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFACX vs. FCOQX - Expense Ratio Comparison

FFACX has a 1.74% expense ratio, which is higher than FCOQX's 0.85% expense ratio.


Return for Risk

FFACX vs. FCOQX — Risk / Return Rank

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

FFACX
FFACX Risk / Return Rank: 6363
Overall Rank
FFACX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FFACX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FFACX Omega Ratio Rank: 5858
Omega Ratio Rank
FFACX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FFACX Martin Ratio Rank: 6969
Martin Ratio Rank

FCOQX
FCOQX Risk / Return Rank: 2020
Overall Rank
FCOQX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FCOQX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FCOQX Omega Ratio Rank: 3131
Omega Ratio Rank
FCOQX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FCOQX Martin Ratio Rank: 1414
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.

FFACX vs. FCOQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Global Allocation Fund Class C (FFACX) and Franklin Colorado Tax-Free Income Fund Class A (FCOQX). 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.


FFACXFCOQXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.68

+0.57

Sortino ratio

Return per unit of downside risk

1.85

0.93

+0.93

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

1.76

0.76

+1.00

Martin ratio

Return relative to average drawdown

7.95

2.05

+5.90

FFACX vs. FCOQX - Sharpe Ratio Comparison

The current FFACX Sharpe Ratio is 1.25, which is higher than the FCOQX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FFACX and FCOQX, 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


FFACXFCOQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.68

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.05

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.38

+0.06

Correlation

The correlation between FFACX and FCOQX is 0.06, 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

FFACX vs. FCOQX - Dividend Comparison

FFACX's dividend yield for the trailing twelve months is around 4.59%, more than FCOQX's 2.92% yield.


TTM20252024202320222021202020192018201720162015
FFACX
Franklin Global Allocation Fund Class C
4.59%4.52%0.39%0.90%3.57%0.45%6.72%2.24%2.38%2.21%1.48%2.17%
FCOQX
Franklin Colorado Tax-Free Income Fund Class A
2.92%3.13%3.01%2.33%2.59%2.09%2.37%2.95%1.06%0.00%0.00%0.00%

Drawdowns

FFACX vs. FCOQX - Drawdown Comparison

The maximum FFACX drawdown since its inception was -53.66%, which is greater than FCOQX's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for FFACX and FCOQX.


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Drawdown Indicators


FFACXFCOQXDifference

Max Drawdown

Largest peak-to-trough decline

-53.66%

-15.80%

-37.86%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-5.32%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-18.76%

-15.80%

-2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-30.23%

Current Drawdown

Current decline from peak

-4.99%

-2.25%

-2.74%

Average Drawdown

Average peak-to-trough decline

-8.02%

-4.22%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

1.97%

-0.25%

Volatility

FFACX vs. FCOQX - Volatility Comparison

Franklin Global Allocation Fund Class C (FFACX) has a higher volatility of 4.11% compared to Franklin Colorado Tax-Free Income Fund Class A (FCOQX) at 1.13%. This indicates that FFACX's price experiences larger fluctuations and is considered to be riskier than FCOQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFACXFCOQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

1.13%

+2.98%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

1.74%

+4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

10.85%

5.27%

+5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.94%

4.16%

+5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.47%

4.43%

+7.04%