PortfoliosLab logoPortfoliosLab logo
FNGZX vs. FKDNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNGZX vs. FKDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Growth Fund (FNGZX) and Franklin DynaTech Fund (FKDNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FNGZX vs. FKDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNGZX
Franklin International Growth Fund
-12.37%10.54%0.66%15.24%-31.87%0.45%32.90%37.18%-14.30%36.28%
FKDNX
Franklin DynaTech Fund
-15.24%18.59%30.57%44.42%-40.30%12.53%57.68%36.36%2.85%39.29%

Returns By Period

In the year-to-date period, FNGZX achieves a -12.37% return, which is significantly higher than FKDNX's -15.24% return. Over the past 10 years, FNGZX has underperformed FKDNX with an annualized return of 5.30%, while FKDNX has yielded a comparatively higher 15.38% annualized return.


FNGZX

1D
0.26%
1M
-12.52%
YTD
-12.37%
6M
-14.13%
1Y
-1.02%
3Y*
0.03%
5Y*
-4.58%
10Y*
5.30%

FKDNX

1D
-1.40%
1M
-9.29%
YTD
-15.24%
6M
-15.77%
1Y
14.87%
3Y*
17.25%
5Y*
5.42%
10Y*
15.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FNGZX vs. FKDNX - Expense Ratio Comparison

FNGZX has a 0.86% expense ratio, which is higher than FKDNX's 0.79% expense ratio.


Return for Risk

FNGZX vs. FKDNX — Risk / Return Rank

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

FNGZX
FNGZX Risk / Return Rank: 33
Overall Rank
FNGZX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FNGZX Sortino Ratio Rank: 44
Sortino Ratio Rank
FNGZX Omega Ratio Rank: 44
Omega Ratio Rank
FNGZX Calmar Ratio Rank: 33
Calmar Ratio Rank
FNGZX Martin Ratio Rank: 33
Martin Ratio Rank

FKDNX
FKDNX Risk / Return Rank: 2121
Overall Rank
FKDNX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FKDNX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FKDNX Omega Ratio Rank: 2424
Omega Ratio Rank
FKDNX Calmar Ratio Rank: 1616
Calmar Ratio Rank
FKDNX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNGZX vs. FKDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Growth Fund (FNGZX) and Franklin DynaTech Fund (FKDNX). 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.


FNGZXFKDNXDifference

Sharpe ratio

Return per unit of total volatility

-0.12

0.55

-0.67

Sortino ratio

Return per unit of downside risk

-0.04

0.96

-1.00

Omega ratio

Gain probability vs. loss probability

1.00

1.13

-0.13

Calmar ratio

Return relative to maximum drawdown

-0.24

0.47

-0.71

Martin ratio

Return relative to average drawdown

-0.86

1.54

-2.40

FNGZX vs. FKDNX - Sharpe Ratio Comparison

The current FNGZX Sharpe Ratio is -0.12, which is lower than the FKDNX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FNGZX and FKDNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FNGZXFKDNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

0.55

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

0.21

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.63

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.64

-0.46

Correlation

The correlation between FNGZX and FKDNX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FNGZX vs. FKDNX - Dividend Comparison

FNGZX's dividend yield for the trailing twelve months is around 3.85%, less than FKDNX's 13.17% yield.


TTM20252024202320222021202020192018201720162015
FNGZX
Franklin International Growth Fund
3.85%3.37%2.07%0.00%1.74%1.11%2.23%0.30%2.04%1.31%0.90%0.36%
FKDNX
Franklin DynaTech Fund
13.17%11.17%0.00%0.00%0.00%1.43%0.00%0.74%2.92%1.77%3.55%2.46%

Drawdowns

FNGZX vs. FKDNX - Drawdown Comparison

The maximum FNGZX drawdown since its inception was -53.35%, roughly equal to the maximum FKDNX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for FNGZX and FKDNX.


Loading graphics...

Drawdown Indicators


FNGZXFKDNXDifference

Max Drawdown

Largest peak-to-trough decline

-53.35%

-51.63%

-1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-17.29%

-20.49%

+3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-47.63%

-48.28%

+0.65%

Max Drawdown (10Y)

Largest decline over 10 years

-47.63%

-48.28%

+0.65%

Current Drawdown

Current decline from peak

-30.85%

-20.49%

-10.36%

Average Drawdown

Average peak-to-trough decline

-14.06%

-11.28%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

6.28%

-1.40%

Volatility

FNGZX vs. FKDNX - Volatility Comparison

The current volatility for Franklin International Growth Fund (FNGZX) is 6.45%, while Franklin DynaTech Fund (FKDNX) has a volatility of 7.59%. This indicates that FNGZX experiences smaller price fluctuations and is considered to be less risky than FKDNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FNGZXFKDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

7.59%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

16.06%

-3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

26.04%

-6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

26.20%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

24.48%

-4.30%