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

Correlation

The correlation between FDTRX and SWLGX 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.


Performance

FDTRX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin DynaTech Fund Class R6 (FDTRX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDTRX:

0.44

SWLGX:

0.61

Sortino Ratio

FDTRX:

0.80

SWLGX:

1.00

Omega Ratio

FDTRX:

1.11

SWLGX:

1.14

Calmar Ratio

FDTRX:

0.49

SWLGX:

0.66

Martin Ratio

FDTRX:

1.56

SWLGX:

2.18

Ulcer Index

FDTRX:

8.30%

SWLGX:

7.01%

Daily Std Dev

FDTRX:

29.60%

SWLGX:

25.38%

Max Drawdown

FDTRX:

-48.77%

SWLGX:

-33.28%

Current Drawdown

FDTRX:

-5.76%

SWLGX:

-5.48%

Returns By Period

In the year-to-date period, FDTRX achieves a 0.22% return, which is significantly higher than SWLGX's -1.50% return.


FDTRX

YTD

0.22%

1M

19.84%

6M

-0.03%

1Y

12.82%

3Y*

20.12%

5Y*

12.27%

10Y*

13.76%

SWLGX

YTD

-1.50%

1M

15.58%

6M

0.55%

1Y

15.35%

3Y*

21.20%

5Y*

17.58%

10Y*

N/A

*Annualized

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Franklin DynaTech Fund Class R6

FDTRX vs. SWLGX - Expense Ratio Comparison

FDTRX has a 0.48% expense ratio, which is higher than SWLGX's 0.04% expense ratio.


Risk-Adjusted Performance

FDTRX vs. SWLGX — 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 5757
Overall Rank
The Sharpe Ratio Rank of FDTRX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FDTRX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FDTRX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FDTRX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FDTRX is 5454
Martin Ratio Rank

SWLGX
The Risk-Adjusted Performance Rank of SWLGX is 6868
Overall Rank
The Sharpe Ratio Rank of SWLGX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SWLGX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of SWLGX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SWLGX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SWLGX is 6565
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. SWLGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund Class R6 (FDTRX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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 FDTRX Sharpe Ratio is 0.44, which is comparable to the SWLGX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FDTRX and SWLGX, 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

FDTRX vs. SWLGX - Dividend Comparison

FDTRX has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.53%.


TTM2024202320222021202020192018
FDTRX
Franklin DynaTech Fund Class R6
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.53%0.52%0.67%0.93%0.57%0.67%0.96%1.03%

Drawdowns

FDTRX vs. SWLGX - Drawdown Comparison

The maximum FDTRX drawdown since its inception was -48.77%, which is greater than SWLGX's maximum drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for FDTRX and SWLGX. For additional features, visit the drawdowns tool.


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Volatility

FDTRX vs. SWLGX - Volatility Comparison

Franklin DynaTech Fund Class R6 (FDTRX) has a higher volatility of 6.83% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.85%. This indicates that FDTRX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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