See what your fund actually adds
Franklin Corefolio Allocation Fund Class A FTCOX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FTCOX | Replication |
|---|---|---|
| Annualized growth | 7.5% | 12.2% |
| Annualized volatility | 16.4% | 16.6% |
| Sharpe ratio | 0.52 | 0.78 |
| Maximum drawdown | 29.4% | 24.9% |
| Replication fit (R²) | 0.97 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model FTCOX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTI | US Broad Market | 100.0% |