FDTRX vs. ^GSPC
Compare and contrast key facts about Franklin DynaTech Fund Class R6 (FDTRX) and S&P 500 (^GSPC).
FDTRX is managed by Franklin Templeton. It was launched on Jun 24, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDTRX or ^GSPC.
Correlation
The correlation between FDTRX and ^GSPC 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. ^GSPC - Performance Comparison
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Key characteristics
FDTRX:
0.44
^GSPC:
0.52
FDTRX:
0.80
^GSPC:
0.85
FDTRX:
1.11
^GSPC:
1.12
FDTRX:
0.49
^GSPC:
0.53
FDTRX:
1.56
^GSPC:
2.02
FDTRX:
8.30%
^GSPC:
4.98%
FDTRX:
29.60%
^GSPC:
19.69%
FDTRX:
-48.77%
^GSPC:
-56.78%
FDTRX:
-5.76%
^GSPC:
-4.92%
Returns By Period
In the year-to-date period, FDTRX achieves a 0.22% return, which is significantly higher than ^GSPC's -0.67% return. Over the past 10 years, FDTRX has outperformed ^GSPC with an annualized return of 13.76%, while ^GSPC has yielded a comparatively lower 10.64% annualized return.
FDTRX
0.22%
19.84%
-0.03%
12.82%
20.12%
12.27%
13.76%
^GSPC
-0.67%
10.48%
-1.79%
10.08%
13.71%
14.60%
10.64%
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Risk-Adjusted Performance
FDTRX vs. ^GSPC — Risk-Adjusted Performance Rank
FDTRX
^GSPC
FDTRX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund Class R6 (FDTRX) and S&P 500 (^GSPC). 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.
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Drawdowns
FDTRX vs. ^GSPC - Drawdown Comparison
The maximum FDTRX drawdown since its inception was -48.77%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FDTRX and ^GSPC. For additional features, visit the drawdowns tool.
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Volatility
FDTRX vs. ^GSPC - Volatility Comparison
Franklin DynaTech Fund Class R6 (FDTRX) has a higher volatility of 6.83% compared to S&P 500 (^GSPC) at 4.58%. This indicates that FDTRX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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