FDTRX vs. SPYG
Compare and contrast key facts about Franklin DynaTech Fund Class R6 (FDTRX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG).
FDTRX is managed by Franklin Templeton. It was launched on Jun 24, 2013. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Performance
FDTRX vs. SPYG - Performance Comparison
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FDTRX vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDTRX Franklin DynaTech Fund Class R6 | -10.89% | 18.97% | 31.01% | 44.92% | -40.07% | 12.90% | 58.22% | 36.84% | 3.22% | 39.87% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | -6.91% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Returns By Period
In the year-to-date period, FDTRX achieves a -10.89% return, which is significantly lower than SPYG's -6.91% return. Both investments have delivered pretty close results over the past 10 years, with FDTRX having a 16.37% annualized return and SPYG not far behind at 15.90%.
FDTRX
- 1D
- 5.05%
- 1M
- -5.11%
- YTD
- -10.89%
- 6M
- -11.59%
- 1Y
- 19.81%
- 3Y*
- 19.58%
- 5Y*
- 6.29%
- 10Y*
- 16.37%
SPYG
- 1D
- 1.32%
- 1M
- -4.24%
- YTD
- -6.91%
- 6M
- -5.21%
- 1Y
- 23.24%
- 3Y*
- 22.39%
- 5Y*
- 12.53%
- 10Y*
- 15.90%
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FDTRX vs. SPYG - Expense Ratio Comparison
FDTRX has a 0.48% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Return for Risk
FDTRX vs. SPYG — Risk / Return Rank
FDTRX
SPYG
FDTRX vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund Class R6 (FDTRX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
| FDTRX | SPYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.04 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.62 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.75 | -0.93 |
Martin ratioReturn relative to average drawdown | 2.70 | 6.81 | -4.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDTRX | SPYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.04 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.60 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.78 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.32 | +0.35 |
Correlation
The correlation between FDTRX and SPYG 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.
Dividends
FDTRX vs. SPYG - Dividend Comparison
FDTRX's dividend yield for the trailing twelve months is around 11.66%, more than SPYG's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTRX Franklin DynaTech Fund Class R6 | 11.66% | 10.39% | 0.00% | 0.00% | 0.00% | 1.36% | 0.00% | 0.71% | 2.80% | 1.71% | 3.44% | 2.40% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.57% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Drawdowns
FDTRX vs. SPYG - Drawdown Comparison
The maximum FDTRX drawdown since its inception was -48.10%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for FDTRX and SPYG.
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Drawdown Indicators
| FDTRX | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.10% | -67.63% | +19.53% |
Max Drawdown (1Y)Largest decline over 1 year | -20.39% | -13.76% | -6.63% |
Max Drawdown (5Y)Largest decline over 5 years | -48.10% | -32.67% | -15.43% |
Max Drawdown (10Y)Largest decline over 10 years | -48.10% | -32.67% | -15.43% |
Current DrawdownCurrent decline from peak | -16.37% | -9.06% | -7.31% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -24.48% | +15.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.25% | 3.55% | +2.70% |
Volatility
FDTRX vs. SPYG - Volatility Comparison
Franklin DynaTech Fund Class R6 (FDTRX) has a higher volatility of 9.28% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 7.32%. This indicates that FDTRX's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDTRX | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | 7.32% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 12.90% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.47% | 22.42% | +4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.27% | 21.13% | +5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.53% | 20.57% | +3.96% |