FGBRX vs. VTIIX
Compare and contrast key facts about Templeton Global Bond Fund - Class R (FGBRX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX).
FGBRX is an actively managed fund by Franklin Templeton. It was launched on Feb 2, 2009. VTIIX is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged. It was launched on Feb 17, 2021.
Performance
FGBRX vs. VTIIX - Performance Comparison
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FGBRX vs. VTIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FGBRX Templeton Global Bond Fund - Class R | -2.04% | 14.81% | -12.18% | 2.18% | -6.40% | -3.64% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | -0.72% | 2.95% | 3.82% | 8.72% | -13.03% | -0.52% |
Returns By Period
In the year-to-date period, FGBRX achieves a -2.04% return, which is significantly lower than VTIIX's -0.72% return.
FGBRX
- 1D
- -0.14%
- 1M
- -6.21%
- YTD
- -2.04%
- 6M
- -1.66%
- 1Y
- 8.14%
- 3Y*
- -0.26%
- 5Y*
- -1.63%
- 10Y*
- -0.64%
VTIIX
- 1D
- 0.35%
- 1M
- -2.60%
- YTD
- -0.72%
- 6M
- -0.24%
- 1Y
- 2.40%
- 3Y*
- 3.68%
- 5Y*
- 0.08%
- 10Y*
- —
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FGBRX vs. VTIIX - Expense Ratio Comparison
FGBRX has a 1.24% expense ratio, which is higher than VTIIX's 0.11% expense ratio.
Return for Risk
FGBRX vs. VTIIX — Risk / Return Rank
FGBRX
VTIIX
FGBRX vs. VTIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton Global Bond Fund - Class R (FGBRX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX). 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.
| FGBRX | VTIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.75 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.06 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.89 | +0.49 |
Martin ratioReturn relative to average drawdown | 5.88 | 3.81 | +2.07 |
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
| FGBRX | VTIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.75 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.02 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | -0.01 | +0.21 |
Correlation
The correlation between FGBRX and VTIIX is 0.38, 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.
Dividends
FGBRX vs. VTIIX - Dividend Comparison
FGBRX's dividend yield for the trailing twelve months is around 5.05%, more than VTIIX's 4.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGBRX Templeton Global Bond Fund - Class R | 5.05% | 4.10% | 5.49% | 3.61% | 4.92% | 5.11% | 4.34% | 5.86% | 6.27% | 3.08% | 2.10% | 2.85% |
VTIIX Vanguard Total International Bond II Index Fund Investor Class | 4.07% | 4.21% | 4.46% | 4.16% | 0.89% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FGBRX vs. VTIIX - Drawdown Comparison
The maximum FGBRX drawdown since its inception was -27.46%, which is greater than VTIIX's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for FGBRX and VTIIX.
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Drawdown Indicators
| FGBRX | VTIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.46% | -15.95% | -11.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -2.94% | -3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -19.87% | -15.95% | -3.92% |
Max Drawdown (10Y)Largest decline over 10 years | -27.46% | — | — |
Current DrawdownCurrent decline from peak | -17.91% | -2.60% | -15.31% |
Average DrawdownAverage peak-to-trough decline | -8.30% | -6.19% | -2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 0.69% | +0.80% |
Volatility
FGBRX vs. VTIIX - Volatility Comparison
Templeton Global Bond Fund - Class R (FGBRX) has a higher volatility of 3.50% compared to Vanguard Total International Bond II Index Fund Investor Class (VTIIX) at 1.50%. This indicates that FGBRX's price experiences larger fluctuations and is considered to be riskier than VTIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGBRX | VTIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 1.50% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 5.18% | 2.13% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.61% | 3.20% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.02% | 4.47% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.30% | 4.45% | +2.85% |