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ISIN
US5246862842
Inception Date
Feb 17, 1995
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

LMGEX Performance Chart

Franklin International Equity Fund (LMGEX) is up 9.4% since the beginning of the year. LMGEX is currently trading at $22 per share. Investors who bought $1,000 worth of LMGEX shares 5 years ago would now be looking at an investment worth $1,568.


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S&P 500 Index

Returns By Period

Franklin International Equity Fund (LMGEX) has returned 9.43% so far this year and 23.22% over the past 12 months. Over the last ten years, LMGEX has returned 8.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Franklin International Equity Fund

1D
0.49%
1M
2.89%
YTD
9.43%
6M
9.64%
1Y
23.22%
3Y*
16.45%
5Y*
9.42%
10Y*
8.29%

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)

LMGEX Monthly Returns History

Based on dividend-adjusted daily data since Feb 17, 1995, LMGEX's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +13.3%, while the worst month was Oct 2008 at -20.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, LMGEX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +12.4%, while the worst single day was Mar 12, 2020 at -10.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.74%4.85%-8.32%4.66%2.13%1.68%9.43%
20255.12%3.51%0.55%4.57%4.06%2.15%-2.79%4.18%3.09%0.75%0.56%2.65%32.05%
20240.18%3.21%3.50%-3.11%5.07%-2.09%2.35%3.21%-0.47%-5.21%0.11%-2.82%3.42%
20238.38%-2.58%1.81%2.53%-3.96%5.34%2.81%-2.79%-2.75%-3.33%8.00%4.71%18.48%
2022-2.23%-3.93%-0.73%-6.45%2.43%-9.36%4.95%-5.80%-8.94%6.36%13.22%-1.54%-13.55%
2021-0.80%3.22%3.42%3.19%3.65%-2.33%0.94%0.71%-3.06%3.32%-4.52%4.94%12.87%

Benchmark Metrics

Franklin International Equity Fund has an annualized alpha of -0.75%, beta of 0.66, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since February 17, 1995.

  • This fund participated in 94.46% of S&P 500 Index downside but only 76.12% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.66 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.75%
Beta
0.66
0.51
Upside Capture
76.12%
Downside Capture
94.46%

Expense Ratio

LMGEX has a high expense ratio of 2.05%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

LMGEX ranks 29 for risk / return — below 29% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


LMGEX Risk / Return Rank: 2929
Overall Rank
LMGEX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LMGEX Sortino Ratio Rank: 2828
Sortino Ratio Rank
LMGEX Omega Ratio Rank: 2727
Omega Ratio Rank
LMGEX Calmar Ratio Rank: 2929
Calmar Ratio Rank
LMGEX Martin Ratio Rank: 3232
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 Franklin International Equity Fund (LMGEX) 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.


LMGEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

1.90

2.78

-0.88

Martin ratioReturn relative to average drawdown

6.74

12.44

-5.70

Dividends

Dividend History

Franklin International Equity Fund provided a 7.57% dividend yield over the last twelve months, with an annual payout of $1.69 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.69$1.69$0.95$0.26$0.42$0.89$0.09$0.08$0.22$0.27$0.18$0.13

Dividend yield

7.57%8.28%5.68%1.51%2.88%5.10%0.58%0.49%1.62%1.60%1.30%0.91%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin International Equity 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$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.69$1.69
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.95$0.95
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.89$0.89

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 Franklin International Equity 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 International Equity Fund was 63.37%, occurring on Mar 9, 2009. Recovery took 3042 trading sessions.

The current Franklin International Equity Fund drawdown is 0.44%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-63.37%Mar 2009
1y 4mo12y 1mo
13y 5moNov 2007 - Apr 2021
2003 bear market2003
-48.48%Mar 2003
3y 2mo1y 11mo
5y 2moJan 2000 - Mar 2005
1998 bear market1998
-31.93%Oct 1998
2mo 16d1y 2mo
1y 5moJul 1998 - Dec 1999
Bear market2022
-28.98%Sep 2022
8mo 17d1y 3mo
1y 11moJan 2022 - Dec 2023
1998 bear market1998
-21.93%Jan 1998
5mo 28d3mo 2d
9moJul 1997 - Apr 1998

Drawdown Indicators


LMGEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.37%

-56.78%

-6.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

-9.10%

-2.54%

Max Drawdown (3Y)

Largest decline over 3 years

-13.05%

-18.90%

+5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-28.98%

-25.43%

-3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-39.79%

-33.92%

-5.87%

Current Drawdown

Current decline from peak

-0.44%

-1.80%

+1.36%

Average Drawdown

Average peak-to-trough decline

-18.19%

-10.71%

-7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.03%

+1.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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