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FEMDX vs. VTABX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.1

Performance

FEMDX vs. VTABX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Emerging Market Debt Opportunities Fund (FEMDX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
55.34%
31.38%
FEMDX
VTABX

Key characteristics

Sharpe Ratio

FEMDX:

1.33

VTABX:

0.97

Sortino Ratio

FEMDX:

1.53

VTABX:

1.43

Omega Ratio

FEMDX:

1.36

VTABX:

1.16

Calmar Ratio

FEMDX:

1.29

VTABX:

0.39

Martin Ratio

FEMDX:

11.63

VTABX:

3.31

Ulcer Index

FEMDX:

0.66%

VTABX:

1.04%

Daily Std Dev

FEMDX:

5.75%

VTABX:

3.55%

Max Drawdown

FEMDX:

-31.81%

VTABX:

-16.16%

Current Drawdown

FEMDX:

-5.95%

VTABX:

-3.99%

Returns By Period

In the year-to-date period, FEMDX achieves a 7.15% return, which is significantly higher than VTABX's 3.80% return. Over the past 10 years, FEMDX has outperformed VTABX with an annualized return of 4.77%, while VTABX has yielded a comparatively lower 1.96% annualized return.


FEMDX

YTD

7.15%

1M

-4.79%

6M

1.67%

1Y

7.55%

5Y*

4.01%

10Y*

4.77%

VTABX

YTD

3.80%

1M

0.70%

6M

3.76%

1Y

3.69%

5Y*

0.08%

10Y*

1.96%

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.


FEMDX
Franklin Emerging Market Debt Opportunities Fund
Expense ratio chart for FEMDX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for VTABX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

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.


Sharpe ratio
The chart of Sharpe ratio for FEMDX, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.001.330.97
The chart of Sortino ratio for FEMDX, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.531.43
The chart of Omega ratio for FEMDX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.16
The chart of Calmar ratio for FEMDX, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.0014.001.290.39
The chart of Martin ratio for FEMDX, currently valued at 11.63, compared to the broader market0.0020.0040.0060.0011.633.31
FEMDX
VTABX

The current FEMDX Sharpe Ratio is 1.33, which is higher than the VTABX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FEMDX and VTABX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.33
0.97
FEMDX
VTABX

Dividends

FEMDX vs. VTABX - Dividend Comparison

FEMDX has not paid dividends to shareholders, while VTABX's dividend yield for the trailing twelve months is around 2.04%.


TTM20232022202120202019201820172016201520142013
FEMDX
Franklin Emerging Market Debt Opportunities Fund
0.00%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
2.04%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 -16.16%. Use the drawdown chart below to compare losses from any high point for FEMDX and VTABX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.95%
-3.99%
FEMDX
VTABX

Volatility

FEMDX vs. VTABX - Volatility Comparison

Franklin Emerging Market Debt Opportunities Fund (FEMDX) has a higher volatility of 4.50% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 0.95%. 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.


1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
4.50%
0.95%
FEMDX
VTABX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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