FTCIX vs. AAAAX
Compare and contrast key facts about Franklin Conservative Allocation Fund (FTCIX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
FTCIX 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
FTCIX vs. AAAAX - Performance Comparison
Loading graphics...
FTCIX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTCIX Franklin Conservative Allocation Fund | -2.51% | 12.17% | 8.05% | 11.38% | -15.20% | 8.18% | 22.41% | 13.24% | -3.44% | 9.81% |
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, FTCIX achieves a -2.51% return, which is significantly lower than AAAAX's 8.59% return. Over the past 10 years, FTCIX has underperformed AAAAX with an annualized return of 6.34%, while AAAAX has yielded a comparatively higher 7.28% annualized return.
FTCIX
- 1D
- 0.14%
- 1M
- -4.90%
- YTD
- -2.51%
- 6M
- -0.70%
- 1Y
- 8.66%
- 3Y*
- 8.07%
- 5Y*
- 3.72%
- 10Y*
- 6.34%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTCIX vs. AAAAX - Expense Ratio Comparison
FTCIX has a 0.63% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
FTCIX vs. AAAAX — Risk / Return Rank
FTCIX
AAAAX
FTCIX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Conservative Allocation Fund (FTCIX) 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.
| FTCIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.49 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.65 | 2.00 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.80 | -0.38 |
Martin ratioReturn relative to average drawdown | 6.37 | 9.69 | -3.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTCIX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.49 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.56 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.58 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.38 | +0.34 |
Correlation
The correlation between FTCIX 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
FTCIX vs. AAAAX - Dividend Comparison
FTCIX's dividend yield for the trailing twelve months is around 5.47%, more than AAAAX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTCIX Franklin Conservative Allocation Fund | 5.47% | 5.99% | 2.52% | 2.40% | 3.73% | 8.58% | 13.27% | 7.14% | 7.71% | 1.51% | 1.76% | 4.93% |
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
FTCIX vs. AAAAX - Drawdown Comparison
The maximum FTCIX drawdown since its inception was -25.18%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for FTCIX and AAAAX.
Loading graphics...
Drawdown Indicators
| FTCIX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.18% | -40.47% | +15.29% |
Max Drawdown (1Y)Largest decline over 1 year | -5.86% | -9.55% | +3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | -22.62% | -2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -25.18% | -29.41% | +4.23% |
Current DrawdownCurrent decline from peak | -5.09% | -4.57% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -4.33% | -6.89% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 1.77% | -0.46% |
Volatility
FTCIX vs. AAAAX - Volatility Comparison
The current volatility for Franklin Conservative Allocation Fund (FTCIX) is 2.71%, while DWS RREEF Real Assets Fund - Class A (AAAAX) has a volatility of 3.03%. This indicates that FTCIX experiences smaller price fluctuations and is considered to be less risky than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FTCIX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.03% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 4.55% | 7.22% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 11.60% | -3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.11% | 12.18% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.03% | 12.66% | -3.63% |