PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Franklin Emerging Market Debt Opportunities Fund (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3535338137

Issuer

Franklin Templeton

Inception Date

May 23, 2006

Min. Investment

$1,000,000

Asset Class

Bond

Expense Ratio

FEMDX has a high expense ratio of 1.00%, indicating higher-than-average management fees.


Expense ratio chart for FEMDX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FEMDX vs. EELDX FEMDX vs. VTABX
Popular comparisons:
FEMDX vs. EELDX FEMDX vs. VTABX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin Emerging Market Debt Opportunities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.67%
8.53%
FEMDX (Franklin Emerging Market Debt Opportunities Fund)
Benchmark (^GSPC)

Returns By Period

Franklin Emerging Market Debt Opportunities Fund had a return of 7.15% year-to-date (YTD) and 7.55% in the last 12 months. Over the past 10 years, Franklin Emerging Market Debt Opportunities Fund had an annualized return of 4.77%, while the S&P 500 had an annualized return of 11.06%, indicating that Franklin Emerging Market Debt Opportunities Fund did not perform as well as the benchmark.


FEMDX

YTD

7.15%

1M

-4.79%

6M

1.67%

1Y

7.55%

5Y*

4.01%

10Y*

4.77%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of FEMDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.02%1.84%2.62%-0.97%0.98%-0.18%1.76%1.99%2.29%-0.25%1.08%7.15%
20233.74%-1.30%-0.20%-0.10%-1.22%4.54%3.25%-1.91%0.19%-0.49%4.49%3.82%15.47%
2022-1.21%-6.67%-3.95%-2.74%5.33%-4.97%-0.40%1.61%-3.67%0.10%7.11%1.12%-8.87%
20210.62%-0.61%-1.67%2.60%1.22%0.69%0.43%1.45%-1.18%-0.08%-2.72%2.53%3.16%
20200.55%-1.09%-14.90%-2.05%6.40%4.05%1.60%2.55%-0.38%-0.58%6.09%3.46%3.93%
20193.18%0.64%0.18%0.99%-0.71%3.05%1.57%-3.52%0.27%0.71%0.62%2.71%9.93%
20181.88%-0.08%0.59%-1.34%-1.69%-1.72%2.28%-2.83%1.85%-0.69%0.26%0.44%-1.20%
20171.83%1.80%0.71%1.67%1.47%-1.62%1.13%1.37%1.01%0.00%0.33%1.16%11.36%
2016-2.46%1.05%4.67%2.48%-0.48%2.72%1.89%1.86%1.28%-0.54%-2.35%1.21%11.67%
2015-1.04%0.10%-0.57%3.83%0.37%-0.55%-1.02%-1.86%-2.85%3.03%1.33%-2.91%-2.36%
2014-2.22%1.14%1.99%1.27%2.85%0.73%-0.16%0.16%-1.86%0.49%-1.56%-4.12%-1.50%
20131.48%0.89%0.48%0.88%-1.90%-3.47%0.75%-1.91%2.03%2.24%-0.97%0.38%0.71%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, FEMDX is among the top 22% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FEMDX is 7878
Overall Rank
The Sharpe Ratio Rank of FEMDX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMDX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FEMDX is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FEMDX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FEMDX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Franklin Emerging Market Debt Opportunities Fund (FEMDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for FEMDX, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.001.332.10
The chart of Sortino ratio for FEMDX, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.532.80
The chart of Omega ratio for FEMDX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.39
The chart of Calmar ratio for FEMDX, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.0014.001.293.09
The chart of Martin ratio for FEMDX, currently valued at 11.63, compared to the broader market0.0020.0040.0060.0011.6313.49
FEMDX
^GSPC

The current Franklin Emerging Market Debt Opportunities Fund Sharpe ratio is 1.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Franklin Emerging Market Debt Opportunities Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.33
2.10
FEMDX (Franklin Emerging Market Debt Opportunities Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Franklin Emerging Market Debt Opportunities Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.34$0.90$0.18$0.00$0.80$0.86$0.47$0.00$0.59$0.91$0.58

Dividend yield

0.00%3.12%9.31%1.52%0.00%7.29%8.06%4.00%0.00%6.04%8.58%4.92%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin Emerging Market Debt Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.90$0.90
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$0.80
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.86$0.86
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.59$0.59
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91
2013$0.58$0.58

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.95%
-2.62%
FEMDX (Franklin Emerging Market Debt Opportunities Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin Emerging Market Debt Opportunities Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Franklin Emerging Market Debt Opportunities Fund was 31.81%, occurring on Mar 4, 2009. Recovery took 135 trading sessions.

The current Franklin Emerging Market Debt Opportunities Fund drawdown is 5.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.81%Aug 5, 2008146Mar 4, 2009135Sep 15, 2009281
-19.57%Jan 23, 202067Apr 28, 2020155Dec 7, 2020222
-18.69%Sep 16, 2021278Oct 21, 2022282Dec 6, 2023560
-13.48%Jul 24, 2014376Jan 20, 2016139Aug 8, 2016515
-8.91%Aug 4, 201144Oct 5, 2011102Mar 2, 2012146

Volatility

Volatility Chart

The current Franklin Emerging Market Debt Opportunities Fund volatility is 4.50%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.50%
3.79%
FEMDX (Franklin Emerging Market Debt Opportunities Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab