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FGBRX vs. VTIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGBRX vs. VTIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Global Bond Fund - Class R (FGBRX) and Vanguard Total International Bond II Index Fund Investor Class (VTIIX). The values are adjusted to include any dividend payments, if applicable.

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FGBRX vs. VTIIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

FGBRX
FGBRX Risk / Return Rank: 5858
Overall Rank
FGBRX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FGBRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FGBRX Omega Ratio Rank: 4949
Omega Ratio Rank
FGBRX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FGBRX Martin Ratio Rank: 6262
Martin Ratio Rank

VTIIX
VTIIX Risk / Return Rank: 3030
Overall Rank
VTIIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VTIIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VTIIX Omega Ratio Rank: 2424
Omega Ratio Rank
VTIIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VTIIX Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


FGBRXVTIIXDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.75

+0.37

Sortino ratio

Return per unit of downside risk

1.57

1.06

+0.51

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.38

0.89

+0.49

Martin ratio

Return relative to average drawdown

5.88

3.81

+2.07

FGBRX vs. VTIIX - Sharpe Ratio Comparison

The current FGBRX Sharpe Ratio is 1.12, which is higher than the VTIIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of FGBRX and VTIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGBRXVTIIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


FGBRXVTIIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-17.91%

-2.60%

-15.31%

Average Drawdown

Average peak-to-trough decline

-8.30%

-6.19%

-2.11%

Ulcer Index

Depth 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


FGBRXVTIIXDifference

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%