FEMDX vs. VTABX
Compare and contrast key facts about Franklin Emerging Market Debt Opportunities Fund (FEMDX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX).
FEMDX is managed by Franklin Templeton. It was launched on May 23, 2006. VTABX is managed by Vanguard. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEMDX or VTABX.
Key characteristics
| FEMDX | VTABX | |
|---|---|---|
| YTD Return | 12.53% | 3.14% |
| 1Y Return | 19.17% | 7.68% |
| 3Y Return (Ann) | 5.87% | -1.06% |
| 5Y Return (Ann) | 5.41% | -0.23% |
| 10Y Return (Ann) | 4.87% | 1.93% |
| Sharpe Ratio | 4.95 | 1.96 |
| Sortino Ratio | 8.04 | 3.01 |
| Omega Ratio | 2.20 | 1.34 |
| Calmar Ratio | 7.86 | 0.63 |
| Martin Ratio | 38.17 | 7.39 |
| Ulcer Index | 0.51% | 1.02% |
| Daily Std Dev | 3.91% | 3.87% |
| Max Drawdown | -31.81% | -16.82% |
| Current Drawdown | -0.08% | -5.35% |
Correlation
The correlation between FEMDX and VTABX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FEMDX vs. VTABX - Performance Comparison
In the year-to-date period, FEMDX achieves a 12.53% return, which is significantly higher than VTABX's 3.14% return. Over the past 10 years, FEMDX has outperformed VTABX with an annualized return of 4.87%, while VTABX has yielded a comparatively lower 1.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FEMDX vs. VTABX - Expense Ratio Comparison
FEMDX has a 1.00% expense ratio, which is higher than VTABX's 0.11% expense ratio.
Risk-Adjusted Performance
FEMDX vs. VTABX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Market Debt Opportunities Fund (FEMDX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). 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.
Dividends
FEMDX vs. VTABX - Dividend Comparison
FEMDX's dividend yield for the trailing twelve months is around 2.77%, less than VTABX's 4.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEMDX Franklin Emerging Market Debt Opportunities Fund | 2.77% | 3.12% | 9.31% | 1.52% | 0.00% | 7.29% | 8.06% | 4.00% | 0.00% | 6.04% | 8.58% | 4.92% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.74% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% | 0.87% |
Drawdowns
FEMDX vs. VTABX - Drawdown Comparison
The maximum FEMDX drawdown since its inception was -31.81%, which is greater than VTABX's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for FEMDX and VTABX. For additional features, visit the drawdowns tool.
Volatility
FEMDX vs. VTABX - Volatility Comparison
Franklin Emerging Market Debt Opportunities Fund (FEMDX) has a higher volatility of 1.16% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 1.02%. This indicates that FEMDX's price experiences larger fluctuations and is considered to be riskier than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.