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FCEEX vs. EITEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCEEX vs. EITEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) and Parametric Tax-Managed Emerging Markets Fund (EITEX). The values are adjusted to include any dividend payments, if applicable.

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FCEEX vs. EITEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FCEEX
Franklin Emerging Market Core Equity (IU) Fund Advisor
1.82%34.81%10.51%12.52%-16.96%-1.29%10.19%9.77%
EITEX
Parametric Tax-Managed Emerging Markets Fund
1.05%28.58%4.67%10.69%-12.11%4.47%4.51%7.41%

Returns By Period

In the year-to-date period, FCEEX achieves a 1.82% return, which is significantly higher than EITEX's 1.05% return.


FCEEX

1D
-0.96%
1M
-11.83%
YTD
1.82%
6M
5.92%
1Y
31.80%
3Y*
17.72%
5Y*
5.70%
10Y*

EITEX

1D
-0.37%
1M
-9.31%
YTD
1.05%
6M
5.36%
1Y
26.04%
3Y*
13.39%
5Y*
6.30%
10Y*
6.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCEEX vs. EITEX - Expense Ratio Comparison

FCEEX has a 0.17% expense ratio, which is lower than EITEX's 0.96% expense ratio.


Return for Risk

FCEEX vs. EITEX — Risk / Return Rank

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

FCEEX
FCEEX Risk / Return Rank: 8787
Overall Rank
FCEEX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FCEEX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FCEEX Omega Ratio Rank: 8585
Omega Ratio Rank
FCEEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FCEEX Martin Ratio Rank: 8686
Martin Ratio Rank

EITEX
EITEX Risk / Return Rank: 9191
Overall Rank
EITEX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EITEX Sortino Ratio Rank: 9191
Sortino Ratio Rank
EITEX Omega Ratio Rank: 9191
Omega Ratio Rank
EITEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EITEX Martin Ratio Rank: 8888
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.

FCEEX vs. EITEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) and Parametric Tax-Managed Emerging Markets Fund (EITEX). 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.


FCEEXEITEXDifference

Sharpe ratio

Return per unit of total volatility

1.80

2.09

-0.29

Sortino ratio

Return per unit of downside risk

2.33

2.65

-0.32

Omega ratio

Gain probability vs. loss probability

1.35

1.42

-0.07

Calmar ratio

Return relative to maximum drawdown

2.33

2.45

-0.12

Martin ratio

Return relative to average drawdown

9.14

9.50

-0.36

FCEEX vs. EITEX - Sharpe Ratio Comparison

The current FCEEX Sharpe Ratio is 1.80, which is comparable to the EITEX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of FCEEX and EITEX, 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


FCEEXEITEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.09

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.53

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.51

-0.05

Correlation

The correlation between FCEEX and EITEX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FCEEX vs. EITEX - Dividend Comparison

FCEEX's dividend yield for the trailing twelve months is around 3.23%, less than EITEX's 4.72% yield.


TTM20252024202320222021202020192018201720162015
FCEEX
Franklin Emerging Market Core Equity (IU) Fund Advisor
3.23%3.29%4.17%4.36%4.08%3.38%2.98%0.40%0.00%0.00%0.00%0.00%
EITEX
Parametric Tax-Managed Emerging Markets Fund
4.72%4.77%4.58%5.85%10.39%9.72%1.79%2.63%2.26%1.80%1.67%2.11%

Drawdowns

FCEEX vs. EITEX - Drawdown Comparison

The maximum FCEEX drawdown since its inception was -34.68%, smaller than the maximum EITEX drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for FCEEX and EITEX.


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Drawdown Indicators


FCEEXEITEXDifference

Max Drawdown

Largest peak-to-trough decline

-34.68%

-61.70%

+27.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.98%

-9.88%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.96%

-25.99%

-7.97%

Max Drawdown (10Y)

Largest decline over 10 years

-43.10%

Current Drawdown

Current decline from peak

-12.98%

-9.88%

-3.10%

Average Drawdown

Average peak-to-trough decline

-11.50%

-14.00%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

2.55%

+0.75%

Volatility

FCEEX vs. EITEX - Volatility Comparison

Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) has a higher volatility of 8.12% compared to Parametric Tax-Managed Emerging Markets Fund (EITEX) at 5.60%. This indicates that FCEEX's price experiences larger fluctuations and is considered to be riskier than EITEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCEEXEITEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

5.60%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

8.76%

+4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

12.26%

+5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

12.05%

+4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

13.68%

+4.48%