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FADTX vs. FKDNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FADTX and FKDNX is 0.83, 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.


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.

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Key characteristics

Sharpe Ratio

FADTX:

0.02

FKDNX:

0.34

Sortino Ratio

FADTX:

0.24

FKDNX:

0.65

Omega Ratio

FADTX:

1.03

FKDNX:

1.09

Calmar Ratio

FADTX:

0.01

FKDNX:

0.36

Martin Ratio

FADTX:

0.03

FKDNX:

1.14

Ulcer Index

FADTX:

12.29%

FKDNX:

8.27%

Daily Std Dev

FADTX:

33.15%

FKDNX:

29.23%

Max Drawdown

FADTX:

-82.49%

FKDNX:

-55.85%

Current Drawdown

FADTX:

-20.23%

FKDNX:

-10.88%

Returns By Period

In the year-to-date period, FADTX achieves a -10.10% return, which is significantly lower than FKDNX's -5.24% return. Over the past 10 years, FADTX has underperformed FKDNX with an annualized return of 11.76%, while FKDNX has yielded a comparatively higher 12.99% annualized return.


FADTX

YTD

-10.10%

1M

11.53%

6M

-16.11%

1Y

0.53%

5Y*

11.10%

10Y*

11.76%

FKDNX

YTD

-5.24%

1M

12.53%

6M

-6.71%

1Y

9.69%

5Y*

11.26%

10Y*

12.99%

*Annualized

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FADTX vs. FKDNX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FADTX vs. FKDNX — Risk-Adjusted Performance Rank

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

FADTX
The Risk-Adjusted Performance Rank of FADTX is 2525
Overall Rank
The Sharpe Ratio Rank of FADTX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FADTX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FADTX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FADTX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FADTX is 2323
Martin Ratio Rank

FKDNX
The Risk-Adjusted Performance Rank of FKDNX is 4848
Overall Rank
The Sharpe Ratio Rank of FKDNX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FKDNX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FKDNX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FKDNX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FKDNX is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FADTX Sharpe Ratio is 0.02, which is lower than the FKDNX Sharpe Ratio of 0.34. 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.


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Dividends

FADTX vs. FKDNX - Dividend Comparison

Neither FADTX nor FKDNX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%0.00%4.55%8.64%
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.


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Volatility

FADTX vs. FKDNX - Volatility Comparison

Fidelity Advisor Technology Fund Class A (FADTX) has a higher volatility of 10.22% compared to Franklin DynaTech Fund (FKDNX) at 9.49%. This indicates that FADTX's price experiences larger fluctuations and is considered to be riskier than FKDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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