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ISIN
US8802087804
Inception Date
Mar 31, 2013
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

FEMZX Performance Chart

Templeton Sustainable Emerging Markets Bond Fund (FEMZX) is up 2.5% since the beginning of the year. FEMZX is currently trading at $5 per share. Investors who bought $1,000 worth of FEMZX shares 5 years ago would now be looking at an investment worth $1,195.


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S&P 500 Index

Returns By Period

Templeton Sustainable Emerging Markets Bond Fund (FEMZX) has returned 2.45% so far this year and 14.47% over the past 12 months.


Templeton Sustainable Emerging Markets Bond Fund

1D
-0.55%
1M
1.49%
YTD
2.45%
6M
3.59%
1Y
14.47%
3Y*
9.62%
5Y*
3.62%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEMZX Monthly Returns History

Based on dividend-adjusted daily data since Jan 19, 2017, FEMZX's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, an investment would double in approximately 28.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +6.6%, while the worst month was Mar 2020 at -8.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FEMZX closed higher 44% of trading days. The best single day was Apr 8, 2026 with a return of +1.9%, while the worst single day was Apr 7, 2025 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.94%1.60%-6.54%3.46%0.93%0.37%2.45%
20253.44%0.42%1.04%2.87%3.19%3.71%-0.76%2.49%2.49%1.30%2.02%1.35%26.14%
2024-0.77%0.58%1.03%-2.71%1.59%-1.76%1.83%2.40%2.56%-3.68%-1.01%-3.24%-3.41%
20233.85%-4.48%3.40%0.80%-0.99%3.97%2.55%-2.68%-3.26%-0.62%5.41%4.38%12.35%
20221.37%-2.70%-0.05%-4.26%1.67%-7.43%-0.60%-1.60%-5.58%-1.09%6.62%3.70%-10.28%
2021-1.63%-0.15%-1.24%2.19%1.68%-1.34%-1.09%1.58%-3.01%-0.33%-2.14%0.03%-5.45%

Benchmark Metrics

Templeton Sustainable Emerging Markets Bond Fund has an annualized alpha of 0.45%, beta of 0.12, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 19, 2017.

  • This fund participated in 40.96% of S&P 500 Index downside but only 22.53% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.12 may look defensive, but with R2 of 0.10 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.10 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.45%
Beta
0.12
0.10
Upside Capture
22.53%
Downside Capture
40.96%

Expense Ratio

FEMZX has an expense ratio of 0.88%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FEMZX ranks 47 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


FEMZX Risk / Return Rank: 4747
Overall Rank
FEMZX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FEMZX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FEMZX Omega Ratio Rank: 6363
Omega Ratio Rank
FEMZX Calmar Ratio Rank: 3131
Calmar Ratio Rank
FEMZX Martin Ratio Rank: 3131
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Templeton Sustainable Emerging Markets Bond Fund (FEMZX) and compare them to S&P 500 Index.

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.


FEMZXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

1.96

2.78

-0.83

Martin ratioReturn relative to average drawdown

6.67

12.44

-5.77

Dividends

Dividend History

Templeton Sustainable Emerging Markets Bond Fund provided a 7.63% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 3 consecutive years.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.20$0.40$0.60$0.80201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.42$0.40$0.40$0.32$0.32$0.53$0.52$0.77$0.74$0.33

Dividend yield

7.63%7.26%8.50%6.12%6.40%9.12%7.77%9.83%9.11%3.60%

Monthly Dividends

The table displays the monthly dividend distributions for Templeton Sustainable Emerging Markets Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.13$0.00$0.00$0.00$0.13
2025$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.18$0.40
2024$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.11$0.40
2023$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.08$0.32
2022$0.00$0.00$0.13$0.00$0.00$0.05$0.00$0.00$0.07$0.00$0.00$0.07$0.32
2021$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.10$0.53

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Templeton Sustainable Emerging Markets Bond 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 Templeton Sustainable Emerging Markets Bond Fund was 32.81%, occurring on Oct 24, 2022. Recovery took 754 trading sessions.

The current Templeton Sustainable Emerging Markets Bond Fund drawdown is 2.21%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-32.81%Oct 2022
3y 3mo3y 4d
6y 3moJul 2019 - Oct 2025
Rate-hike selloffLate 2018
-13.85%Sep 2018
11mo 15d9mo 26d
1y 9moSep 2017 - Jun 2019
2026 pullback2026
-7.42%Mar 2026
1mo 2d
3mo 27dFeb 2026 - now
2017 pullback2017
-4.58%May 2017
1d3mo 9d
3mo 10dMay 2017 - Aug 2017
2017 pullback2017
-1.28%Mar 2017
1d7d
8dMar 2017 - Mar 2017

Drawdown Indicators


FEMZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.81%

-56.78%

+23.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.42%

-9.10%

+1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-8.54%

-18.90%

+10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

-25.43%

+0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.21%

-1.80%

-0.41%

Average Drawdown

Average peak-to-trough decline

-10.82%

-10.71%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

2.03%

+0.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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