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FTCIX vs. CCLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTCIX vs. CCLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Conservative Allocation Fund (FTCIX) and Calvert Conservative Allocation Fund (CCLAX). The values are adjusted to include any dividend payments, if applicable.

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FTCIX vs. CCLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CCLAX
Calvert Conservative Allocation Fund
-2.81%10.23%6.39%10.07%-14.32%7.73%12.18%15.62%-2.96%8.28%

Returns By Period

In the year-to-date period, FTCIX achieves a -2.51% return, which is significantly higher than CCLAX's -2.81% return. Over the past 10 years, FTCIX has outperformed CCLAX with an annualized return of 6.34%, while CCLAX has yielded a comparatively lower 5.07% 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%

CCLAX

1D
0.22%
1M
-4.77%
YTD
-2.81%
6M
-1.06%
1Y
6.13%
3Y*
6.37%
5Y*
2.74%
10Y*
5.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTCIX vs. CCLAX - Expense Ratio Comparison

FTCIX has a 0.63% expense ratio, which is higher than CCLAX's 0.41% expense ratio.


Return for Risk

FTCIX vs. CCLAX — Risk / Return Rank

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

FTCIX
FTCIX Risk / Return Rank: 6363
Overall Rank
FTCIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FTCIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FTCIX Omega Ratio Rank: 6161
Omega Ratio Rank
FTCIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FTCIX Martin Ratio Rank: 6767
Martin Ratio Rank

CCLAX
CCLAX Risk / Return Rank: 4545
Overall Rank
CCLAX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CCLAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
CCLAX Omega Ratio Rank: 4040
Omega Ratio Rank
CCLAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
CCLAX Martin Ratio Rank: 4747
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.

FTCIX vs. CCLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Conservative Allocation Fund (FTCIX) and Calvert Conservative Allocation Fund (CCLAX). 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.


FTCIXCCLAXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.94

+0.19

Sortino ratio

Return per unit of downside risk

1.65

1.33

+0.32

Omega ratio

Gain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratio

Return relative to maximum drawdown

1.42

1.18

+0.24

Martin ratio

Return relative to average drawdown

6.37

4.75

+1.62

FTCIX vs. CCLAX - Sharpe Ratio Comparison

The current FTCIX Sharpe Ratio is 1.13, which is comparable to the CCLAX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FTCIX and CCLAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FTCIXCCLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.94

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.39

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.76

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.79

-0.07

Correlation

The correlation between FTCIX and CCLAX is 0.90, 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. CCLAX - Dividend Comparison

FTCIX's dividend yield for the trailing twelve months is around 5.47%, more than CCLAX's 3.37% yield.


TTM20252024202320222021202020192018201720162015
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%
CCLAX
Calvert Conservative Allocation Fund
3.37%3.31%3.37%3.24%2.22%5.37%4.16%4.14%4.83%2.22%3.52%5.82%

Drawdowns

FTCIX vs. CCLAX - Drawdown Comparison

The maximum FTCIX drawdown since its inception was -25.18%, which is greater than CCLAX's maximum drawdown of -23.98%. Use the drawdown chart below to compare losses from any high point for FTCIX and CCLAX.


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Drawdown Indicators


FTCIXCCLAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.18%

-23.98%

-1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.86%

-5.03%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-18.86%

-6.32%

Max Drawdown (10Y)

Largest decline over 10 years

-25.18%

-18.86%

-6.32%

Current Drawdown

Current decline from peak

-5.09%

-4.82%

-0.27%

Average Drawdown

Average peak-to-trough decline

-4.33%

-2.87%

-1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

1.25%

+0.06%

Volatility

FTCIX vs. CCLAX - Volatility Comparison

Franklin Conservative Allocation Fund (FTCIX) has a higher volatility of 2.71% compared to Calvert Conservative Allocation Fund (CCLAX) at 2.48%. This indicates that FTCIX's price experiences larger fluctuations and is considered to be riskier than CCLAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTCIXCCLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

2.48%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.55%

3.95%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

7.92%

6.63%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.11%

7.02%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.03%

6.69%

+2.34%