FDTRX vs. FBSOX
FDTRX (Franklin DynaTech Fund Class R6) and FBSOX (Fidelity Select IT Services Portfolio) are both Technology Equities funds. Over the past 10 years, FDTRX returned 17.17%/yr vs 9.73%/yr for FBSOX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. FDTRX charges 0.48%/yr vs 0.70%/yr for FBSOX.
Performance
FDTRX vs. FBSOX - Performance Comparison
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Returns By Period
In the year-to-date period, FDTRX achieves a 3.80% return, which is significantly higher than FBSOX's -0.29% return. Over the past 10 years, FDTRX has outperformed FBSOX with an annualized return of 17.17%, while FBSOX has yielded a comparatively lower 9.73% annualized return.
FDTRX
- 1D
- 2.05%
- 1M
- -3.26%
- 6M
- 5.13%
- YTD
- 3.80%
- 1Y
- 12.13%
- 3Y*
- 19.70%
- 5Y*
- 6.89%
- 10Y*
- 17.17%
- ALL TIME*
- 16.25%
FBSOX
- 1D
- 0.00%
- 1M
- 2.86%
- 6M
- 5.05%
- YTD
- -0.29%
- 1Y
- -8.15%
- 3Y*
- 3.75%
- 5Y*
- -3.58%
- 10Y*
- 9.73%
- ALL TIME*
- 11.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FDTRX vs. FBSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDTRX Franklin DynaTech Fund Class R6 | 3.80% | 18.97% | 31.01% | 44.92% | -40.07% | 12.90% | 58.22% | 36.84% | 3.22% | 39.87% |
FBSOX Fidelity Select IT Services Portfolio | -0.29% | -9.19% | 15.04% | 23.23% | -28.86% | 2.53% | 31.47% | 42.25% | 4.11% | 34.28% |
Correlation
The correlation between FDTRX and FBSOX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2013 | 0.79 |
Over the past year, the correlation between FDTRX and FBSOX has dropped to 0.33 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
FDTRX vs. FBSOX — Risk / Return Rank
FDTRX
FBSOX
FDTRX vs. FBSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund Class R6 (FDTRX) and Fidelity Select IT Services Portfolio (FBSOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FDTRX | FBSOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.94 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | -0.36 | +0.83 |
| Martin ratioReturn relative to average drawdown | 1.36 | -0.67 | +2.03 |
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Drawdowns
FDTRX vs. FBSOX - Drawdown Comparison
The maximum FDTRX drawdown since its inception was -48.10%, roughly equal to the maximum FBSOX drawdown of -50.01%. Use the drawdown chart below to compare losses from any high point for FDTRX and FBSOX.
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Drawdown Indicators
| FDTRX | FBSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.10% | -50.01% | +1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -20.39% | -29.29% | +8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -26.19% | -35.31% | +9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -48.10% | -40.64% | -7.46% |
Max Drawdown (10Y)Largest decline over 10 years | -48.10% | -42.28% | -5.82% |
Current DrawdownCurrent decline from peak | -8.67% | -18.83% | +10.16% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -10.26% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.04% | 16.03% | -8.99% |
Volatility
FDTRX vs. FBSOX - Volatility Comparison
Franklin DynaTech Fund Class R6 (FDTRX) has a higher volatility of 9.06% compared to Fidelity Select IT Services Portfolio (FBSOX) at 5.79%. This indicates that FDTRX's price experiences larger fluctuations and is considered to be riskier than FBSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDTRX | FBSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.06% | 5.79% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 19.76% | 18.44% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.90% | 22.82% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.76% | 22.80% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.88% | 22.90% | +1.98% |
FDTRX vs. FBSOX - Expense Ratio Comparison
FDTRX has a 0.48% expense ratio, which is lower than FBSOX's 0.70% expense ratio.
Dividends
FDTRX vs. FBSOX - Dividend Comparison
FDTRX's dividend yield for the trailing twelve months is around 10.01%, more than FBSOX's 9.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBSOX Fidelity Select IT Services Portfolio | 9.11% | 14.07% | 18.34% | 3.81% | 14.40% | 15.64% | 5.27% | 2.30% | 4.97% | 3.10% | 0.32% | 3.87% |
FDTRX Franklin DynaTech Fund Class R6 | 10.01% | 10.39% | 0.00% | 0.00% | 0.00% | 1.36% | 0.00% | 0.71% | 2.80% | 1.71% | 3.44% | 2.40% |
Frequently Asked Questions
FDTRX and FBSOX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDTRX has higher volatility (9.06%) compared to FBSOX (5.79%). In terms of maximum drawdown, FDTRX dropped -48.10% vs FBSOX's -50.01%.
FDTRX currently has the higher Sharpe Ratio (0.40 vs -0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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