EAD vs. FQEMX
EAD (Emerging Markets Dividend Fund) and FQEMX (Franklin Templeton SMACS: Series EM) are both Emerging Markets Equities funds. Over the past 3 years, EAD returned 9.71%/yr vs 37.72%/yr for FQEMX. Their 0.38 correlation means their historical movements had little consistent relationship. EAD charges 0.04%/yr vs 0.00%/yr for FQEMX.
Performance
EAD vs. FQEMX - 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 FQEMX's 55.40% 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%
FQEMX
- 1D
- 3.19%
- 1M
- -5.96%
- 6M
- 33.51%
- YTD
- 55.40%
- 1Y
- 99.66%
- 3Y*
- 37.72%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 19.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.13M | $1.89M | $1.54M | |
| $0.00 | $0.00 | $0.00 |
EAD vs. FQEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EAD Emerging Markets Dividend Fund | -0.90% | 8.05% | 15.86% | 11.94% | -23.08% | 3.53% |
FQEMX Franklin Templeton SMACS: Series EM | 55.40% | 55.98% | 6.67% | 12.18% | -20.68% | 0.32% |
Correlation
The correlation between EAD and FQEMX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2021 | 0.38 |
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Return for Risk
EAD vs. FQEMX — Risk / Return Rank
EAD
FQEMX
EAD vs. FQEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Dividend Fund (EAD) and Franklin Templeton SMACS: Series EM (FQEMX). 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 | FQEMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.84 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.45 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 3.59 | -3.66 |
| Martin ratioReturn relative to average drawdown | -0.22 | 13.06 | -13.28 |
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Drawdowns
EAD vs. FQEMX - Drawdown Comparison
The maximum EAD drawdown since its inception was -67.37%, which is greater than FQEMX's maximum drawdown of -34.46%. Use the drawdown chart below to compare losses from any high point for EAD and FQEMX.
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Drawdown Indicators
| EAD | FQEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.37% | -34.46% | -32.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -26.96% | +18.80% |
Max Drawdown (3Y)Largest decline over 3 years | -12.65% | -26.96% | +14.31% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | — | — |
Current DrawdownCurrent decline from peak | -3.58% | -19.31% | +15.73% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -10.82% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 7.36% | -4.95% |
Volatility
EAD vs. FQEMX - Volatility Comparison
The current volatility for Emerging Markets Dividend Fund (EAD) is 1.90%, while Franklin Templeton SMACS: Series EM (FQEMX) has a volatility of 17.14%. This indicates that EAD experiences smaller price fluctuations and is considered to be less risky than FQEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAD | FQEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 17.14% | -15.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 35.77% | -28.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.99% | 37.99% | -29.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.58% | 23.95% | -10.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 23.95% | -7.85% |
EAD vs. FQEMX - Expense Ratio Comparison
EAD has a 0.04% expense ratio, which is higher than FQEMX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EAD vs. FQEMX - Dividend Comparison
EAD's dividend yield for the trailing twelve months is around 10.11%, more than FQEMX's 2.05% 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% |
FQEMX Franklin Templeton SMACS: Series EM | 2.05% | 3.18% | 3.15% | 4.82% | 3.93% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EAD and FQEMX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FQEMX has higher volatility (17.14%) compared to EAD (1.90%). In terms of maximum drawdown, EAD dropped -67.37% vs FQEMX's -34.46%.
FQEMX currently has the higher Sharpe Ratio (2.55 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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