FTRFX vs. FDTRX
FTRFX (Federated Hermes Total Return Bond Fund) and FDTRX (Franklin DynaTech Fund Class R6) are both mutual funds - FTRFX is a Intermediate Core-Plus Bond fund managed by Federated, while FDTRX is a Technology Equities fund managed by Franklin Templeton. Over the past 10 years, FTRFX returned 1.53%/yr vs 16.87%/yr for FDTRX. Their 0.05 correlation means their historical movements had little consistent relationship. FTRFX charges 0.69%/yr vs 0.48%/yr for FDTRX.
Performance
FTRFX vs. FDTRX - Performance Comparison
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Returns By Period
In the year-to-date period, FTRFX achieves a -1.12% return, which is significantly lower than FDTRX's 1.72% return. Over the past 10 years, FTRFX has underperformed FDTRX with an annualized return of 1.53%, while FDTRX has yielded a comparatively higher 16.87% annualized return.
FTRFX
- 1D
- 0.11%
- 1M
- -1.17%
- 6M
- -1.14%
- YTD
- -1.12%
- 1Y
- 2.59%
- 3Y*
- 3.20%
- 5Y*
- -0.79%
- 10Y*
- 1.53%
- ALL TIME*
- 4.23%
FDTRX
- 1D
- 4.48%
- 1M
- -5.20%
- 6M
- 2.97%
- YTD
- 1.72%
- 1Y
- 9.88%
- 3Y*
- 18.68%
- 5Y*
- 6.46%
- 10Y*
- 16.87%
- ALL TIME*
- 16.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FTRFX vs. FDTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTRFX Federated Hermes Total Return Bond Fund | -1.12% | 7.28% | 1.02% | 4.23% | -13.31% | -0.47% | 9.19% | 9.42% | -1.14% | 4.10% |
FDTRX Franklin DynaTech Fund Class R6 | 1.72% | 18.97% | 31.01% | 44.92% | -40.07% | 12.90% | 58.22% | 36.84% | 3.22% | 39.87% |
Correlation
The correlation between FTRFX and FDTRX is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.16 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2013 | 0.05 |
Over the past year, FTRFX and FDTRX have become more correlated (0.27) than their long-term average of 0.05, meaning their price movements have been converging.
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Return for Risk
FTRFX vs. FDTRX — Risk / Return Rank
FTRFX
FDTRX
FTRFX vs. FDTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Total Return Bond Fund (FTRFX) and Franklin DynaTech Fund Class R6 (FDTRX). 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.
| FTRFX | FDTRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.07 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 0.38 | +0.55 |
| Martin ratioReturn relative to average drawdown | 2.40 | 1.10 | +1.30 |
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Drawdowns
FTRFX vs. FDTRX - Drawdown Comparison
The maximum FTRFX drawdown since its inception was -17.95%, smaller than the maximum FDTRX drawdown of -48.10%. Use the drawdown chart below to compare losses from any high point for FTRFX and FDTRX.
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Drawdown Indicators
| FTRFX | FDTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.95% | -48.10% | +30.15% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -20.39% | +17.53% |
Max Drawdown (3Y)Largest decline over 3 years | -5.56% | -26.19% | +20.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.95% | -48.10% | +30.15% |
Max Drawdown (10Y)Largest decline over 10 years | -17.95% | -48.10% | +30.15% |
Current DrawdownCurrent decline from peak | -4.09% | -10.50% | +6.41% |
Average DrawdownAverage peak-to-trough decline | -2.26% | -9.10% | +6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 7.02% | -5.92% |
Volatility
FTRFX vs. FDTRX - Volatility Comparison
The current volatility for Federated Hermes Total Return Bond Fund (FTRFX) is 1.06%, while Franklin DynaTech Fund Class R6 (FDTRX) has a volatility of 8.76%. This indicates that FTRFX experiences smaller price fluctuations and is considered to be less risky than FDTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTRFX | FDTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 8.76% | -7.70% |
Volatility (6M)Calculated over the trailing 6-month period | 2.95% | 19.68% | -16.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.94% | 23.82% | -19.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 26.75% | -20.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.79% | 24.87% | -20.08% |
FTRFX vs. FDTRX - Expense Ratio Comparison
FTRFX has a 0.69% expense ratio, which is higher than FDTRX's 0.48% expense ratio.
Dividends
FTRFX vs. FDTRX - Dividend Comparison
FTRFX's dividend yield for the trailing twelve months is around 3.93%, less than FDTRX's 10.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTRX Franklin DynaTech Fund Class R6 | 10.21% | 10.39% | 0.00% | 0.00% | 0.00% | 1.36% | 0.00% | 0.71% | 2.80% | 1.71% | 3.44% | 2.40% |
FTRFX Federated Hermes Total Return Bond Fund | 3.93% | 4.22% | 3.48% | 2.95% | 2.25% | 3.17% | 4.36% | 3.08% | 3.19% | 2.91% | 3.33% | 3.23% |
Frequently Asked Questions
FTRFX and FDTRX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDTRX has higher volatility (8.76%) compared to FTRFX (1.06%). In terms of maximum drawdown, FTRFX dropped -17.95% vs FDTRX's -48.10%.
FTRFX currently has the higher Sharpe Ratio (0.68 vs 0.32), 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.
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