PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FADTX vs. FKDNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FADTX and FKDNX is 0.92, 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.


-0.50.00.51.00.9

Performance

FADTX vs. FKDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Technology Fund Class A (FADTX) and Franklin DynaTech Fund (FKDNX). The values are adjusted to include any dividend payments, if applicable.

800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
1,084.79%
991.27%
FADTX
FKDNX

Key characteristics

Sharpe Ratio

FADTX:

1.45

FKDNX:

1.61

Sortino Ratio

FADTX:

1.98

FKDNX:

2.17

Omega Ratio

FADTX:

1.26

FKDNX:

1.29

Calmar Ratio

FADTX:

1.64

FKDNX:

1.35

Martin Ratio

FADTX:

7.11

FKDNX:

8.99

Ulcer Index

FADTX:

4.84%

FKDNX:

3.87%

Daily Std Dev

FADTX:

23.66%

FKDNX:

21.61%

Max Drawdown

FADTX:

-82.49%

FKDNX:

-55.85%

Current Drawdown

FADTX:

-2.80%

FKDNX:

-3.16%

Returns By Period

In the year-to-date period, FADTX achieves a 37.31% return, which is significantly higher than FKDNX's 32.60% return. Both investments have delivered pretty close results over the past 10 years, with FADTX having a 14.67% annualized return and FKDNX not far behind at 14.39%.


FADTX

YTD

37.31%

1M

3.51%

6M

10.15%

1Y

37.61%

5Y*

17.49%

10Y*

14.67%

FKDNX

YTD

32.60%

1M

1.87%

6M

8.39%

1Y

32.80%

5Y*

14.92%

10Y*

14.39%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FADTX vs. FKDNX - Expense Ratio Comparison

FADTX has a 0.97% expense ratio, which is higher than FKDNX's 0.79% expense ratio.


FADTX
Fidelity Advisor Technology Fund Class A
Expense ratio chart for FADTX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
Expense ratio chart for FKDNX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

FADTX vs. FKDNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Technology Fund Class A (FADTX) 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.


Sharpe ratio
The chart of Sharpe ratio for FADTX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.451.61
The chart of Sortino ratio for FADTX, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.001.982.17
The chart of Omega ratio for FADTX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.29
The chart of Calmar ratio for FADTX, currently valued at 1.64, compared to the broader market0.002.004.006.008.0010.0012.0014.001.641.35
The chart of Martin ratio for FADTX, currently valued at 7.11, compared to the broader market0.0020.0040.0060.007.118.99
FADTX
FKDNX

The current FADTX Sharpe Ratio is 1.45, which is comparable to the FKDNX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of FADTX 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.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.45
1.61
FADTX
FKDNX

Dividends

FADTX vs. FKDNX - Dividend Comparison

Neither FADTX nor FKDNX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FADTX
Fidelity Advisor Technology Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.55%8.64%1.22%
FKDNX
Franklin DynaTech Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FADTX vs. FKDNX - Drawdown Comparison

The maximum FADTX drawdown since its inception was -82.49%, which is greater than FKDNX's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for FADTX and FKDNX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.80%
-3.16%
FADTX
FKDNX

Volatility

FADTX vs. FKDNX - Volatility Comparison

Fidelity Advisor Technology Fund Class A (FADTX) and Franklin DynaTech Fund (FKDNX) have volatilities of 5.82% and 5.87%, 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.82%
5.87%
FADTX
FKDNX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab