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FKDNX vs. TRLGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FKDNX and TRLGX 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.


-0.50.00.51.00.9

Performance

FKDNX vs. TRLGX - Performance Comparison

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

600.00%650.00%700.00%750.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
780.72%
675.20%
FKDNX
TRLGX

Key characteristics

Sharpe Ratio

FKDNX:

1.61

TRLGX:

1.73

Sortino Ratio

FKDNX:

2.17

TRLGX:

2.29

Omega Ratio

FKDNX:

1.29

TRLGX:

1.32

Calmar Ratio

FKDNX:

1.35

TRLGX:

1.43

Martin Ratio

FKDNX:

8.99

TRLGX:

10.29

Ulcer Index

FKDNX:

3.87%

TRLGX:

2.78%

Daily Std Dev

FKDNX:

21.61%

TRLGX:

16.54%

Max Drawdown

FKDNX:

-55.85%

TRLGX:

-56.16%

Current Drawdown

FKDNX:

-3.16%

TRLGX:

-7.30%

Returns By Period

In the year-to-date period, FKDNX achieves a 32.60% return, which is significantly higher than TRLGX's 26.88% return. Over the past 10 years, FKDNX has outperformed TRLGX with an annualized return of 14.39%, while TRLGX has yielded a comparatively lower 11.87% annualized return.


FKDNX

YTD

32.60%

1M

1.87%

6M

8.39%

1Y

32.80%

5Y*

14.92%

10Y*

14.39%

TRLGX

YTD

26.88%

1M

-3.28%

6M

4.86%

1Y

27.13%

5Y*

13.65%

10Y*

11.87%

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. TRLGX - Expense Ratio Comparison

FKDNX has a 0.79% expense ratio, which is higher than TRLGX's 0.55% expense ratio.


FKDNX
Franklin DynaTech Fund
Expense ratio chart for FKDNX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for TRLGX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

FKDNX vs. TRLGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund (FKDNX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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.


Sharpe ratio
The chart of Sharpe ratio for FKDNX, currently valued at 1.61, compared to the broader market-1.000.001.002.003.004.001.611.73
The chart of Sortino ratio for FKDNX, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.002.172.29
The chart of Omega ratio for FKDNX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.32
The chart of Calmar ratio for FKDNX, currently valued at 1.35, compared to the broader market0.002.004.006.008.0010.0012.0014.001.351.43
The chart of Martin ratio for FKDNX, currently valued at 8.99, compared to the broader market0.0020.0040.0060.008.9910.29
FKDNX
TRLGX

The current FKDNX Sharpe Ratio is 1.61, which is comparable to the TRLGX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FKDNX and TRLGX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.61
1.73
FKDNX
TRLGX

Dividends

FKDNX vs. TRLGX - Dividend Comparison

Neither FKDNX nor TRLGX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FKDNX
Franklin DynaTech Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRLGX
T. Rowe Price Large-Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.41%0.28%0.24%0.24%0.03%0.07%0.04%

Drawdowns

FKDNX vs. TRLGX - Drawdown Comparison

The maximum FKDNX drawdown since its inception was -55.85%, roughly equal to the maximum TRLGX drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for FKDNX and TRLGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.16%
-7.30%
FKDNX
TRLGX

Volatility

FKDNX vs. TRLGX - Volatility Comparison

Franklin DynaTech Fund (FKDNX) and T. Rowe Price Large-Cap Growth Fund (TRLGX) have volatilities of 5.87% and 6.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.87%
6.06%
FKDNX
TRLGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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