PortfoliosLab logoPortfoliosLab logo
CAF vs. TDF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAF vs. TDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley China A Share Fund (CAF) and Templeton Dragon Fund Inc. (TDF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CAF vs. TDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAF
Morgan Stanley China A Share Fund
0.81%41.51%0.34%-9.39%-30.41%-1.77%12.74%23.50%-14.26%44.94%
TDF
Templeton Dragon Fund Inc.
-4.88%37.70%5.44%-20.06%-32.93%-18.02%52.98%27.97%-11.80%42.09%

Returns By Period

In the year-to-date period, CAF achieves a 0.81% return, which is significantly higher than TDF's -4.88% return. Both investments have delivered pretty close results over the past 10 years, with CAF having a 4.78% annualized return and TDF not far behind at 4.59%.


CAF

1D
3.67%
1M
-4.11%
YTD
0.81%
6M
6.75%
1Y
35.89%
3Y*
8.65%
5Y*
-3.03%
10Y*
4.78%

TDF

1D
1.82%
1M
-7.19%
YTD
-4.88%
6M
-7.24%
1Y
13.51%
3Y*
2.14%
5Y*
-9.72%
10Y*
4.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CAF vs. TDF - Expense Ratio Comparison


Return for Risk

CAF vs. TDF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAF
CAF Risk / Return Rank: 8989
Overall Rank
CAF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CAF Sortino Ratio Rank: 8989
Sortino Ratio Rank
CAF Omega Ratio Rank: 8484
Omega Ratio Rank
CAF Calmar Ratio Rank: 9494
Calmar Ratio Rank
CAF Martin Ratio Rank: 9090
Martin Ratio Rank

TDF
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: 2626
Calmar Ratio Rank
TDF Martin Ratio Rank: 2323
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.

CAF vs. TDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley China A Share Fund (CAF) and Templeton Dragon Fund Inc. (TDF). 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.


CAFTDFDifference

Sharpe ratio

Return per unit of total volatility

1.83

0.63

+1.20

Sortino ratio

Return per unit of downside risk

2.50

0.95

+1.55

Omega ratio

Gain probability vs. loss probability

1.35

1.14

+0.21

Calmar ratio

Return relative to maximum drawdown

3.02

0.78

+2.24

Martin ratio

Return relative to average drawdown

10.31

2.60

+7.71

CAF vs. TDF - Sharpe Ratio Comparison

The current CAF Sharpe Ratio is 1.83, which is higher than the TDF Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CAF and TDF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CAFTDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

0.63

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

-0.36

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.19

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.29

-0.03

Correlation

The correlation between CAF and TDF is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CAF vs. TDF - Dividend Comparison

CAF's dividend yield for the trailing twelve months is around 1.50%, less than TDF's 3.77% yield.


TTM20252024202320222021202020192018201720162015
CAF
Morgan Stanley China A Share Fund
1.50%1.51%2.63%0.96%0.02%6.57%10.40%3.78%9.48%5.20%4.69%67.03%
TDF
Templeton Dragon Fund Inc.
3.77%3.55%1.36%0.00%12.73%14.13%24.72%10.75%12.43%7.95%10.34%22.49%

Drawdowns

CAF vs. TDF - Drawdown Comparison

The maximum CAF drawdown since its inception was -65.88%, roughly equal to the maximum TDF drawdown of -68.15%. Use the drawdown chart below to compare losses from any high point for CAF and TDF.


Loading graphics...

Drawdown Indicators


CAFTDFDifference

Max Drawdown

Largest peak-to-trough decline

-65.88%

-68.15%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.45%

-16.05%

+4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-49.01%

-62.07%

+13.06%

Max Drawdown (10Y)

Largest decline over 10 years

-49.01%

-66.87%

+17.86%

Current Drawdown

Current decline from peak

-17.42%

-48.36%

+30.94%

Average Drawdown

Average peak-to-trough decline

-26.05%

-22.44%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

4.80%

-1.31%

Volatility

CAF vs. TDF - Volatility Comparison

Morgan Stanley China A Share Fund (CAF) has a higher volatility of 6.54% compared to Templeton Dragon Fund Inc. (TDF) at 6.03%. This indicates that CAF's price experiences larger fluctuations and is considered to be riskier than TDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CAFTDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

6.03%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

12.48%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.73%

21.72%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.20%

27.18%

-5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

23.88%

-1.98%