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FFACX vs. TEDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFACX vs. TEDIX - Performance Comparison

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

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FFACX vs. TEDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFACX
Franklin Global Allocation Fund Class C
-3.35%15.09%12.06%11.99%-12.43%10.89%0.71%16.90%-10.54%10.44%
TEDIX
Franklin Mutual Global Discovery Fund Class A
-4.33%23.45%6.16%20.16%-4.98%19.33%-4.62%24.41%-11.07%7.16%

Returns By Period

In the year-to-date period, FFACX achieves a -3.35% return, which is significantly higher than TEDIX's -4.33% return. Over the past 10 years, FFACX has underperformed TEDIX with an annualized return of 5.93%, while TEDIX has yielded a comparatively higher 8.05% annualized return.


FFACX

1D
-0.12%
1M
-6.27%
YTD
-3.35%
6M
-1.18%
1Y
11.45%
3Y*
10.25%
5Y*
5.85%
10Y*
5.93%

TEDIX

1D
0.31%
1M
-9.71%
YTD
-4.33%
6M
-0.35%
1Y
8.81%
3Y*
12.64%
5Y*
9.19%
10Y*
8.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFACX vs. TEDIX - Expense Ratio Comparison

FFACX has a 1.74% expense ratio, which is higher than TEDIX's 1.21% expense ratio.


Return for Risk

FFACX vs. TEDIX — Risk / Return Rank

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

FFACX
FFACX Risk / Return Rank: 5959
Overall Rank
FFACX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FFACX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FFACX Omega Ratio Rank: 5656
Omega Ratio Rank
FFACX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FFACX Martin Ratio Rank: 6565
Martin Ratio Rank

TEDIX
TEDIX Risk / Return Rank: 2020
Overall Rank
TEDIX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TEDIX Sortino Ratio Rank: 1919
Sortino Ratio Rank
TEDIX Omega Ratio Rank: 1919
Omega Ratio Rank
TEDIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
TEDIX Martin Ratio Rank: 2121
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. TEDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Global Allocation Fund Class C (FFACX) and Franklin Mutual Global Discovery Fund Class A (TEDIX). 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.


FFACXTEDIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.58

+0.51

Sortino ratio

Return per unit of downside risk

1.61

0.87

+0.74

Omega ratio

Gain probability vs. loss probability

1.23

1.12

+0.10

Calmar ratio

Return relative to maximum drawdown

1.34

0.62

+0.72

Martin ratio

Return relative to average drawdown

6.17

2.38

+3.79

FFACX vs. TEDIX - Sharpe Ratio Comparison

The current FFACX Sharpe Ratio is 1.09, which is higher than the TEDIX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FFACX and TEDIX, 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


FFACXTEDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.58

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.59

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.47

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.73

-0.30

Correlation

The correlation between FFACX and TEDIX is 0.90, 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

FFACX vs. TEDIX - Dividend Comparison

FFACX's dividend yield for the trailing twelve months is around 4.68%, less than TEDIX's 11.20% yield.


TTM20252024202320222021202020192018201720162015
FFACX
Franklin Global Allocation Fund Class C
4.68%4.52%0.39%0.90%3.57%0.45%6.72%2.24%2.38%2.21%1.48%2.17%
TEDIX
Franklin Mutual Global Discovery Fund Class A
11.20%10.71%12.98%7.09%10.31%8.70%3.33%7.11%7.35%3.03%4.20%7.90%

Drawdowns

FFACX vs. TEDIX - Drawdown Comparison

The maximum FFACX drawdown since its inception was -53.66%, which is greater than TEDIX's maximum drawdown of -40.21%. Use the drawdown chart below to compare losses from any high point for FFACX and TEDIX.


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Drawdown Indicators


FFACXTEDIXDifference

Max Drawdown

Largest peak-to-trough decline

-53.66%

-40.21%

-13.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-11.97%

+4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.76%

-21.69%

+2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-30.23%

-40.21%

+9.98%

Current Drawdown

Current decline from peak

-6.75%

-9.71%

+2.96%

Average Drawdown

Average peak-to-trough decline

-8.03%

-5.93%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

3.13%

-1.44%

Volatility

FFACX vs. TEDIX - Volatility Comparison

The current volatility for Franklin Global Allocation Fund Class C (FFACX) is 3.50%, while Franklin Mutual Global Discovery Fund Class A (TEDIX) has a volatility of 5.22%. This indicates that FFACX experiences smaller price fluctuations and is considered to be less risky than TEDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFACXTEDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

5.22%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

6.45%

8.76%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

14.93%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.91%

15.63%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.46%

17.08%

-5.62%