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FKDNX vs. FADTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FKDNX vs. FADTX - Performance Comparison

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

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FKDNX vs. FADTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FKDNX
Franklin DynaTech Fund
-10.96%18.59%30.57%44.42%-40.30%12.53%57.68%36.36%2.85%39.29%
FADTX
Fidelity Advisor Technology Fund Class A
0.00%24.35%35.02%59.29%-36.17%27.26%63.93%50.57%-8.52%49.42%

Returns By Period


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%

FADTX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FKDNX vs. FADTX - Expense Ratio Comparison

FKDNX has a 0.79% expense ratio, which is lower than FADTX's 0.97% expense ratio.


Return for Risk

FKDNX vs. FADTX — Risk / Return Rank

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

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

FADTX
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.

FKDNX vs. FADTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund (FKDNX) and Fidelity Advisor Technology Fund Class A (FADTX). 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.


FKDNXFADTXDifference

Sharpe ratio

Return per unit of total volatility

0.79

Sortino ratio

Return per unit of downside risk

1.29

Omega ratio

Gain probability vs. loss probability

1.17

Calmar ratio

Return relative to maximum drawdown

0.81

Martin ratio

Return relative to average drawdown

2.63

FKDNX vs. FADTX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FKDNXFADTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

Correlation

The correlation between FKDNX and FADTX 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

FKDNX vs. FADTX - Dividend Comparison

FKDNX's dividend yield for the trailing twelve months is around 12.54%, more than FADTX's 11.13% yield.


TTM20252024202320222021202020192018201720162015
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%
FADTX
Fidelity Advisor Technology Fund Class A
11.13%11.13%8.01%3.94%3.72%12.63%7.85%2.52%23.98%8.23%1.63%4.55%

Drawdowns

FKDNX vs. FADTX - Drawdown Comparison


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Drawdown Indicators


FKDNXFADTXDifference

Max Drawdown

Largest peak-to-trough decline

-51.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.49%

Max Drawdown (5Y)

Largest decline over 5 years

-48.28%

Max Drawdown (10Y)

Largest decline over 10 years

-48.28%

Current Drawdown

Current decline from peak

-16.48%

Average Drawdown

Average peak-to-trough decline

-11.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.29%

Volatility

FKDNX vs. FADTX - Volatility Comparison


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Volatility by Period


FKDNXFADTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.81%

Volatility (1Y)

Calculated over the trailing 1-year period

26.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.53%