SCHAX vs. GAL
Compare and contrast key facts about Franklin Multi-Asset Growth Fund (SCHAX) and SPDR SSgA Global Allocation ETF (GAL).
SCHAX is managed by Franklin Templeton. It was launched on Feb 4, 1996. GAL is an actively managed fund by State Street. It was launched on Apr 25, 2012.
Performance
SCHAX vs. GAL - Performance Comparison
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SCHAX vs. GAL - 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% |
GAL SPDR SSgA Global Allocation ETF | 0.38% | 15.95% | 9.85% | 13.32% | -13.41% | 12.23% | 9.33% | 19.59% | -7.71% | 18.67% |
Returns By Period
In the year-to-date period, SCHAX achieves a -5.88% return, which is significantly lower than GAL's 0.38% return. Over the past 10 years, SCHAX has outperformed GAL with an annualized return of 8.42%, while GAL has yielded a comparatively lower 7.52% 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%
GAL
- 1D
- 1.94%
- 1M
- -4.19%
- YTD
- 0.38%
- 6M
- 2.74%
- 1Y
- 14.27%
- 3Y*
- 11.53%
- 5Y*
- 6.29%
- 10Y*
- 7.52%
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SCHAX vs. GAL - Expense Ratio Comparison
SCHAX has a 0.43% expense ratio, which is higher than GAL's 0.35% expense ratio.
Return for Risk
SCHAX vs. GAL — Risk / Return Rank
SCHAX
GAL
SCHAX vs. GAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Multi-Asset Growth Fund (SCHAX) and SPDR SSgA Global Allocation ETF (GAL). 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 | GAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 1.31 | -0.53 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.88 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.78 | -0.83 |
Martin ratioReturn relative to average drawdown | 4.46 | 8.25 | -3.79 |
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
| SCHAX | GAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 1.31 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.61 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.67 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.65 | -0.29 |
Correlation
The correlation between SCHAX and GAL is 0.88, 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. GAL - Dividend Comparison
SCHAX's dividend yield for the trailing twelve months is around 11.75%, more than GAL's 3.38% 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% |
GAL SPDR SSgA Global Allocation ETF | 3.38% | 3.47% | 2.99% | 2.56% | 6.19% | 4.05% | 2.14% | 2.96% | 2.43% | 2.26% | 2.43% | 3.10% |
Drawdowns
SCHAX vs. GAL - Drawdown Comparison
The maximum SCHAX drawdown since its inception was -54.85%, which is greater than GAL's maximum drawdown of -28.31%. Use the drawdown chart below to compare losses from any high point for SCHAX and GAL.
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Drawdown Indicators
| SCHAX | GAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.85% | -28.31% | -26.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -8.02% | -3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.61% | -21.14% | -4.47% |
Max Drawdown (10Y)Largest decline over 10 years | -32.00% | -28.31% | -3.69% |
Current DrawdownCurrent decline from peak | -8.69% | -4.45% | -4.24% |
Average DrawdownAverage peak-to-trough decline | -11.06% | -3.78% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 1.73% | +0.65% |
Volatility
SCHAX vs. GAL - Volatility Comparison
Franklin Multi-Asset Growth Fund (SCHAX) and SPDR SSgA Global Allocation ETF (GAL) have volatilities of 4.38% and 4.37%, 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
| SCHAX | GAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 4.37% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.75% | 6.96% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 10.92% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 10.41% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 11.32% | +3.54% |