SCHAX vs. AAAAX
Compare and contrast key facts about Franklin Multi-Asset Growth Fund (SCHAX) and DWS RREEF Real Assets Fund - Class A (AAAAX).
SCHAX is managed by Franklin Templeton. It was launched on Feb 4, 1996. AAAAX is managed by DWS. It was launched on Jul 30, 2007.
Performance
SCHAX vs. AAAAX - Performance Comparison
Loading graphics...
SCHAX vs. AAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHAX Franklin Multi-Asset Growth Fund | -5.88% | 16.36% | 16.62% | 17.14% | -14.05% | 17.06% | 8.64% | 21.47% | -9.13% | 15.25% |
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, SCHAX achieves a -5.88% return, which is significantly lower than AAAAX's 8.59% return. Over the past 10 years, SCHAX has outperformed AAAAX with an annualized return of 8.42%, while AAAAX has yielded a comparatively lower 7.28% annualized return.
SCHAX
- 1D
- -0.29%
- 1M
- -8.01%
- YTD
- -5.88%
- 6M
- -3.58%
- 1Y
- 12.34%
- 3Y*
- 12.45%
- 5Y*
- 7.03%
- 10Y*
- 8.42%
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.
SCHAX vs. AAAAX - Expense Ratio Comparison
SCHAX has a 0.43% expense ratio, which is lower than AAAAX's 1.22% expense ratio.
Return for Risk
SCHAX vs. AAAAX — Risk / Return Rank
SCHAX
AAAAX
SCHAX vs. AAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Multi-Asset Growth Fund (SCHAX) 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.
| SCHAX | AAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.49 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.20 | 2.00 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.30 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.80 | -0.85 |
Martin ratioReturn relative to average drawdown | 4.46 | 9.69 | -5.23 |
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
| SCHAX | AAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.49 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.56 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.58 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.38 | -0.03 |
Correlation
The correlation between SCHAX 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
SCHAX vs. AAAAX - Dividend Comparison
SCHAX's dividend yield for the trailing twelve months is around 11.75%, more than AAAAX's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHAX Franklin Multi-Asset Growth Fund | 11.75% | 11.06% | 6.23% | 5.47% | 8.83% | 7.37% | 4.95% | 5.78% | 6.27% | 11.21% | 4.27% | 11.46% |
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
SCHAX vs. AAAAX - Drawdown Comparison
The maximum SCHAX drawdown since its inception was -54.85%, which is greater than AAAAX's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SCHAX and AAAAX.
Loading graphics...
Drawdown Indicators
| SCHAX | AAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -40.47% | -14.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -9.55% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -22.62% | -2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -32.00% | -29.41% | -2.59% |
Current DrawdownCurrent decline from peak | -8.69% | -4.57% | -4.12% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -6.89% | -4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 1.77% | +0.61% |
Volatility
SCHAX vs. AAAAX - Volatility Comparison
Franklin Multi-Asset Growth Fund (SCHAX) has a higher volatility of 4.38% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.03%. This indicates that SCHAX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SCHAX | AAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 3.03% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.75% | 7.22% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 11.60% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 12.18% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 12.66% | +2.20% |