SCGRX vs. SHAPX
Compare and contrast key facts about Franklin Multi-Asset Moderate Growth Fund (SCGRX) and ClearBridge Appreciation Fund (SHAPX).
SCGRX is managed by Franklin Templeton. It was launched on Feb 4, 1996. SHAPX is managed by Franklin Templeton. It was launched on Mar 10, 1970.
Performance
SCGRX vs. SHAPX - Performance Comparison
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SCGRX vs. SHAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGRX Franklin Multi-Asset Moderate Growth Fund | -4.97% | 15.00% | 14.61% | 15.83% | -13.52% | 13.96% | 8.70% | 19.40% | -7.14% | 13.69% |
SHAPX ClearBridge Appreciation Fund | -6.24% | 14.32% | 22.37% | 19.50% | -12.56% | 23.52% | 14.53% | 29.84% | -2.19% | 18.31% |
Returns By Period
In the year-to-date period, SCGRX achieves a -4.97% return, which is significantly higher than SHAPX's -6.24% return. Over the past 10 years, SCGRX has underperformed SHAPX with an annualized return of 7.69%, while SHAPX has yielded a comparatively higher 11.99% annualized return.
SCGRX
- 1D
- -0.18%
- 1M
- -7.01%
- YTD
- -4.97%
- 6M
- -2.87%
- 1Y
- 11.22%
- 3Y*
- 11.40%
- 5Y*
- 6.33%
- 10Y*
- 7.69%
SHAPX
- 1D
- -0.06%
- 1M
- -7.91%
- YTD
- -6.24%
- 6M
- -5.30%
- 1Y
- 10.69%
- 3Y*
- 14.58%
- 5Y*
- 10.06%
- 10Y*
- 11.99%
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SCGRX vs. SHAPX - Expense Ratio Comparison
SCGRX has a 0.43% expense ratio, which is lower than SHAPX's 0.93% expense ratio.
Return for Risk
SCGRX vs. SHAPX — Risk / Return Rank
SCGRX
SHAPX
SCGRX vs. SHAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Multi-Asset Moderate Growth Fund (SCGRX) and ClearBridge Appreciation Fund (SHAPX). 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.
| SCGRX | SHAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.72 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.13 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.89 | +0.12 |
Martin ratioReturn relative to average drawdown | 4.74 | 4.11 | +0.63 |
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
| SCGRX | SHAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.72 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.68 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.72 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.77 | -0.35 |
Correlation
The correlation between SCGRX and SHAPX is 0.91, 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
SCGRX vs. SHAPX - Dividend Comparison
SCGRX's dividend yield for the trailing twelve months is around 11.02%, less than SHAPX's 15.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCGRX Franklin Multi-Asset Moderate Growth Fund | 11.02% | 10.47% | 6.15% | 4.42% | 8.00% | 7.39% | 5.31% | 5.72% | 6.43% | 9.72% | 4.57% | 9.52% |
SHAPX ClearBridge Appreciation Fund | 15.01% | 14.08% | 9.00% | 4.17% | 8.85% | 6.54% | 4.13% | 7.09% | 6.71% | 5.10% | 3.29% | 4.76% |
Drawdowns
SCGRX vs. SHAPX - Drawdown Comparison
The maximum SCGRX drawdown since its inception was -47.11%, roughly equal to the maximum SHAPX drawdown of -46.19%. Use the drawdown chart below to compare losses from any high point for SCGRX and SHAPX.
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Drawdown Indicators
| SCGRX | SHAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.11% | -46.19% | -0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -10.57% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -20.53% | -4.00% |
Max Drawdown (10Y)Largest decline over 10 years | -27.89% | -32.21% | +4.32% |
Current DrawdownCurrent decline from peak | -7.59% | -8.74% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -4.79% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.29% | -0.22% |
Volatility
SCGRX vs. SHAPX - Volatility Comparison
Franklin Multi-Asset Moderate Growth Fund (SCGRX) and ClearBridge Appreciation Fund (SHAPX) have volatilities of 3.89% and 3.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCGRX | SHAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 3.74% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.86% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.72% | 15.90% | -2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.63% | 14.85% | -2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.67% | 16.70% | -4.03% |