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CFIPX vs. FKDNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CFIPX vs. FKDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Global Equity Fund (CFIPX) and Franklin DynaTech Fund (FKDNX). The values are adjusted to include any dividend payments, if applicable.

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CFIPX vs. FKDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CFIPX
Franklin Global Equity Fund
-5.00%23.21%24.28%23.03%-16.36%24.76%13.34%30.63%-12.16%23.69%
FKDNX
Franklin DynaTech Fund
-15.24%18.59%30.57%44.42%-40.30%12.53%57.68%36.36%2.85%39.29%

Returns By Period

In the year-to-date period, CFIPX achieves a -5.00% return, which is significantly higher than FKDNX's -15.24% return. Over the past 10 years, CFIPX has underperformed FKDNX with an annualized return of 12.61%, while FKDNX has yielded a comparatively higher 15.38% annualized return.


CFIPX

1D
-0.33%
1M
-7.68%
YTD
-5.00%
6M
-1.63%
1Y
19.21%
3Y*
18.74%
5Y*
11.49%
10Y*
12.61%

FKDNX

1D
-1.40%
1M
-9.29%
YTD
-15.24%
6M
-15.77%
1Y
14.87%
3Y*
17.25%
5Y*
5.42%
10Y*
15.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CFIPX vs. FKDNX - Expense Ratio Comparison

CFIPX has a 1.30% expense ratio, which is higher than FKDNX's 0.79% expense ratio.


Return for Risk

CFIPX vs. FKDNX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CFIPX
CFIPX Risk / Return Rank: 7070
Overall Rank
CFIPX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CFIPX Sortino Ratio Rank: 6969
Sortino Ratio Rank
CFIPX Omega Ratio Rank: 6969
Omega Ratio Rank
CFIPX Calmar Ratio Rank: 6565
Calmar Ratio Rank
CFIPX Martin Ratio Rank: 7979
Martin Ratio Rank

FKDNX
FKDNX Risk / Return Rank: 2121
Overall Rank
FKDNX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FKDNX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FKDNX Omega Ratio Rank: 2424
Omega Ratio Rank
FKDNX Calmar Ratio Rank: 1616
Calmar Ratio Rank
FKDNX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CFIPX vs. FKDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Global Equity Fund (CFIPX) and Franklin DynaTech Fund (FKDNX). 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.


CFIPXFKDNXDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.55

+0.61

Sortino ratio

Return per unit of downside risk

1.70

0.96

+0.74

Omega ratio

Gain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratio

Return relative to maximum drawdown

1.48

0.47

+1.01

Martin ratio

Return relative to average drawdown

7.64

1.54

+6.10

CFIPX vs. FKDNX - Sharpe Ratio Comparison

The current CFIPX Sharpe Ratio is 1.16, which is higher than the FKDNX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of CFIPX and FKDNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CFIPXFKDNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.55

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.21

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.63

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.64

-0.29

Correlation

The correlation between CFIPX and FKDNX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CFIPX vs. FKDNX - Dividend Comparison

CFIPX's dividend yield for the trailing twelve months is around 6.75%, less than FKDNX's 13.17% yield.


TTM20252024202320222021202020192018201720162015
CFIPX
Franklin Global Equity Fund
6.75%6.41%3.49%0.99%4.99%8.99%0.73%13.31%7.86%0.77%1.52%1.01%
FKDNX
Franklin DynaTech Fund
13.17%11.17%0.00%0.00%0.00%1.43%0.00%0.74%2.92%1.77%3.55%2.46%

Drawdowns

CFIPX vs. FKDNX - Drawdown Comparison

The maximum CFIPX drawdown since its inception was -62.70%, which is greater than FKDNX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for CFIPX and FKDNX.


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Drawdown Indicators


CFIPXFKDNXDifference

Max Drawdown

Largest peak-to-trough decline

-62.70%

-51.63%

-11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-20.49%

+8.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.44%

-48.28%

+23.84%

Max Drawdown (10Y)

Largest decline over 10 years

-33.98%

-48.28%

+14.30%

Current Drawdown

Current decline from peak

-8.28%

-20.49%

+12.21%

Average Drawdown

Average peak-to-trough decline

-16.50%

-11.28%

-5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

6.28%

-3.99%

Volatility

CFIPX vs. FKDNX - Volatility Comparison

The current volatility for Franklin Global Equity Fund (CFIPX) is 4.40%, while Franklin DynaTech Fund (FKDNX) has a volatility of 7.59%. This indicates that CFIPX experiences smaller price fluctuations and is considered to be less risky than FKDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CFIPXFKDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

7.59%

-3.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

16.06%

-7.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

26.04%

-9.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

26.20%

-10.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

24.48%

-7.25%