FKINX vs. DGTSX
FKINX (Franklin Income Fund Class A1) and DGTSX (DFA Global Allocation 25/75 Portfolio) are both Diversified Portfolio funds. Over the past 10 years, FKINX returned 7.54%/yr vs 5.25%/yr for DGTSX. A 0.74 correlation means they provide meaningful diversification when combined. FKINX charges 0.62%/yr vs 0.24%/yr for DGTSX.
Performance
FKINX vs. DGTSX - Performance Comparison
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Returns By Period
In the year-to-date period, FKINX achieves a 4.75% return, which is significantly higher than DGTSX's 3.95% return. Over the past 10 years, FKINX has outperformed DGTSX with an annualized return of 7.54%, while DGTSX has yielded a comparatively lower 5.25% annualized return.
FKINX
- 1D
- 0.39%
- 1M
- 0.05%
- YTD
- 4.75%
- 6M
- 4.75%
- 1Y
- 12.43%
- 3Y*
- 10.15%
- 5Y*
- 6.33%
- 10Y*
- 7.54%
DGTSX
- 1D
- 0.14%
- 1M
- 0.07%
- YTD
- 3.95%
- 6M
- 3.73%
- 1Y
- 9.01%
- 3Y*
- 8.30%
- 5Y*
- 5.16%
- 10Y*
- 5.25%
FKINX vs. DGTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FKINX Franklin Income Fund Class A1 | 4.75% | 12.24% | 7.12% | 8.65% | -5.29% | 17.21% | 3.57% | 15.75% | -5.54% | 8.43% |
DGTSX DFA Global Allocation 25/75 Portfolio | 3.95% | 8.39% | 7.43% | 8.93% | -8.06% | 10.20% | 7.29% | 9.80% | -1.85% | 5.83% |
Correlation
The correlation between FKINX and DGTSX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 26, 2003 | 0.74 |
The correlation between FKINX and DGTSX has been stable across timeframes, ranging from 0.66 to 0.76 - a consistent structural relationship.
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Return for Risk
FKINX vs. DGTSX — Risk / Return Rank
FKINX
DGTSX
FKINX vs. DGTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Income Fund Class A1 (FKINX) and DFA Global Allocation 25/75 Portfolio (DGTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FKINX | DGTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.51 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 3.41 | +0.23 |
| Martin ratioReturn relative to average drawdown | 14.58 | 14.93 | -0.35 |
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Drawdowns
FKINX vs. DGTSX - Drawdown Comparison
The maximum FKINX drawdown since its inception was -43.18%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for FKINX and DGTSX.
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Drawdown Indicators
| FKINX | DGTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.18% | -16.71% | -26.47% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -2.64% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -7.42% | -7.46% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -13.20% | -11.26% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -23.91% | -11.26% | -12.65% |
Current DrawdownCurrent decline from peak | -0.78% | -0.48% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -1.64% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 0.60% | +0.25% |
Volatility
FKINX vs. DGTSX - Volatility Comparison
Franklin Income Fund Class A1 (FKINX) has a higher volatility of 1.70% compared to DFA Global Allocation 25/75 Portfolio (DGTSX) at 1.45%. This indicates that FKINX's price experiences larger fluctuations and is considered to be riskier than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FKINX | DGTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 1.45% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 3.87% | 3.00% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.55% | 3.62% | +1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.88% | 5.98% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.21% | 5.24% | +3.97% |
FKINX vs. DGTSX - Expense Ratio Comparison
FKINX has a 0.62% expense ratio, which is higher than DGTSX's 0.24% expense ratio.
Dividends
FKINX vs. DGTSX - Dividend Comparison
FKINX's dividend yield for the trailing twelve months is around 5.55%, less than DGTSX's 5.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGTSX DFA Global Allocation 25/75 Portfolio | 5.72% | 5.54% | 7.28% | 4.75% | 2.77% | 7.62% | 2.12% | 2.57% | 2.99% | 1.25% | 1.26% | 1.50% |
FKINX Franklin Income Fund Class A1 | 5.55% | 5.58% | 5.59% | 5.52% | 5.22% | 6.52% | 5.22% | 5.11% | 5.34% | 5.04% | 5.19% | 5.71% |
Frequently Asked Questions
FKINX and DGTSX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FKINX has higher volatility (1.70%) compared to DGTSX (1.45%). In terms of maximum drawdown, FKINX dropped -43.18% vs DGTSX's -16.71%.
DGTSX currently has the higher Sharpe Ratio (2.50 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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