FMTIX vs. AAAAX
Compare and contrast key facts about Franklin Moderate Allocation Fund (FMTIX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
FMTIX is managed by Franklin Templeton. It was launched on Dec 30, 1996. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
FMTIX vs. AAAAX - Performance Comparison
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FMTIX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMTIX Franklin Moderate Allocation Fund | -3.56% | 15.05% | 11.80% | 14.38% | -16.11% | 12.37% | 12.36% | 17.38% | -4.81% | 13.50% |
AAAAX DWS RREEF Real Assets Fund - Class A | 8.59% | 12.82% | 5.24% | 2.30% | -9.91% | 23.45% | 3.71% | 21.42% | -5.36% | 14.67% |
Returns By Period
In the year-to-date period, FMTIX achieves a -3.56% return, which is significantly lower than AAAAX's 8.59% return. Both investments have delivered pretty close results over the past 10 years, with FMTIX having a 7.17% annualized return and AAAAX not far ahead at 7.28%.
FMTIX
- 1D
- -0.06%
- 1M
- -6.22%
- YTD
- -3.56%
- 6M
- -1.22%
- 1Y
- 11.16%
- 3Y*
- 10.56%
- 5Y*
- 5.53%
- 10Y*
- 7.17%
AAAAX
- 1D
- 0.36%
- 1M
- -4.37%
- YTD
- 8.59%
- 6M
- 10.72%
- 1Y
- 16.80%
- 3Y*
- 9.80%
- 5Y*
- 6.74%
- 10Y*
- 7.28%
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FMTIX vs. AAAAX - Expense Ratio Comparison
FMTIX has a 0.63% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
FMTIX vs. AAAAX — Risk / Return Rank
FMTIX
AAAAX
FMTIX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Moderate Allocation Fund (FMTIX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.
| FMTIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 1.49 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.00 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.80 | -0.49 |
Martin ratioReturn relative to average drawdown | 6.15 | 9.69 | -3.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMTIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.49 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.56 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.58 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.38 | +0.22 |
Correlation
The correlation between FMTIX and AAAAX is 0.78, 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
FMTIX vs. AAAAX - Dividend Comparison
FMTIX's dividend yield for the trailing twelve months is around 8.74%, more than AAAAX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMTIX Franklin Moderate Allocation Fund | 8.74% | 8.79% | 2.24% | 2.61% | 4.25% | 12.93% | 4.35% | 9.38% | 9.15% | 4.65% | 2.24% | 5.42% |
AAAAX DWS RREEF Real Assets Fund - Class A | 3.26% | 3.54% | 2.45% | 2.08% | 4.17% | 2.31% | 1.33% | 1.81% | 1.61% | 1.52% | 1.47% | 2.15% |
Drawdowns
FMTIX vs. AAAAX - Drawdown Comparison
The maximum FMTIX drawdown since its inception was -32.01%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for FMTIX and AAAAX.
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Drawdown Indicators
| FMTIX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -40.47% | +8.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.94% | -9.55% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -29.19% | -22.62% | -6.57% |
Max Drawdown (10Y)Largest decline over 10 years | -29.19% | -29.41% | +0.22% |
Current DrawdownCurrent decline from peak | -6.66% | -4.57% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -6.89% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.77% | -0.08% |
Volatility
FMTIX vs. AAAAX - Volatility Comparison
Franklin Moderate Allocation Fund (FMTIX) has a higher volatility of 3.48% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.03%. This indicates that FMTIX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMTIX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 3.03% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 6.17% | 7.22% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 11.60% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.28% | 12.18% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.08% | 12.66% | -1.58% |