PortfoliosLab logoPortfoliosLab logo
FGTIX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGTIX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Growth Allocation Fund (FGTIX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FGTIX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGTIX
Franklin Growth Allocation Fund
-4.56%17.82%15.13%17.62%-17.12%16.39%14.54%21.85%-6.45%18.06%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

The year-to-date returns for both investments are quite close, with FGTIX having a -4.56% return and SPY slightly higher at -4.37%. Over the past 10 years, FGTIX has underperformed SPY with an annualized return of 9.11%, while SPY has yielded a comparatively higher 13.98% annualized return.


FGTIX

1D
-0.19%
1M
-7.42%
YTD
-4.56%
6M
-1.79%
1Y
13.57%
3Y*
12.93%
5Y*
7.20%
10Y*
9.11%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FGTIX vs. SPY - Expense Ratio Comparison

FGTIX has a 0.66% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

FGTIX vs. SPY — Risk / Return Rank

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

FGTIX
FGTIX Risk / Return Rank: 5757
Overall Rank
FGTIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FGTIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FGTIX Omega Ratio Rank: 5757
Omega Ratio Rank
FGTIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
FGTIX Martin Ratio Rank: 6161
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

FGTIX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Growth Allocation Fund (FGTIX) and State Street SPDR S&P 500 ETF (SPY). 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.


FGTIXSPYDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.93

+0.09

Sortino ratio

Return per unit of downside risk

1.53

1.45

+0.08

Omega ratio

Gain probability vs. loss probability

1.22

1.22

-0.01

Calmar ratio

Return relative to maximum drawdown

1.22

1.53

-0.31

Martin ratio

Return relative to average drawdown

5.85

7.30

-1.45

FGTIX vs. SPY - Sharpe Ratio Comparison

The current FGTIX Sharpe Ratio is 1.02, which is comparable to the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of FGTIX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FGTIXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.93

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.69

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.78

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.56

-0.06

Correlation

The correlation between FGTIX and SPY is 0.88, 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

FGTIX vs. SPY - Dividend Comparison

FGTIX's dividend yield for the trailing twelve months is around 9.41%, more than SPY's 1.14% yield.


TTM20252024202320222021202020192018201720162015
FGTIX
Franklin Growth Allocation Fund
9.41%8.98%2.27%3.28%4.93%14.27%5.11%11.14%9.45%6.22%2.70%6.36%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

FGTIX vs. SPY - Drawdown Comparison

The maximum FGTIX drawdown since its inception was -46.40%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FGTIX and SPY.


Loading graphics...

Drawdown Indicators


FGTIXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-46.40%

-55.19%

+8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-12.05%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-31.56%

-24.50%

-7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-31.56%

-33.72%

+2.16%

Current Drawdown

Current decline from peak

-8.16%

-6.24%

-1.92%

Average Drawdown

Average peak-to-trough decline

-10.21%

-9.09%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.52%

-0.42%

Volatility

FGTIX vs. SPY - Volatility Comparison

The current volatility for Franklin Growth Allocation Fund (FGTIX) is 4.16%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that FGTIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FGTIXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

5.31%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

9.47%

-1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

19.05%

-5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

17.06%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.81%

17.92%

-4.11%