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MEURX vs. FKDNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEURX vs. FKDNX - Performance Comparison

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

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MEURX vs. FKDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEURX
Franklin Mutual European Fund
-1.07%39.96%3.67%16.68%-0.68%16.48%-6.22%22.28%-11.13%10.45%
FKDNX
Franklin DynaTech Fund
-10.96%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, MEURX achieves a -1.07% return, which is significantly higher than FKDNX's -10.96% return. Over the past 10 years, MEURX has underperformed FKDNX with an annualized return of 9.16%, while FKDNX has yielded a comparatively higher 15.95% annualized return.


MEURX

1D
2.27%
1M
-6.03%
YTD
-1.07%
6M
3.67%
1Y
20.96%
3Y*
17.00%
5Y*
12.22%
10Y*
9.16%

FKDNX

1D
5.05%
1M
-5.14%
YTD
-10.96%
6M
-11.72%
1Y
19.43%
3Y*
19.19%
5Y*
5.93%
10Y*
15.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEURX vs. FKDNX - Expense Ratio Comparison

MEURX has a 1.00% expense ratio, which is higher than FKDNX's 0.79% expense ratio.


Return for Risk

MEURX vs. FKDNX — Risk / Return Rank

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

MEURX
MEURX Risk / Return Rank: 6060
Overall Rank
MEURX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MEURX Sortino Ratio Rank: 5959
Sortino Ratio Rank
MEURX Omega Ratio Rank: 6262
Omega Ratio Rank
MEURX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MEURX Martin Ratio Rank: 6060
Martin Ratio Rank

FKDNX
FKDNX Risk / Return Rank: 3131
Overall Rank
FKDNX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FKDNX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FKDNX Omega Ratio Rank: 3434
Omega Ratio Rank
FKDNX Calmar Ratio Rank: 2727
Calmar Ratio Rank
FKDNX Martin Ratio Rank: 2323
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.

MEURX vs. FKDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual European Fund (MEURX) 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.


MEURXFKDNXDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.79

+0.45

Sortino ratio

Return per unit of downside risk

1.69

1.29

+0.39

Omega ratio

Gain probability vs. loss probability

1.26

1.17

+0.08

Calmar ratio

Return relative to maximum drawdown

1.54

0.81

+0.74

Martin ratio

Return relative to average drawdown

6.49

2.63

+3.86

MEURX vs. FKDNX - Sharpe Ratio Comparison

The current MEURX Sharpe Ratio is 1.24, which is higher than the FKDNX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of MEURX 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


MEURXFKDNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.79

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.23

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.65

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.64

0.00

Correlation

The correlation between MEURX and FKDNX is 0.49, 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

MEURX vs. FKDNX - Dividend Comparison

MEURX's dividend yield for the trailing twelve months is around 3.12%, less than FKDNX's 12.54% yield.


TTM20252024202320222021202020192018201720162015
MEURX
Franklin Mutual European Fund
3.12%3.09%3.06%2.25%3.31%3.52%2.36%2.71%4.07%1.31%3.70%5.72%
FKDNX
Franklin DynaTech Fund
12.54%11.17%0.00%0.00%0.00%1.43%0.00%0.74%2.92%1.77%3.55%2.46%

Drawdowns

MEURX vs. FKDNX - Drawdown Comparison

The maximum MEURX drawdown since its inception was -43.16%, smaller than the maximum FKDNX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for MEURX and FKDNX.


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Drawdown Indicators


MEURXFKDNXDifference

Max Drawdown

Largest peak-to-trough decline

-43.16%

-51.63%

+8.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-20.49%

+7.79%

Max Drawdown (5Y)

Largest decline over 5 years

-20.38%

-48.28%

+27.90%

Max Drawdown (10Y)

Largest decline over 10 years

-41.10%

-48.28%

+7.18%

Current Drawdown

Current decline from peak

-8.01%

-16.48%

+8.47%

Average Drawdown

Average peak-to-trough decline

-7.67%

-11.28%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

6.29%

-3.27%

Volatility

MEURX vs. FKDNX - Volatility Comparison

The current volatility for Franklin Mutual European Fund (MEURX) is 6.95%, while Franklin DynaTech Fund (FKDNX) has a volatility of 9.29%. This indicates that MEURX 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


MEURXFKDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

9.29%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

16.81%

-6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

17.05%

26.47%

-9.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

26.27%

-11.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

24.53%

-7.22%