FGTIX vs. VOO
Compare and contrast key facts about Franklin Growth Allocation Fund (FGTIX) and Vanguard S&P 500 ETF (VOO).
FGTIX is managed by Franklin Templeton. It was launched on Dec 30, 1996. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FGTIX or VOO.
Key characteristics
| FGTIX | VOO | |
|---|---|---|
| YTD Return | 15.71% | 25.62% |
| 1Y Return | 25.75% | 37.28% |
| 3Y Return (Ann) | 4.17% | 9.75% |
| 5Y Return (Ann) | 9.33% | 15.74% |
| 10Y Return (Ann) | 7.79% | 13.34% |
| Sharpe Ratio | 2.58 | 3.06 |
| Sortino Ratio | 3.62 | 4.08 |
| Omega Ratio | 1.48 | 1.57 |
| Calmar Ratio | 2.32 | 4.46 |
| Martin Ratio | 16.25 | 20.36 |
| Ulcer Index | 1.60% | 1.85% |
| Daily Std Dev | 10.05% | 12.32% |
| Max Drawdown | -46.17% | -33.99% |
| Current Drawdown | -1.39% | 0.00% |
Correlation
The correlation between FGTIX and VOO is 0.95, 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.
Performance
FGTIX vs. VOO - Performance Comparison
In the year-to-date period, FGTIX achieves a 15.71% return, which is significantly lower than VOO's 25.62% return. Over the past 10 years, FGTIX has underperformed VOO with an annualized return of 7.79%, while VOO has yielded a comparatively higher 13.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FGTIX vs. VOO - Expense Ratio Comparison
FGTIX has a 0.66% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
FGTIX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Growth Allocation Fund (FGTIX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
FGTIX vs. VOO - Dividend Comparison
FGTIX's dividend yield for the trailing twelve months is around 1.28%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGTIX Franklin Growth Allocation Fund | 1.28% | 3.28% | 4.93% | 14.27% | 5.11% | 10.46% | 9.45% | 7.42% | 2.70% | 7.60% | 3.99% | 3.75% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FGTIX vs. VOO - Drawdown Comparison
The maximum FGTIX drawdown since its inception was -46.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FGTIX and VOO. For additional features, visit the drawdowns tool.
Volatility
FGTIX vs. VOO - Volatility Comparison
The current volatility for Franklin Growth Allocation Fund (FGTIX) is 2.41%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.94%. This indicates that FGTIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.