MDISX vs. GAOAX
Compare and contrast key facts about Franklin Mutual Global Discovery Fund (MDISX) and JPMorgan Global Allocation Fund A (GAOAX).
MDISX is managed by Franklin Templeton. It was launched on Dec 30, 1992. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
MDISX vs. GAOAX - Performance Comparison
Loading graphics...
MDISX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDISX Franklin Mutual Global Discovery Fund | -2.46% | 23.75% | 6.38% | 20.48% | -4.73% | 19.60% | -4.38% | 24.74% | -10.86% | 7.22% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, MDISX achieves a -2.46% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, MDISX has outperformed GAOAX with an annualized return of 8.47%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
MDISX
- 1D
- 1.89%
- 1M
- -6.54%
- YTD
- -2.46%
- 6M
- 1.23%
- 1Y
- 11.28%
- 3Y*
- 13.62%
- 5Y*
- 9.65%
- 10Y*
- 8.47%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MDISX vs. GAOAX - Expense Ratio Comparison
MDISX has a 0.95% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
MDISX vs. GAOAX — Risk / Return Rank
MDISX
GAOAX
MDISX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Global Discovery Fund (MDISX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| MDISX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.86 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.24 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.10 | -0.19 |
Martin ratioReturn relative to average drawdown | 3.45 | 4.47 | -1.02 |
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
| MDISX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.86 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.17 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.53 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.54 | +0.27 |
Correlation
The correlation between MDISX and GAOAX is 0.85, 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
MDISX vs. GAOAX - Dividend Comparison
MDISX's dividend yield for the trailing twelve months is around 10.82%, more than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDISX Franklin Mutual Global Discovery Fund | 10.82% | 10.55% | 12.84% | 7.12% | 10.29% | 8.75% | 3.50% | 7.21% | 7.50% | 2.97% | 4.13% | 7.77% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
MDISX vs. GAOAX - Drawdown Comparison
The maximum MDISX drawdown since its inception was -40.15%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for MDISX and GAOAX.
Loading graphics...
Drawdown Indicators
| MDISX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.15% | -29.02% | -11.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -8.95% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -21.57% | -29.02% | +7.45% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -29.02% | -11.13% |
Current DrawdownCurrent decline from peak | -7.97% | -7.61% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -6.01% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.20% | +0.96% |
Volatility
MDISX vs. GAOAX - Volatility Comparison
Franklin Mutual Global Discovery Fund (MDISX) has a higher volatility of 5.59% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that MDISX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MDISX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 4.98% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 7.55% | +1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 11.53% | +3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 11.03% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.08% | 10.81% | +6.27% |