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TEMFX vs. FKDNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEMFX vs. FKDNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Foreign Fund Class A (TEMFX) 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, TEMFX achieves a 10.67% return, which is significantly lower than FKDNX's 12.20% return. Over the past 10 years, TEMFX has underperformed FKDNX with an annualized return of 7.35%, while FKDNX has yielded a comparatively higher 18.24% annualized return.


TEMFX

1D
-1.13%
1M
4.38%
YTD
10.67%
6M
13.87%
1Y
24.99%
3Y*
14.69%
5Y*
7.90%
10Y*
7.35%

FKDNX

1D
-1.14%
1M
5.66%
YTD
12.20%
6M
10.54%
1Y
28.27%
3Y*
25.36%
5Y*
10.69%
10Y*
18.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEMFX vs. FKDNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEMFX
Templeton Foreign Fund Class A
10.67%28.45%-2.47%19.93%-3.58%5.05%-0.49%12.46%-15.02%17.08%
FKDNX
Franklin DynaTech Fund
12.20%18.59%30.57%44.42%-40.30%12.53%57.68%36.36%2.85%39.29%

Correlation

The correlation between TEMFX and FKDNX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.53

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

0.59

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

0.54

Correlation (All Time)
Calculated using the full available price history since Jan 3, 1990

0.47

The correlation between TEMFX and FKDNX shifts across timeframes, from 0.47 (all time) to 0.59 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TEMFX vs. FKDNX — Risk / Return Rank

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

TEMFX
TEMFX Risk / Return Rank: 3434
Overall Rank
TEMFX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TEMFX Sortino Ratio Rank: 3434
Sortino Ratio Rank
TEMFX Omega Ratio Rank: 3434
Omega Ratio Rank
TEMFX Calmar Ratio Rank: 3333
Calmar Ratio Rank
TEMFX Martin Ratio Rank: 3333
Martin Ratio Rank

FKDNX
FKDNX Risk / Return Rank: 2020
Overall Rank
FKDNX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FKDNX Sortino Ratio Rank: 2121
Sortino Ratio Rank
FKDNX Omega Ratio Rank: 2323
Omega Ratio Rank
FKDNX Calmar Ratio Rank: 1717
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.

TEMFX vs. FKDNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Foreign Fund Class A (TEMFX) 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.


TEMFXFKDNXDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.14

1.43

+0.71

Martin ratioReturn relative to average drawdown

7.51

4.46

+3.05

TEMFX vs. FKDNX - Sharpe Ratio Comparison

The current TEMFX Sharpe Ratio is 1.69, which is comparable to the FKDNX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of TEMFX 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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Sharpe Ratios by Period


TEMFXFKDNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.44

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.41

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.74

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.67

-0.19

Drawdowns

TEMFX vs. FKDNX - Drawdown Comparison

The maximum TEMFX drawdown since its inception was -59.62%, which is greater than FKDNX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for TEMFX and FKDNX.


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Drawdown Indicators


TEMFXFKDNXDifference

Max Drawdown

Largest peak-to-trough decline

-59.62%

-51.63%

-7.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-20.49%

+8.36%

Max Drawdown (3Y)

Largest decline over 3 years

-17.90%

-26.23%

+8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

-48.28%

+19.29%

Max Drawdown (10Y)

Largest decline over 10 years

-42.56%

-48.28%

+5.72%

Current Drawdown

Current decline from peak

-1.13%

-1.14%

+0.01%

Average Drawdown

Average peak-to-trough decline

-9.38%

-11.25%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

6.57%

-3.12%

Volatility

TEMFX vs. FKDNX - Volatility Comparison

Templeton Foreign Fund Class A (TEMFX) has a higher volatility of 5.52% compared to Franklin DynaTech Fund (FKDNX) at 4.99%. This indicates that TEMFX's price experiences larger fluctuations and is considered to be riskier 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


TEMFXFKDNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

4.99%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

15.86%

-3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

20.41%

-5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

26.20%

-8.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.22%

24.61%

-7.39%

TEMFX vs. FKDNX - Expense Ratio Comparison

TEMFX has a 1.10% expense ratio, which is higher than FKDNX's 0.79% expense ratio.


Dividends

TEMFX vs. FKDNX - Dividend Comparison

TEMFX's dividend yield for the trailing twelve months is around 3.35%, less than FKDNX's 9.95% yield.


PositionTTM20252024202320222021202020192018201720162015
FKDNX
Franklin DynaTech Fund
9.95%11.17%0.00%0.00%0.00%1.43%0.00%0.74%2.92%1.77%3.55%2.46%
TEMFX
Templeton Foreign Fund Class A
3.35%3.71%2.35%2.43%1.19%4.10%1.32%3.31%2.65%1.39%1.88%0.05%

Frequently Asked Questions


TEMFX and FKDNX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEMFX has higher volatility (5.52%) compared to FKDNX (4.99%). In terms of maximum drawdown, TEMFX dropped -59.62% vs FKDNX's -51.63%.

TEMFX currently has the higher Sharpe Ratio (1.69 vs 1.44), 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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