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PAI vs. FKDNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAI vs. FKDNX - Performance Comparison

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

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Returns By Period

In the year-to-date period, PAI achieves a -1.29% return, which is significantly lower than FKDNX's 10.75% return. Over the past 10 years, PAI has underperformed FKDNX with an annualized return of 3.17%, while FKDNX has yielded a comparatively higher 18.34% annualized return.


PAI

1D
0.25%
1M
0.54%
YTD
-1.29%
6M
-0.80%
1Y
2.56%
3Y*
6.46%
5Y*
0.07%
10Y*
3.17%

FKDNX

1D
2.86%
1M
2.10%
YTD
10.75%
6M
9.49%
1Y
27.80%
3Y*
23.71%
5Y*
9.14%
10Y*
18.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PAI vs. FKDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAI
Western Asset Investment Grade Income Fund Inc.
-1.29%5.34%9.17%9.09%-22.50%1.89%6.71%23.16%-12.35%15.76%
FKDNX
Franklin DynaTech Fund
10.75%18.59%30.57%44.42%-40.30%12.53%57.68%36.36%2.85%39.29%

Correlation

The correlation between PAI and FKDNX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Dec 30, 1987

0.11

The correlation between PAI and FKDNX shifts across timeframes, from 0.11 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PAI vs. FKDNX — Risk / Return Rank

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

PAI
PAI Risk / Return Rank: 55
Overall Rank
PAI Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PAI Sortino Ratio Rank: 55
Sortino Ratio Rank
PAI Omega Ratio Rank: 55
Omega Ratio Rank
PAI Calmar Ratio Rank: 55
Calmar Ratio Rank
PAI Martin Ratio Rank: 44
Martin Ratio Rank

FKDNX
FKDNX Risk / Return Rank: 1818
Overall Rank
FKDNX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FKDNX Sortino Ratio Rank: 1919
Sortino Ratio Rank
FKDNX Omega Ratio Rank: 2020
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.

PAI vs. FKDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Investment Grade Income Fund Inc. (PAI) 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.

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.


PAIFKDNXDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.06

1.22

-0.16

Calmar ratioReturn relative to maximum drawdown

0.33

1.31

-0.98

Martin ratioReturn relative to average drawdown

0.72

4.02

-3.29

PAI vs. FKDNX - Sharpe Ratio Comparison

The current PAI Sharpe Ratio is 0.32, which is lower than the FKDNX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of PAI and FKDNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PAI vs. FKDNX - Drawdown Comparison

The maximum PAI drawdown since its inception was -39.03%, smaller than the maximum FKDNX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for PAI and FKDNX.


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Drawdown Indicators


PAIFKDNXDifference

Max Drawdown

Largest peak-to-trough decline

-39.03%

-51.63%

+12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-20.49%

+12.70%

Max Drawdown (3Y)

Largest decline over 3 years

-8.87%

-26.23%

+17.36%

Max Drawdown (5Y)

Largest decline over 5 years

-33.71%

-48.28%

+14.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.71%

-48.28%

+14.57%

Current Drawdown

Current decline from peak

-11.38%

-2.41%

-8.97%

Average Drawdown

Average peak-to-trough decline

-7.13%

-11.25%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

6.67%

-3.12%

Volatility

PAI vs. FKDNX - Volatility Comparison

The current volatility for Western Asset Investment Grade Income Fund Inc. (PAI) is 1.19%, while Franklin DynaTech Fund (FKDNX) has a volatility of 9.17%. This indicates that PAI 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


PAIFKDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

9.17%

-7.98%

Volatility (6M)

Calculated over the trailing 6-month period

5.50%

17.73%

-12.23%

Volatility (1Y)

Calculated over the trailing 1-year period

7.99%

21.92%

-13.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.99%

26.42%

-14.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

24.73%

-9.30%

Dividends

PAI vs. FKDNX - Dividend Comparison

PAI's dividend yield for the trailing twelve months is around 5.20%, less than FKDNX's 10.08% yield.


PositionTTM20252024202320222021202020192018201720162015
FKDNX
Franklin DynaTech Fund
10.08%11.17%0.00%0.00%0.00%1.43%0.00%0.74%2.92%1.77%3.55%2.46%
PAI
Western Asset Investment Grade Income Fund Inc.
5.20%5.45%4.83%4.67%4.82%3.57%3.82%4.43%5.23%4.36%4.82%5.30%

Frequently Asked Questions


PAI and FKDNX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FKDNX has higher volatility (9.17%) compared to PAI (1.19%). In terms of maximum drawdown, PAI dropped -39.03% vs FKDNX's -51.63%.

FKDNX currently has the higher Sharpe Ratio (1.22 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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