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FRSTX vs. FKDNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRSTX vs. FKDNX - Performance Comparison

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

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FRSTX vs. FKDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRSTX
Franklin Strategic Income Fund
-0.74%5.97%3.28%8.44%-10.72%2.13%3.49%8.17%-1.87%4.50%
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, FRSTX achieves a -0.74% return, which is significantly higher than FKDNX's -15.24% return. Over the past 10 years, FRSTX has underperformed FKDNX with an annualized return of 2.76%, while FKDNX has yielded a comparatively higher 15.38% annualized return.


FRSTX

1D
0.49%
1M
-2.48%
YTD
-0.74%
6M
0.35%
1Y
4.04%
3Y*
4.43%
5Y*
1.59%
10Y*
2.76%

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)

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FRSTX vs. FKDNX - Expense Ratio Comparison

FRSTX has a 0.89% expense ratio, which is higher than FKDNX's 0.79% expense ratio.


Return for Risk

FRSTX vs. FKDNX — Risk / Return Rank

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

FRSTX
FRSTX Risk / Return Rank: 5353
Overall Rank
FRSTX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FRSTX Sortino Ratio Rank: 5050
Sortino Ratio Rank
FRSTX Omega Ratio Rank: 3838
Omega Ratio Rank
FRSTX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FRSTX Martin Ratio Rank: 5959
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.

FRSTX vs. FKDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Strategic Income Fund (FRSTX) 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.


FRSTXFKDNXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.55

+0.46

Sortino ratio

Return per unit of downside risk

1.42

0.96

+0.46

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratio

Return relative to maximum drawdown

1.54

0.47

+1.07

Martin ratio

Return relative to average drawdown

5.66

1.54

+4.12

FRSTX vs. FKDNX - Sharpe Ratio Comparison

The current FRSTX Sharpe Ratio is 1.00, which is higher than the FKDNX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FRSTX 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.


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Sharpe Ratios by Period


FRSTXFKDNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.55

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.21

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.63

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.64

+0.73

Correlation

The correlation between FRSTX and FKDNX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FRSTX vs. FKDNX - Dividend Comparison

FRSTX's dividend yield for the trailing twelve months is around 4.12%, less than FKDNX's 13.17% yield.


TTM20252024202320222021202020192018201720162015
FRSTX
Franklin Strategic Income Fund
4.12%3.36%4.74%4.56%4.36%3.62%3.93%4.47%4.32%2.25%2.48%4.81%
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

FRSTX vs. FKDNX - Drawdown Comparison

The maximum FRSTX drawdown since its inception was -19.09%, smaller than the maximum FKDNX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for FRSTX and FKDNX.


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Drawdown Indicators


FRSTXFKDNXDifference

Max Drawdown

Largest peak-to-trough decline

-19.09%

-51.63%

+32.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.95%

-20.49%

+17.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.83%

-48.28%

+33.45%

Max Drawdown (10Y)

Largest decline over 10 years

-17.63%

-48.28%

+30.65%

Current Drawdown

Current decline from peak

-2.48%

-20.49%

+18.01%

Average Drawdown

Average peak-to-trough decline

-2.05%

-11.28%

+9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

6.28%

-5.48%

Volatility

FRSTX vs. FKDNX - Volatility Comparison

The current volatility for Franklin Strategic Income Fund (FRSTX) is 1.70%, while Franklin DynaTech Fund (FKDNX) has a volatility of 7.59%. This indicates that FRSTX 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.


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Volatility by Period


FRSTXFKDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

7.59%

-5.89%

Volatility (6M)

Calculated over the trailing 6-month period

2.59%

16.06%

-13.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

26.04%

-21.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.06%

26.20%

-22.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.12%

24.48%

-20.36%