^FVX vs. TEMFX
^FVX (Treasury Yield 5 Years) is an index, while TEMFX (Templeton Foreign Fund Class A) is Foreign Large Cap Equities fund managed by Franklin Templeton. Over the past 10 years, ^FVX returned 14.05%/yr vs 7.53%/yr for TEMFX. At a 0.14 correlation, their price movements are largely independent.
Performance
^FVX vs. TEMFX - Performance Comparison
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Returns By Period
In the year-to-date period, ^FVX achieves a 13.19% return, which is significantly higher than TEMFX's 9.82% return. Over the past 10 years, ^FVX has outperformed TEMFX with an annualized return of 14.05%, while TEMFX has yielded a comparatively lower 7.53% annualized return.
^FVX
- 1D
- 0.55%
- 1M
- 2.23%
- YTD
- 13.19%
- 6M
- 12.32%
- 1Y
- 4.70%
- 3Y*
- 1.57%
- 5Y*
- 41.30%
- 10Y*
- 14.05%
TEMFX
- 1D
- 3.17%
- 1M
- 1.46%
- YTD
- 9.82%
- 6M
- 12.41%
- 1Y
- 22.35%
- 3Y*
- 13.80%
- 5Y*
- 7.76%
- 10Y*
- 7.53%
^FVX vs. TEMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^FVX Treasury Yield 5 Years | 13.19% | -15.02% | 14.06% | -4.00% | 216.71% | 249.86% | -78.68% | -32.55% | 13.78% | 14.06% |
TEMFX Templeton Foreign Fund Class A | 9.82% | 28.45% | -2.47% | 19.93% | -3.58% | 5.05% | -0.49% | 12.46% | -15.02% | 17.08% |
Correlation
The correlation between ^FVX and TEMFX is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1990 | 0.14 |
The correlation between ^FVX and TEMFX shifts across timeframes, from -0.32 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
^FVX vs. TEMFX — Risk / Return Rank
^FVX
TEMFX
^FVX vs. TEMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and Templeton Foreign Fund Class A (TEMFX). 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.
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.
| ^FVX | TEMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.24 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.75 | -1.27 |
| Martin ratioReturn relative to average drawdown | 0.90 | 6.06 | -5.16 |
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Drawdowns
^FVX vs. TEMFX - Drawdown Comparison
The maximum ^FVX drawdown since its inception was -98.80%, which is greater than TEMFX's maximum drawdown of -59.62%. Use the drawdown chart below to compare losses from any high point for ^FVX and TEMFX.
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Drawdown Indicators
| ^FVX | TEMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.80% | -59.62% | -39.18% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -12.13% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -31.36% | -17.90% | -13.46% |
Max Drawdown (5Y)Largest decline over 5 years | -31.36% | -28.47% | -2.89% |
Max Drawdown (10Y)Largest decline over 10 years | -93.69% | -42.56% | -51.13% |
Current DrawdownCurrent decline from peak | -74.11% | -1.89% | -72.22% |
Average DrawdownAverage peak-to-trough decline | -58.53% | -9.38% | -49.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.10% | 3.49% | +3.61% |
Volatility
^FVX vs. TEMFX - Volatility Comparison
The current volatility for Treasury Yield 5 Years (^FVX) is 5.85%, while Templeton Foreign Fund Class A (TEMFX) has a volatility of 6.36%. This indicates that ^FVX experiences smaller price fluctuations and is considered to be less risky than TEMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^FVX | TEMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 6.36% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.22% | 13.16% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.34% | 15.94% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.44% | 18.19% | +20.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.57% | 17.24% | +41.33% |
Frequently Asked Questions
^FVX and TEMFX have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEMFX has higher volatility (6.36%) compared to ^FVX (5.85%). In terms of maximum drawdown, ^FVX dropped -98.80% vs TEMFX's -59.62%.
TEMFX currently has the higher Sharpe Ratio (1.33 vs 0.35), 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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