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CAF vs. TDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, CAF achieves a 15.09% return, which is significantly higher than TDF's 0.50% return. Over the past 10 years, CAF has outperformed TDF with an annualized return of 5.97%, while TDF has yielded a comparatively lower 5.09% annualized return.


CAF

1D
-0.75%
1M
4.77%
YTD
15.09%
6M
27.15%
1Y
52.69%
3Y*
17.00%
5Y*
-1.17%
10Y*
5.97%

TDF

1D
-2.01%
1M
-0.09%
YTD
0.50%
6M
1.49%
1Y
19.80%
3Y*
8.21%
5Y*
-8.66%
10Y*
5.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAF vs. TDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAF
Morgan Stanley China A Share Fund
15.09%41.51%0.34%-9.39%-30.41%-1.77%12.74%23.50%-14.26%44.94%
TDF
Templeton Dragon Fund Inc.
0.50%37.70%5.44%-20.06%-32.93%-18.02%52.98%27.97%-11.80%42.09%

Correlation

The correlation between CAF and TDF is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2006

0.64

The correlation between CAF and TDF has been stable across timeframes, ranging from 0.64 to 0.72 - a consistent structural relationship.

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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: 8383
Overall Rank
CAF Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CAF Sortino Ratio Rank: 8181
Sortino Ratio Rank
CAF Omega Ratio Rank: 7777
Omega Ratio Rank
CAF Calmar Ratio Rank: 9191
Calmar Ratio Rank
CAF Martin Ratio Rank: 8080
Martin Ratio Rank

TDF
TDF Risk / Return Rank: 1515
Overall Rank
TDF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TDF Sortino Ratio Rank: 1616
Sortino Ratio Rank
TDF Omega Ratio Rank: 1515
Omega Ratio Rank
TDF Calmar Ratio Rank: 1616
Calmar Ratio Rank
TDF Martin Ratio Rank: 1414
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 ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.20

Omega ratioGain probability vs. loss probability

1.51

1.20

+0.30

Calmar ratioReturn relative to maximum drawdown

4.82

1.43

+3.40

Martin ratioReturn relative to average drawdown

15.07

3.99

+11.08

CAF vs. TDF - Sharpe Ratio Comparison

The current CAF Sharpe Ratio is 2.86, which is higher than the TDF Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of CAF and TDF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CAFTDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

1.08

+1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.32

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.21

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.29

-0.01

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.


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Drawdown Indicators


CAFTDFDifference

Max Drawdown

Largest peak-to-trough decline

-65.88%

-68.15%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-13.95%

+2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.27%

-28.25%

+1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-49.01%

-61.85%

+12.84%

Max Drawdown (10Y)

Largest decline over 10 years

-49.01%

-66.87%

+17.86%

Current Drawdown

Current decline from peak

-5.72%

-45.44%

+39.72%

Average Drawdown

Average peak-to-trough decline

-25.92%

-22.57%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

4.97%

-1.46%

Volatility

CAF vs. TDF - Volatility Comparison

The current volatility for Morgan Stanley China A Share Fund (CAF) is 6.11%, while Templeton Dragon Fund Inc. (TDF) has a volatility of 6.56%. This indicates that CAF experiences smaller price fluctuations and is considered to be less risky than TDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAFTDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

6.56%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

12.67%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

18.42%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

27.19%

-5.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.88%

23.95%

-2.07%

Dividends

CAF vs. TDF - Dividend Comparison

CAF's dividend yield for the trailing twelve months is around 1.32%, less than TDF's 3.57% yield.


PositionTTM20252024202320222021202020192018201720162015
CAF
Morgan Stanley China A Share Fund
1.32%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.
3.57%3.55%1.36%0.00%12.73%14.13%24.72%10.75%12.43%7.95%10.34%22.49%

Frequently Asked Questions


CAF and TDF have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TDF has higher volatility (6.56%) compared to CAF (6.11%). In terms of maximum drawdown, CAF dropped -65.88% vs TDF's -68.15%.

CAF currently has the higher Sharpe Ratio (2.86 vs 1.08), 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.

Portfolio Optimizer

Find the right allocation for CAF and TDF

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