FKDNX vs. VGT
Compare and contrast key facts about Franklin DynaTech Fund (FKDNX) and Vanguard Information Technology ETF (VGT).
FKDNX is managed by Franklin Templeton. It was launched on Jan 2, 1968. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FKDNX or VGT.
Key characteristics
| FKDNX | VGT | |
|---|---|---|
| YTD Return | 32.89% | 29.40% |
| 1Y Return | 45.83% | 41.46% |
| 3Y Return (Ann) | 1.23% | 12.41% |
| 5Y Return (Ann) | 15.98% | 23.00% |
| 10Y Return (Ann) | 14.03% | 20.95% |
| Sharpe Ratio | 2.19 | 1.94 |
| Sortino Ratio | 2.83 | 2.51 |
| Omega Ratio | 1.39 | 1.35 |
| Calmar Ratio | 1.56 | 2.68 |
| Martin Ratio | 12.06 | 9.65 |
| Ulcer Index | 3.82% | 4.22% |
| Daily Std Dev | 21.06% | 20.96% |
| Max Drawdown | -55.85% | -54.63% |
| Current Drawdown | 0.00% | -0.41% |
Correlation
The correlation between FKDNX and VGT is 0.91, 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. VGT - Performance Comparison
In the year-to-date period, FKDNX achieves a 32.89% return, which is significantly higher than VGT's 29.40% return. Over the past 10 years, FKDNX has underperformed VGT with an annualized return of 14.03%, while VGT has yielded a comparatively higher 20.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FKDNX vs. VGT - Expense Ratio Comparison
FKDNX has a 0.79% expense ratio, which is higher than VGT's 0.10% expense ratio.
Risk-Adjusted Performance
FKDNX vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund (FKDNX) and Vanguard Information Technology ETF (VGT). 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.
Dividends
FKDNX vs. VGT - Dividend Comparison
FKDNX has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
FKDNX vs. VGT - Drawdown Comparison
The maximum FKDNX drawdown since its inception was -55.85%, roughly equal to the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for FKDNX and VGT. For additional features, visit the drawdowns tool.
Volatility
FKDNX vs. VGT - Volatility Comparison
Franklin DynaTech Fund (FKDNX) and Vanguard Information Technology ETF (VGT) have volatilities of 6.26% and 6.28%, 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.