PortfoliosLab logo
FKDNX vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FKDNX and SCHG is 0.86, 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

FKDNX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin DynaTech Fund (FKDNX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%December2025FebruaryMarchAprilMay
562.37%
833.26%
FKDNX
SCHG

Key characteristics

Sharpe Ratio

FKDNX:

0.33

SCHG:

0.53

Sortino Ratio

FKDNX:

0.66

SCHG:

0.90

Omega Ratio

FKDNX:

1.09

SCHG:

1.13

Calmar Ratio

FKDNX:

0.37

SCHG:

0.56

Martin Ratio

FKDNX:

1.19

SCHG:

1.90

Ulcer Index

FKDNX:

8.21%

SCHG:

6.94%

Daily Std Dev

FKDNX:

29.19%

SCHG:

24.87%

Max Drawdown

FKDNX:

-55.85%

SCHG:

-34.59%

Current Drawdown

FKDNX:

-11.91%

SCHG:

-11.35%

Returns By Period

In the year-to-date period, FKDNX achieves a -6.34% return, which is significantly higher than SCHG's -7.44% return. Over the past 10 years, FKDNX has underperformed SCHG with an annualized return of 12.82%, while SCHG has yielded a comparatively higher 15.14% annualized return.


FKDNX

YTD

-6.34%

1M

17.75%

6M

-5.57%

1Y

8.14%

5Y*

11.31%

10Y*

12.82%

SCHG

YTD

-7.44%

1M

14.03%

6M

-4.98%

1Y

11.67%

5Y*

17.75%

10Y*

15.14%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FKDNX vs. SCHG - Expense Ratio Comparison

FKDNX has a 0.79% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Risk-Adjusted Performance

FKDNX vs. SCHG — Risk-Adjusted Performance Rank

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

FKDNX
The Risk-Adjusted Performance Rank of FKDNX is 4040
Overall Rank
The Sharpe Ratio Rank of FKDNX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FKDNX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of FKDNX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FKDNX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FKDNX is 3939
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 5858
Overall Rank
The Sharpe Ratio Rank of SCHG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5555
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.

FKDNX vs. SCHG - Risk-Adjusted Performance 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.


The current FKDNX Sharpe Ratio is 0.33, which is lower than the SCHG Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FKDNX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.33
0.53
FKDNX
SCHG

Dividends

FKDNX vs. SCHG - Dividend Comparison

FKDNX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.44%.


TTM20242023202220212020201920182017201620152014
FKDNX
Franklin DynaTech Fund
0.00%0.00%0.00%0.00%1.43%0.00%0.74%2.92%1.77%3.55%2.46%3.50%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.44%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

FKDNX vs. SCHG - Drawdown Comparison

The maximum FKDNX drawdown since its inception was -55.85%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.91%
-11.35%
FKDNX
SCHG

Volatility

FKDNX vs. SCHG - Volatility Comparison

Franklin DynaTech Fund (FKDNX) has a higher volatility of 15.01% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 13.69%. 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.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.01%
13.69%
FKDNX
SCHG