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

Correlation

The correlation between FEMDX and VTABX is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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%December2025FebruaryMarchAprilMay
67.71%
31.59%
FEMDX
VTABX

Key characteristics

Sharpe Ratio

FEMDX:

1.67

VTABX:

1.49

Sortino Ratio

FEMDX:

2.26

VTABX:

2.10

Omega Ratio

FEMDX:

1.37

VTABX:

1.25

Calmar Ratio

FEMDX:

1.35

VTABX:

0.54

Martin Ratio

FEMDX:

6.01

VTABX:

6.29

Ulcer Index

FEMDX:

1.26%

VTABX:

0.81%

Daily Std Dev

FEMDX:

4.51%

VTABX:

3.57%

Max Drawdown

FEMDX:

-36.14%

VTABX:

-16.82%

Current Drawdown

FEMDX:

-2.01%

VTABX:

-3.83%

Returns By Period

In the year-to-date period, FEMDX achieves a 1.48% return, which is significantly higher than VTABX's 1.03% return. Over the past 10 years, FEMDX has outperformed VTABX with an annualized return of 5.24%, while VTABX has yielded a comparatively lower 1.94% annualized return.


FEMDX

YTD

1.48%

1M

3.82%

6M

0.76%

1Y

7.49%

5Y*

8.68%

10Y*

5.24%

VTABX

YTD

1.03%

1M

1.45%

6M

1.67%

1Y

5.29%

5Y*

-0.14%

10Y*

1.94%

*Annualized

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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 Rank

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

FEMDX
The Risk-Adjusted Performance Rank of FEMDX is 9090
Overall Rank
The Sharpe Ratio Rank of FEMDX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMDX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FEMDX is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FEMDX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FEMDX is 8989
Martin Ratio Rank

VTABX
The Risk-Adjusted Performance Rank of VTABX is 8585
Overall Rank
The Sharpe Ratio Rank of VTABX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VTABX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VTABX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VTABX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTABX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current FEMDX Sharpe Ratio is 1.67, which is comparable to the VTABX Sharpe Ratio of 1.49. 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 Ratio1.002.003.004.005.00December2025FebruaryMarchAprilMay
1.67
1.49
FEMDX
VTABX

Dividends

FEMDX vs. VTABX - Dividend Comparison

FEMDX's dividend yield for the trailing twelve months is around 4.58%, more than VTABX's 4.26% yield.


TTM20242023202220212020201920182017201620152014
FEMDX
Franklin Emerging Market Debt Opportunities Fund
4.58%4.65%3.12%9.31%1.52%0.00%7.29%8.06%4.00%0.00%6.04%8.58%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.26%4.15%4.39%1.48%3.04%0.93%3.38%2.99%2.24%1.90%1.64%1.54%

Drawdowns

FEMDX vs. VTABX - Drawdown Comparison

The maximum FEMDX drawdown since its inception was -36.14%, 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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-2.01%
-3.83%
FEMDX
VTABX

Volatility

FEMDX vs. VTABX - Volatility Comparison

Franklin Emerging Market Debt Opportunities Fund (FEMDX) has a higher volatility of 1.78% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 1.10%. 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%1.50%2.00%2.50%3.00%December2025FebruaryMarchAprilMay
1.78%
1.10%
FEMDX
VTABX