FKDNX vs. SCHG
Compare and contrast key facts about Franklin DynaTech Fund (FKDNX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FKDNX is managed by Franklin Templeton. It was launched on Jan 2, 1968. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
FKDNX vs. SCHG - Performance Comparison
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FKDNX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FKDNX Franklin DynaTech Fund | -10.96% | 18.59% | 30.57% | 44.42% | -40.30% | 12.53% | 57.68% | 36.36% | 2.85% | 39.29% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, FKDNX achieves a -10.96% return, which is significantly lower than SCHG's -9.73% return. Over the past 10 years, FKDNX has underperformed SCHG with an annualized return of 15.95%, while SCHG has yielded a comparatively higher 16.95% annualized return.
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%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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FKDNX vs. SCHG - Expense Ratio Comparison
FKDNX has a 0.79% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
FKDNX vs. SCHG — Risk / Return Rank
FKDNX
SCHG
FKDNX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund (FKDNX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| FKDNX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.76 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.24 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.81 | 1.09 | -0.29 |
Martin ratioReturn relative to average drawdown | 2.63 | 3.71 | -1.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FKDNX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.76 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.57 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.79 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.79 | -0.15 |
Correlation
The correlation between FKDNX and SCHG is 0.94, 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. SCHG - Dividend Comparison
FKDNX's dividend yield for the trailing twelve months is around 12.54%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
FKDNX vs. SCHG - Drawdown Comparison
The maximum FKDNX drawdown since its inception was -51.63%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FKDNX and SCHG.
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Drawdown Indicators
| FKDNX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.63% | -34.59% | -17.04% |
Max Drawdown (1Y)Largest decline over 1 year | -20.49% | -16.41% | -4.08% |
Max Drawdown (5Y)Largest decline over 5 years | -48.28% | -34.59% | -13.69% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -34.59% | -13.69% |
Current DrawdownCurrent decline from peak | -16.48% | -12.51% | -3.97% |
Average DrawdownAverage peak-to-trough decline | -11.28% | -5.22% | -6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.29% | 4.84% | +1.45% |
Volatility
FKDNX vs. SCHG - Volatility Comparison
Franklin DynaTech Fund (FKDNX) has a higher volatility of 9.29% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that FKDNX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FKDNX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 6.77% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 12.54% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.47% | 22.45% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.27% | 22.31% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.53% | 21.51% | +3.02% |