Yes this is absolutely possible.
Infact it was not made for forwarding from one gmail account to the other but to other email service providers where you might want to keep a backup .
To steps to do this are rather simple,
1. Open the settings box by clicking on settings ( I think ur aware of this )
2. Once it opens click the forward button ( I think this also)
3.Now in the top section that is Forwarding select Forward a copy of incoming mail to ________________________ and then select any one of the option is the dropbox after that.
4. Dont forget the save changes button below.
I think doing these steps will solve your problem. As I said earlier it WORKS .