FKDNX vs. VUG
FKDNX (Franklin DynaTech Fund) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. FKDNX is actively managed, while VUG is passively managed. Over the past 10 years, FKDNX returned 16.75%/yr vs 17.52%/yr for VUG. Their correlation of 0.94 means they have usually moved in the same direction. FKDNX charges 0.77%/yr vs 0.03%/yr for VUG.
Performance
FKDNX vs. VUG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FKDNX achieves a 3.59% return, which is significantly lower than VUG's 7.33% return. Both investments have delivered pretty close results over the past 10 years, with FKDNX having a 16.75% annualized return and VUG not far ahead at 17.52%.
FKDNX
- 1D
- 2.04%
- 1M
- -3.28%
- 6M
- 4.95%
- YTD
- 3.59%
- 1Y
- 11.75%
- 3Y*
- 19.30%
- 5Y*
- 6.52%
- 10Y*
- 16.75%
- ALL TIME*
- 13.41%
VUG
- 1D
- 2.21%
- 1M
- 1.85%
- 6M
- 8.45%
- YTD
- 7.33%
- 1Y
- 17.91%
- 3Y*
- 23.28%
- 5Y*
- 12.56%
- 10Y*
- 17.52%
- ALL TIME*
- 12.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $562.97M | $645.16M | $657.53M |
FKDNX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FKDNX Franklin DynaTech Fund | 3.59% | 18.59% | 30.57% | 44.42% | -40.30% | 12.53% | 57.68% | 36.36% | 2.85% | 39.29% |
VUG Vanguard Growth ETF | 7.33% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between FKDNX and VUG is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.94 |
The correlation between FKDNX and VUG has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FKDNX vs. VUG — Risk / Return Rank
FKDNX
VUG
FKDNX vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin DynaTech Fund (FKDNX) and Vanguard Growth ETF (VUG). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FKDNX | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 1.09 | -0.64 |
| Martin ratioReturn relative to average drawdown | 1.30 | 3.45 | -2.15 |
Loading charts...
Drawdowns
FKDNX vs. VUG - Drawdown Comparison
The maximum FKDNX drawdown since its inception was -51.63%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FKDNX and VUG.
Loading charts...
Drawdown Indicators
| FKDNX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.63% | -50.68% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -20.49% | -16.53% | -3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -26.23% | -22.85% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -48.28% | -35.61% | -12.67% |
Max Drawdown (10Y)Largest decline over 10 years | -48.28% | -35.61% | -12.67% |
Current DrawdownCurrent decline from peak | -8.72% | -3.45% | -5.27% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -7.08% | -4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 5.20% | +1.89% |
Volatility
FKDNX vs. VUG - Volatility Comparison
Franklin DynaTech Fund (FKDNX) has a higher volatility of 9.05% compared to Vanguard Growth ETF (VUG) at 5.95%. This indicates that FKDNX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FKDNX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 5.95% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 19.76% | 14.38% | +5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.90% | 17.76% | +6.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.75% | 22.52% | +4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.88% | 21.57% | +3.31% |
FKDNX vs. VUG - Expense Ratio Comparison
FKDNX has a 0.77% expense ratio, which is higher than VUG's 0.03% expense ratio.
Dividends
FKDNX vs. VUG - Dividend Comparison
FKDNX's dividend yield for the trailing twelve months is around 10.78%, more than VUG's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FKDNX Franklin DynaTech Fund | 10.78% | 11.17% | 0.00% | 0.00% | 0.00% | 1.43% | 0.00% | 0.74% | 2.92% | 1.77% | 3.55% | 2.46% |
VUG Vanguard Growth ETF | 0.39% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
With a correlation of 0.94, FKDNX and VUG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FKDNX has higher volatility (9.05%) compared to VUG (5.95%). In terms of maximum drawdown, FKDNX dropped -51.63% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (1.01 vs 0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for FKDNX and VUG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer