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

Key characteristics


FKDNXTRLGX
YTD Return21.33%22.39%
1Y Return34.10%34.96%
3Y Return (Ann)-0.50%5.65%
5Y Return (Ann)14.40%17.42%
10Y Return (Ann)15.04%16.18%
Sharpe Ratio1.501.98
Daily Std Dev21.50%16.53%
Max Drawdown-58.29%-55.56%
Current Drawdown-4.96%-2.55%

Correlation

-0.50.00.51.00.9

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.

Performance

FKDNX vs. TRLGX - Performance Comparison

The year-to-date returns for both investments are quite close, with FKDNX having a 21.33% return and TRLGX slightly higher at 22.39%. Over the past 10 years, FKDNX has underperformed TRLGX with an annualized return of 15.04%, while TRLGX has yielded a comparatively higher 16.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
7.49%
9.78%
FKDNX
TRLGX

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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.


FKDNX
Sharpe ratio
The chart of Sharpe ratio for FKDNX, currently valued at 1.47, compared to the broader market-1.000.001.002.003.004.005.001.47
Sortino ratio
The chart of Sortino ratio for FKDNX, currently valued at 2.01, compared to the broader market0.005.0010.002.01
Omega ratio
The chart of Omega ratio for FKDNX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for FKDNX, currently valued at 0.88, compared to the broader market0.005.0010.0015.0020.000.88
Martin ratio
The chart of Martin ratio for FKDNX, currently valued at 7.72, compared to the broader market0.0020.0040.0060.0080.00100.007.72
TRLGX
Sharpe ratio
The chart of Sharpe ratio for TRLGX, currently valued at 1.98, compared to the broader market-1.000.001.002.003.004.005.001.98
Sortino ratio
The chart of Sortino ratio for TRLGX, currently valued at 2.67, compared to the broader market0.005.0010.002.67
Omega ratio
The chart of Omega ratio for TRLGX, currently valued at 1.35, compared to the broader market1.002.003.004.001.35
Calmar ratio
The chart of Calmar ratio for TRLGX, currently valued at 1.38, compared to the broader market0.005.0010.0015.0020.001.38
Martin ratio
The chart of Martin ratio for TRLGX, currently valued at 11.78, compared to the broader market0.0020.0040.0060.0080.00100.0011.78

FKDNX vs. TRLGX - Sharpe Ratio Comparison

The current FKDNX Sharpe Ratio is 1.50, which roughly equals the TRLGX Sharpe Ratio of 1.98. The chart below compares the 12-month rolling Sharpe Ratio of FKDNX and TRLGX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.47
1.98
FKDNX
TRLGX

Dividends

FKDNX vs. TRLGX - Dividend Comparison

FKDNX has not paid dividends to shareholders, while TRLGX's dividend yield for the trailing twelve months is around 1.66%.


TTM20232022202120202019201820172016201520142013
FKDNX
Franklin DynaTech Fund
0.00%0.00%0.00%1.43%0.00%0.74%2.92%1.77%3.55%2.46%3.50%4.06%
TRLGX
T. Rowe Price Large-Cap Growth Fund
1.66%2.04%3.88%2.56%0.42%7.76%7.93%9.27%1.64%4.71%7.64%0.04%

Drawdowns

FKDNX vs. TRLGX - Drawdown Comparison

The maximum FKDNX drawdown since its inception was -58.29%, roughly equal to the maximum TRLGX drawdown of -55.56%. 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%AprilMayJuneJulyAugustSeptember
-4.96%
-2.55%
FKDNX
TRLGX

Volatility

FKDNX vs. TRLGX - Volatility Comparison

Franklin DynaTech Fund (FKDNX) has a higher volatility of 7.09% compared to T. Rowe Price Large-Cap Growth Fund (TRLGX) at 4.97%. This indicates that FKDNX's price experiences larger fluctuations and is considered to be riskier than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
7.09%
4.97%
FKDNX
TRLGX