FGTIX vs. VUAA.L
Compare and contrast key facts about Franklin Growth Allocation Fund (FGTIX) and Vanguard S&P 500 UCITS ETF (VUAA.L).
FGTIX is managed by Franklin Templeton. It was launched on Dec 30, 1996. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FGTIX or VUAA.L.
Key characteristics
| FGTIX | VUAA.L | |
|---|---|---|
| YTD Return | 18.25% | 26.72% |
| 1Y Return | 27.89% | 38.97% |
| 3Y Return (Ann) | -0.37% | 10.11% |
| 5Y Return (Ann) | 3.33% | 15.76% |
| Sharpe Ratio | 2.90 | 3.23 |
| Sortino Ratio | 4.05 | 4.48 |
| Omega Ratio | 1.54 | 1.62 |
| Calmar Ratio | 1.28 | 4.89 |
| Martin Ratio | 18.38 | 21.12 |
| Ulcer Index | 1.60% | 1.79% |
| Daily Std Dev | 10.08% | 11.69% |
| Max Drawdown | -46.97% | -34.05% |
| Current Drawdown | -1.50% | 0.00% |
Correlation
The correlation between FGTIX and VUAA.L is 0.58, 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.
Performance
FGTIX vs. VUAA.L - Performance Comparison
In the year-to-date period, FGTIX achieves a 18.25% return, which is significantly lower than VUAA.L's 26.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VUAA.L - Expense Ratio Comparison
FGTIX has a 0.66% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Risk-Adjusted Performance
FGTIX vs. VUAA.L - 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 UCITS ETF (VUAA.L). 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. VUAA.L - Dividend Comparison
FGTIX's dividend yield for the trailing twelve months is around 1.26%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGTIX Franklin Growth Allocation Fund | 1.26% | 1.25% | 1.15% | 2.40% | 1.11% | 1.40% | 1.82% | 1.68% | 0.80% | 1.25% | 1.56% | 1.34% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FGTIX vs. VUAA.L - Drawdown Comparison
The maximum FGTIX drawdown since its inception was -46.97%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for FGTIX and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
FGTIX vs. VUAA.L - Volatility Comparison
The current volatility for Franklin Growth Allocation Fund (FGTIX) is 2.77%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.79%. This indicates that FGTIX experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.