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FDTRX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDTRX and SPY is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FDTRX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin DynaTech Fund Class R6 (FDTRX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%December2025FebruaryMarchAprilMay
383.85%
343.76%
FDTRX
SPY

Key characteristics

Sharpe Ratio

FDTRX:

0.47

SPY:

0.72

Sortino Ratio

FDTRX:

0.84

SPY:

1.13

Omega Ratio

FDTRX:

1.12

SPY:

1.17

Calmar Ratio

FDTRX:

0.53

SPY:

0.76

Martin Ratio

FDTRX:

1.71

SPY:

3.04

Ulcer Index

FDTRX:

8.08%

SPY:

4.72%

Daily Std Dev

FDTRX:

29.31%

SPY:

20.06%

Max Drawdown

FDTRX:

-48.77%

SPY:

-55.19%

Current Drawdown

FDTRX:

-10.99%

SPY:

-7.25%

Returns By Period

In the year-to-date period, FDTRX achieves a -5.34% return, which is significantly lower than SPY's -3.01% return. Over the past 10 years, FDTRX has outperformed SPY with an annualized return of 13.61%, while SPY has yielded a comparatively lower 12.50% annualized return.


FDTRX

YTD

-5.34%

1M

12.74%

6M

-0.81%

1Y

11.17%

5Y*

13.15%

10Y*

13.61%

SPY

YTD

-3.01%

1M

5.60%

6M

-0.12%

1Y

12.26%

5Y*

16.60%

10Y*

12.50%

*Annualized

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FDTRX vs. SPY - Expense Ratio Comparison

FDTRX has a 0.48% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for FDTRX: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDTRX: 0.48%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

FDTRX vs. SPY — Risk-Adjusted Performance Rank

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

FDTRX
The Risk-Adjusted Performance Rank of FDTRX is 4848
Overall Rank
The Sharpe Ratio Rank of FDTRX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FDTRX is 4848
Sortino Ratio Rank
The Omega Ratio Rank of FDTRX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FDTRX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FDTRX is 4646
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6767
Overall Rank
The Sharpe Ratio Rank of SPY is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6868
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.

FDTRX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund Class R6 (FDTRX) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for FDTRX, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.00
FDTRX: 0.47
SPY: 0.72
The chart of Sortino ratio for FDTRX, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.00
FDTRX: 0.84
SPY: 1.13
The chart of Omega ratio for FDTRX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
FDTRX: 1.12
SPY: 1.17
The chart of Calmar ratio for FDTRX, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.00
FDTRX: 0.53
SPY: 0.76
The chart of Martin ratio for FDTRX, currently valued at 1.71, compared to the broader market0.0010.0020.0030.0040.00
FDTRX: 1.71
SPY: 3.04

The current FDTRX Sharpe Ratio is 0.47, which is lower than the SPY Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FDTRX and SPY, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.47
0.72
FDTRX
SPY

Dividends

FDTRX vs. SPY - Dividend Comparison

FDTRX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.26%.


TTM20242023202220212020201920182017201620152014
FDTRX
Franklin DynaTech Fund Class R6
0.00%0.00%0.00%0.00%1.36%0.00%0.71%2.80%1.71%3.44%2.40%3.43%
SPY
SPDR S&P 500 ETF
1.26%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

FDTRX vs. SPY - Drawdown Comparison

The maximum FDTRX drawdown since its inception was -48.77%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FDTRX and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.99%
-7.25%
FDTRX
SPY

Volatility

FDTRX vs. SPY - Volatility Comparison

Franklin DynaTech Fund Class R6 (FDTRX) has a higher volatility of 18.00% compared to SPDR S&P 500 ETF (SPY) at 15.07%. This indicates that FDTRX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
18.00%
15.07%
FDTRX
SPY