PortfoliosLab logoPortfoliosLab logo
FRIAX vs. DGTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FRIAX vs. DGTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Income Fund Advisor Class (FRIAX) and DFA Global Allocation 25/75 Portfolio (DGTSX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FRIAX achieves a 4.88% return, which is significantly higher than DGTSX's 4.30% return. Over the past 10 years, FRIAX has outperformed DGTSX with an annualized return of 7.50%, while DGTSX has yielded a comparatively lower 5.23% annualized return.


FRIAX

1D
0.00%
1M
-0.33%
YTD
4.88%
6M
4.88%
1Y
13.20%
3Y*
9.73%
5Y*
6.65%
10Y*
7.50%

DGTSX

1D
0.34%
1M
0.76%
YTD
4.30%
6M
4.30%
1Y
9.92%
3Y*
8.27%
5Y*
5.39%
10Y*
5.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FRIAX vs. DGTSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRIAX
Franklin Income Fund Advisor Class
4.88%12.02%7.29%8.84%-5.36%17.51%3.72%16.02%-5.23%8.63%
DGTSX
DFA Global Allocation 25/75 Portfolio
4.30%8.39%7.43%8.93%-8.06%10.20%7.29%9.80%-1.85%5.83%

Correlation

The correlation between FRIAX and DGTSX is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Dec 26, 2003

0.74

The correlation between FRIAX and DGTSX has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

FRIAX vs. DGTSX — Risk / Return Rank

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

FRIAX
FRIAX Risk / Return Rank: 8989
Overall Rank
FRIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FRIAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FRIAX Omega Ratio Rank: 8888
Omega Ratio Rank
FRIAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FRIAX Martin Ratio Rank: 9090
Martin Ratio Rank

DGTSX
DGTSX Risk / Return Rank: 8989
Overall Rank
DGTSX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DGTSX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DGTSX Omega Ratio Rank: 8888
Omega Ratio Rank
DGTSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
DGTSX Martin Ratio Rank: 9090
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.

FRIAX vs. DGTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Income Fund Advisor Class (FRIAX) 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.


FRIAXDGTSXDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.58

1.57

+0.01

Calmar ratioReturn relative to maximum drawdown

4.32

3.79

+0.54

Martin ratioReturn relative to average drawdown

16.41

16.65

-0.23

FRIAX vs. DGTSX - Sharpe Ratio Comparison

The current FRIAX Sharpe Ratio is 2.61, which is comparable to the DGTSX Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of FRIAX and DGTSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FRIAX vs. DGTSX - Drawdown Comparison

The maximum FRIAX drawdown since its inception was -43.23%, which is greater than DGTSX's maximum drawdown of -16.71%. Use the drawdown chart below to compare losses from any high point for FRIAX and DGTSX.


Loading charts...

Drawdown Indicators


FRIAXDGTSXDifference

Max Drawdown

Largest peak-to-trough decline

-43.23%

-16.71%

-26.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-2.64%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-7.35%

-7.46%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-13.63%

-11.26%

-2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-24.10%

-11.26%

-12.84%

Current Drawdown

Current decline from peak

-0.79%

-0.14%

-0.65%

Average Drawdown

Average peak-to-trough decline

-3.92%

-1.64%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.60%

+0.21%

Volatility

FRIAX vs. DGTSX - Volatility Comparison

The current volatility for Franklin Income Fund Advisor Class (FRIAX) is 1.32%, while DFA Global Allocation 25/75 Portfolio (DGTSX) has a volatility of 1.42%. This indicates that FRIAX experiences smaller price fluctuations and is considered to be less risky than DGTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FRIAXDGTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

1.42%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.80%

2.98%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

5.08%

3.59%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.96%

5.98%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.28%

5.24%

+4.04%

FRIAX vs. DGTSX - Expense Ratio Comparison

FRIAX has a 0.46% expense ratio, which is higher than DGTSX's 0.24% expense ratio.


Dividends

FRIAX vs. DGTSX - Dividend Comparison

FRIAX's dividend yield for the trailing twelve months is around 5.73%, which matches DGTSX's 5.70% yield.


PositionTTM20252024202320222021202020192018201720162015
DGTSX
DFA Global Allocation 25/75 Portfolio
5.70%5.54%7.28%4.75%2.77%7.62%2.12%2.57%2.99%1.25%1.26%1.50%
FRIAX
Franklin Income Fund Advisor Class
5.73%5.75%5.74%5.67%5.24%6.70%5.37%5.25%5.80%5.20%4.92%5.93%

Frequently Asked Questions


FRIAX and DGTSX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGTSX has higher volatility (1.42%) compared to FRIAX (1.32%). In terms of maximum drawdown, FRIAX dropped -43.23% vs DGTSX's -16.71%.

DGTSX currently has the higher Sharpe Ratio (2.79 vs 2.61), 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.

Portfolio Optimizer

Find the right allocation for FRIAX and DGTSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer