FCEEX vs. EITEX
Compare and contrast key facts about Franklin Emerging Market Core Equity (IU) Fund Advisor (FCEEX) and Parametric Tax-Managed Emerging Markets Fund (EITEX).
FCEEX is managed by Franklin Templeton. It was launched on Jul 31, 2019. EITEX is managed by BlackRock. It was launched on Jun 29, 1998.
Performance
FCEEX vs. EITEX - Performance Comparison
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FCEEX vs. EITEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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%
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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
FCEEX
EITEX
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.
| FCEEX | EITEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 2.09 | -0.29 |
Sortino ratioReturn per unit of downside risk | 2.33 | 2.65 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.45 | -0.12 |
Martin ratioReturn relative to average drawdown | 9.14 | 9.50 | -0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FCEEX | EITEX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| FCEEX | EITEX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.98% | -9.88% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -14.00% | +2.50% |
Ulcer IndexDepth 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
| FCEEX | EITEX | Difference | |
|---|---|---|---|
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% |