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

Correlation

The correlation between FDTRX and VSIAX is 0.82, 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. VSIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin DynaTech Fund Class R6 (FDTRX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDTRX:

0.43

VSIAX:

0.19

Sortino Ratio

FDTRX:

0.83

VSIAX:

0.42

Omega Ratio

FDTRX:

1.11

VSIAX:

1.06

Calmar Ratio

FDTRX:

0.52

VSIAX:

0.17

Martin Ratio

FDTRX:

1.63

VSIAX:

0.50

Ulcer Index

FDTRX:

8.30%

VSIAX:

7.99%

Daily Std Dev

FDTRX:

29.60%

VSIAX:

21.64%

Max Drawdown

FDTRX:

-48.77%

VSIAX:

-45.39%

Current Drawdown

FDTRX:

-6.04%

VSIAX:

-9.93%

Returns By Period

In the year-to-date period, FDTRX achieves a -0.08% return, which is significantly higher than VSIAX's -1.87% return. Over the past 10 years, FDTRX has outperformed VSIAX with an annualized return of 13.72%, while VSIAX has yielded a comparatively lower 7.99% annualized return.


FDTRX

YTD

-0.08%

1M

22.76%

6M

0.27%

1Y

12.59%

3Y*

20.44%

5Y*

12.20%

10Y*

13.72%

VSIAX

YTD

-1.87%

1M

13.86%

6M

-5.81%

1Y

4.19%

3Y*

9.23%

5Y*

16.37%

10Y*

7.99%

*Annualized

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FDTRX vs. VSIAX - Expense Ratio Comparison

FDTRX has a 0.48% expense ratio, which is higher than VSIAX's 0.07% expense ratio.


Risk-Adjusted Performance

FDTRX vs. VSIAX — 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 5353
Overall Rank
The Sharpe Ratio Rank of FDTRX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FDTRX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FDTRX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FDTRX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FDTRX is 5151
Martin Ratio Rank

VSIAX
The Risk-Adjusted Performance Rank of VSIAX is 3131
Overall Rank
The Sharpe Ratio Rank of VSIAX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VSIAX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VSIAX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VSIAX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VSIAX is 2929
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. VSIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund Class R6 (FDTRX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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 0.43, which is higher than the VSIAX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FDTRX and VSIAX, 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. VSIAX - Dividend Comparison

FDTRX has not paid dividends to shareholders, while VSIAX's dividend yield for the trailing twelve months is around 2.18%.


TTM20242023202220212020201920182017201620152014
FDTRX
Franklin DynaTech Fund Class R6
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
2.18%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%

Drawdowns

FDTRX vs. VSIAX - Drawdown Comparison

The maximum FDTRX drawdown since its inception was -48.77%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for FDTRX and VSIAX. For additional features, visit the drawdowns tool.


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Volatility

FDTRX vs. VSIAX - Volatility Comparison

Franklin DynaTech Fund Class R6 (FDTRX) has a higher volatility of 7.17% compared to Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) at 5.44%. This indicates that FDTRX's price experiences larger fluctuations and is considered to be riskier than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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