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Templeton Dragon Fund Inc. (TDF)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Templeton Dragon Fund Inc. (TDF) has returned -4.88% so far this year and 13.51% over the past 12 months. Over the last ten years, TDF has returned 4.59% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Templeton Dragon Fund Inc.

1D
1.82%
1M
-7.19%
YTD
-4.88%
6M
-7.24%
1Y
13.51%
3Y*
2.14%
5Y*
-9.72%
10Y*
4.59%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 15, 1995, TDF's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 57% of months were positive and 43% were negative. The best month was Oct 1998 with a return of +31.1%, while the worst month was Aug 1998 at -26.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TDF closed higher 49% of trading days. The best single day was Oct 13, 2008 with a return of +23.2%, while the worst single day was May 11, 2006 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.60%-2.94%-7.19%-4.88%
20253.06%7.54%4.11%-4.64%2.38%6.57%2.30%9.49%5.00%-2.23%-2.37%2.17%37.70%
2024-10.53%6.02%1.42%3.56%0.49%-1.96%-2.24%1.21%17.14%-3.28%-3.84%-0.35%5.44%
202316.63%-11.91%0.86%-7.46%-9.69%2.94%10.76%-9.91%-6.05%-6.91%8.68%-5.44%-20.06%
2022-5.12%-5.64%-12.02%-8.81%2.46%13.99%-12.76%1.78%-17.97%-17.94%28.53%4.07%-32.93%
20213.77%2.60%-5.31%-2.29%1.52%1.58%-12.14%1.92%-4.74%1.39%-3.79%-3.02%-18.02%

Benchmark Metrics

Templeton Dragon Fund Inc. has an annualized alpha of 3.76%, beta of 0.83, and R² of 0.29 versus S&P 500 Index. Calculated based on daily prices since February 16, 1995.

  • R² of 0.29 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
3.76%
Beta
0.83
0.29
Upside Capture
97.72%
Downside Capture
99.69%

Return for Risk

Risk / Return Rank

TDF ranks 23 for risk / return — below 23% 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.


TDF Risk / Return Rank: 2323
Overall Rank
TDF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TDF Sortino Ratio Rank: 2222
Sortino Ratio Rank
TDF Omega Ratio Rank: 2222
Omega Ratio Rank
TDF Calmar Ratio Rank: 2525
Calmar Ratio Rank
TDF Martin Ratio Rank: 2424
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 Dragon Fund Inc. (TDF) and compare them to a chosen benchmark (S&P 500 Index).


TDFBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.90

-0.27

Sortino ratio

Return per unit of downside risk

0.95

1.39

-0.44

Omega ratio

Gain probability vs. loss probability

1.14

1.21

-0.07

Calmar ratio

Return relative to maximum drawdown

0.78

1.40

-0.62

Martin ratio

Return relative to average drawdown

2.60

6.61

-4.01

Explore TDF risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Templeton Dragon Fund Inc. provided a 3.77% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.40$0.40$0.12$0.00$1.30$2.40$5.77$2.09$2.11$1.71$1.69$4.01

Dividend yield

3.77%3.55%1.36%0.00%12.73%14.13%24.72%10.75%12.43%7.95%10.34%22.49%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.10$0.10
2025$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.40
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.12
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.30$0.00$0.00$0.00$0.00$1.30
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.40$0.00$0.00$0.00$2.40

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 Dragon Fund Inc.. 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 Dragon Fund Inc. was 68.15%, occurring on Aug 31, 1998. Recovery took 1203 trading sessions.

The current Templeton Dragon Fund Inc. drawdown is 48.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.15%Aug 15, 1997263Aug 31, 19981203Jun 16, 20031466
-66.87%Feb 18, 2021745Feb 2, 2024
-60.96%Nov 1, 2007249Oct 27, 2008488Oct 5, 2010737
-39.38%Jan 6, 200492May 17, 2004297Jul 21, 2005389
-34.8%Apr 29, 2015200Feb 11, 2016356Jul 12, 2017556

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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