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FGADX vs. FKDNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGADX vs. FKDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Gold and Precious Metals Fund Advisor Class (FGADX) and Franklin DynaTech Fund (FKDNX). The values are adjusted to include any dividend payments, if applicable.

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FGADX vs. FKDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGADX
Franklin Gold and Precious Metals Fund Advisor Class
5.78%197.29%17.98%2.20%-23.24%-3.76%44.60%51.87%-17.89%0.06%
FKDNX
Franklin DynaTech Fund
-10.96%18.59%30.57%44.42%-40.30%12.53%57.68%36.36%2.85%39.29%

Returns By Period

In the year-to-date period, FGADX achieves a 5.78% return, which is significantly higher than FKDNX's -10.96% return. Over the past 10 years, FGADX has outperformed FKDNX with an annualized return of 18.40%, while FKDNX has yielded a comparatively lower 15.95% annualized return.


FGADX

1D
8.13%
1M
-21.41%
YTD
5.78%
6M
29.37%
1Y
122.00%
3Y*
51.44%
5Y*
24.76%
10Y*
18.40%

FKDNX

1D
5.05%
1M
-5.14%
YTD
-10.96%
6M
-11.72%
1Y
19.43%
3Y*
19.19%
5Y*
5.93%
10Y*
15.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGADX vs. FKDNX - Expense Ratio Comparison

FGADX has a 0.62% expense ratio, which is lower than FKDNX's 0.79% expense ratio.


Return for Risk

FGADX vs. FKDNX — Risk / Return Rank

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

FGADX
FGADX Risk / Return Rank: 9595
Overall Rank
FGADX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FGADX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FGADX Omega Ratio Rank: 9191
Omega Ratio Rank
FGADX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FGADX Martin Ratio Rank: 9696
Martin Ratio Rank

FKDNX
FKDNX Risk / Return Rank: 3131
Overall Rank
FKDNX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FKDNX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FKDNX Omega Ratio Rank: 3434
Omega Ratio Rank
FKDNX Calmar Ratio Rank: 2727
Calmar Ratio Rank
FKDNX Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGADX vs. FKDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Gold and Precious Metals Fund Advisor Class (FGADX) and Franklin DynaTech Fund (FKDNX). 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.


FGADXFKDNXDifference

Sharpe ratio

Return per unit of total volatility

2.86

0.79

+2.07

Sortino ratio

Return per unit of downside risk

3.02

1.29

+1.73

Omega ratio

Gain probability vs. loss probability

1.43

1.17

+0.26

Calmar ratio

Return relative to maximum drawdown

3.95

0.81

+3.14

Martin ratio

Return relative to average drawdown

14.72

2.63

+12.09

FGADX vs. FKDNX - Sharpe Ratio Comparison

The current FGADX Sharpe Ratio is 2.86, which is higher than the FKDNX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of FGADX and FKDNX, 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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Sharpe Ratios by Period


FGADXFKDNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

0.79

+2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.23

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.65

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.64

-0.38

Correlation

The correlation between FGADX and FKDNX is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FGADX vs. FKDNX - Dividend Comparison

FGADX's dividend yield for the trailing twelve months is around 9.28%, less than FKDNX's 12.54% yield.


TTM20252024202320222021202020192018201720162015
FGADX
Franklin Gold and Precious Metals Fund Advisor Class
9.28%9.81%12.51%3.09%0.00%8.83%10.06%0.00%0.00%0.62%8.38%0.00%
FKDNX
Franklin DynaTech Fund
12.54%11.17%0.00%0.00%0.00%1.43%0.00%0.74%2.92%1.77%3.55%2.46%

Drawdowns

FGADX vs. FKDNX - Drawdown Comparison

The maximum FGADX drawdown since its inception was -78.57%, which is greater than FKDNX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for FGADX and FKDNX.


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Drawdown Indicators


FGADXFKDNXDifference

Max Drawdown

Largest peak-to-trough decline

-78.57%

-51.63%

-26.94%

Max Drawdown (1Y)

Largest decline over 1 year

-31.15%

-20.49%

-10.66%

Max Drawdown (5Y)

Largest decline over 5 years

-48.77%

-48.28%

-0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-49.27%

-48.28%

-0.99%

Current Drawdown

Current decline from peak

-21.41%

-16.48%

-4.93%

Average Drawdown

Average peak-to-trough decline

-34.81%

-11.28%

-23.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

6.29%

+2.07%

Volatility

FGADX vs. FKDNX - Volatility Comparison

Franklin Gold and Precious Metals Fund Advisor Class (FGADX) has a higher volatility of 18.27% compared to Franklin DynaTech Fund (FKDNX) at 9.29%. This indicates that FGADX's price experiences larger fluctuations and is considered to be riskier than FKDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGADXFKDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.27%

9.29%

+8.98%

Volatility (6M)

Calculated over the trailing 6-month period

35.18%

16.81%

+18.37%

Volatility (1Y)

Calculated over the trailing 1-year period

43.06%

26.47%

+16.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.13%

26.27%

+6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.83%

24.53%

+8.30%