EAD vs. EMF
EAD (Emerging Markets Dividend Fund) and EMF (Templeton Emerging Markets Fund) are both Emerging Markets Equities funds. Over the past 10 years, EAD returned 6.61%/yr vs 13.28%/yr for EMF. Their 0.35 correlation means their historical movements had little consistent relationship. EAD charges 0.04%/yr vs 1.43%/yr for EMF.
Performance
EAD vs. EMF - Performance Comparison
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Returns By Period
In the year-to-date period, EAD achieves a -0.90% return, which is significantly lower than EMF's 28.47% return. Over the past 10 years, EAD has underperformed EMF with an annualized return of 6.61%, while EMF has yielded a comparatively higher 13.28% annualized return.
EAD
- 1D
- 0.79%
- 1M
- -1.65%
- 6M
- -2.96%
- YTD
- -0.90%
- 1Y
- -0.53%
- 3Y*
- 9.71%
- 5Y*
- 2.42%
- 10Y*
- 6.61%
- ALL TIME*
- 6.74%
EMF
- 1D
- 0.99%
- 1M
- -4.08%
- 6M
- 11.00%
- YTD
- 28.47%
- 1Y
- 56.59%
- 3Y*
- 30.08%
- 5Y*
- 11.98%
- 10Y*
- 13.28%
- ALL TIME*
- 6.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.13M | $1.89M | $1.54M | |
| $1.07M | $875.81K | $895.98K |
EAD vs. EMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAD Emerging Markets Dividend Fund | -0.90% | 8.05% | 15.86% | 11.94% | -23.08% | 21.62% | 6.35% | 27.22% | -6.52% | 7.80% |
EMF Templeton Emerging Markets Fund | 28.47% | 58.20% | 6.56% | 8.84% | -21.53% | -8.23% | 24.48% | 27.20% | -14.78% | 53.55% |
Correlation
The correlation between EAD and EMF is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2003 | 0.35 |
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Return for Risk
EAD vs. EMF — Risk / Return Rank
EAD
EMF
EAD vs. EMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Dividend Fund (EAD) and Templeton Emerging Markets Fund (EMF). 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.
| EAD | EMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.22 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.38 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 2.92 | -2.99 |
| Martin ratioReturn relative to average drawdown | -0.22 | 9.15 | -9.38 |
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Drawdowns
EAD vs. EMF - Drawdown Comparison
The maximum EAD drawdown since its inception was -67.37%, smaller than the maximum EMF drawdown of -76.97%. Use the drawdown chart below to compare losses from any high point for EAD and EMF.
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Drawdown Indicators
| EAD | EMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.37% | -76.97% | +9.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -19.48% | +11.32% |
Max Drawdown (3Y)Largest decline over 3 years | -12.65% | -19.48% | +6.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -40.33% | +10.89% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -47.65% | +6.11% |
Current DrawdownCurrent decline from peak | -3.58% | -12.44% | +8.86% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -28.90% | +21.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 6.20% | -3.79% |
Volatility
EAD vs. EMF - Volatility Comparison
The current volatility for Emerging Markets Dividend Fund (EAD) is 1.90%, while Templeton Emerging Markets Fund (EMF) has a volatility of 9.81%. This indicates that EAD experiences smaller price fluctuations and is considered to be less risky than EMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAD | EMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 9.81% | -7.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 23.39% | -15.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.99% | 26.39% | -17.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.58% | 21.22% | -7.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 20.86% | -4.76% |
EAD vs. EMF - Expense Ratio Comparison
EAD has a 0.04% expense ratio, which is lower than EMF's 1.43% expense ratio.
Dividends
EAD vs. EMF - Dividend Comparison
EAD's dividend yield for the trailing twelve months is around 10.11%, more than EMF's 7.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAD Emerging Markets Dividend Fund | 10.11% | 9.47% | 9.08% | 9.07% | 10.97% | 7.59% | 8.51% | 8.44% | 9.11% | 8.58% | 9.62% | 10.95% |
EMF Templeton Emerging Markets Fund | 7.83% | 9.73% | 4.28% | 6.22% | 9.89% | 6.92% | 3.51% | 7.36% | 5.92% | 12.11% | 1.62% | 12.81% |
Frequently Asked Questions
EAD and EMF have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMF has higher volatility (9.81%) compared to EAD (1.90%). In terms of maximum drawdown, EAD dropped -67.37% vs EMF's -76.97%.
EMF currently has the higher Sharpe Ratio (2.16 vs -0.06), 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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