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EMF vs. SHRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMF vs. SHRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Emerging Markets Fund (EMF) and ClearBridge Aggressive Growth Fund (SHRAX). The values are adjusted to include any dividend payments, if applicable.

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EMF vs. SHRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMF
Templeton Emerging Markets Fund
6.77%58.20%6.56%8.84%-21.53%-8.23%24.48%27.20%-14.78%53.55%
SHRAX
ClearBridge Aggressive Growth Fund
-7.17%13.50%12.02%24.09%-25.43%7.35%19.74%24.26%-7.93%14.22%

Returns By Period

In the year-to-date period, EMF achieves a 6.77% return, which is significantly higher than SHRAX's -7.17% return. Over the past 10 years, EMF has outperformed SHRAX with an annualized return of 12.80%, while SHRAX has yielded a comparatively lower 7.12% annualized return.


EMF

1D
2.69%
1M
-10.43%
YTD
6.77%
6M
15.15%
1Y
53.85%
3Y*
24.12%
5Y*
6.42%
10Y*
12.80%

SHRAX

1D
3.40%
1M
-6.68%
YTD
-7.17%
6M
-8.75%
1Y
13.06%
3Y*
10.93%
5Y*
1.80%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMF vs. SHRAX - Expense Ratio Comparison

EMF has a 1.43% expense ratio, which is higher than SHRAX's 1.11% expense ratio.


Return for Risk

EMF vs. SHRAX — Risk / Return Rank

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

EMF
EMF Risk / Return Rank: 9393
Overall Rank
EMF Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EMF Sortino Ratio Rank: 9393
Sortino Ratio Rank
EMF Omega Ratio Rank: 9393
Omega Ratio Rank
EMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
EMF Martin Ratio Rank: 9292
Martin Ratio Rank

SHRAX
SHRAX Risk / Return Rank: 2626
Overall Rank
SHRAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SHRAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
SHRAX Omega Ratio Rank: 2323
Omega Ratio Rank
SHRAX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SHRAX Martin Ratio Rank: 2727
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.

EMF vs. SHRAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Emerging Markets Fund (EMF) and ClearBridge Aggressive Growth Fund (SHRAX). 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.


EMFSHRAXDifference

Sharpe ratio

Return per unit of total volatility

2.43

0.62

+1.82

Sortino ratio

Return per unit of downside risk

2.92

1.04

+1.89

Omega ratio

Gain probability vs. loss probability

1.46

1.14

+0.33

Calmar ratio

Return relative to maximum drawdown

2.80

0.96

+1.84

Martin ratio

Return relative to average drawdown

11.49

3.02

+8.47

EMF vs. SHRAX - Sharpe Ratio Comparison

The current EMF Sharpe Ratio is 2.43, which is higher than the SHRAX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EMF and SHRAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMFSHRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

0.62

+1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.09

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.34

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.45

-0.24

Correlation

The correlation between EMF and SHRAX is 0.47, 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

EMF vs. SHRAX - Dividend Comparison

EMF's dividend yield for the trailing twelve months is around 9.22%, less than SHRAX's 23.99% yield.


TTM20252024202320222021202020192018201720162015
EMF
Templeton Emerging Markets Fund
9.22%9.73%4.28%6.22%9.89%6.92%3.51%7.36%5.92%12.11%1.62%12.81%
SHRAX
ClearBridge Aggressive Growth Fund
23.99%22.27%20.39%13.77%15.63%26.11%18.42%12.71%18.97%5.97%4.76%4.03%

Drawdowns

EMF vs. SHRAX - Drawdown Comparison

The maximum EMF drawdown since its inception was -76.97%, which is greater than SHRAX's maximum drawdown of -57.26%. Use the drawdown chart below to compare losses from any high point for EMF and SHRAX.


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Drawdown Indicators


EMFSHRAXDifference

Max Drawdown

Largest peak-to-trough decline

-76.97%

-57.26%

-19.71%

Max Drawdown (1Y)

Largest decline over 1 year

-19.48%

-14.59%

-4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-45.87%

-33.77%

-12.10%

Max Drawdown (10Y)

Largest decline over 10 years

-47.65%

-33.77%

-13.88%

Current Drawdown

Current decline from peak

-13.45%

-11.69%

-1.76%

Average Drawdown

Average peak-to-trough decline

-29.12%

-11.29%

-17.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

4.62%

+0.12%

Volatility

EMF vs. SHRAX - Volatility Comparison

Templeton Emerging Markets Fund (EMF) has a higher volatility of 11.00% compared to ClearBridge Aggressive Growth Fund (SHRAX) at 7.07%. This indicates that EMF's price experiences larger fluctuations and is considered to be riskier than SHRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMFSHRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.00%

7.07%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

13.63%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.24%

23.09%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

20.84%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

20.85%

-0.55%