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FREEX vs. TPINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FREEX vs. TPINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Real Estate Securities Fund (FREEX) and Templeton Global Bond Fund (TPINX). The values are adjusted to include any dividend payments, if applicable.

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FREEX vs. TPINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FREEX
Franklin Real Estate Securities Fund
1.77%2.24%3.84%9.99%-25.71%44.04%-3.34%52.71%-6.58%2.62%
TPINX
Templeton Global Bond Fund
-2.00%15.02%-11.95%2.45%-6.17%-5.06%-4.41%0.63%1.26%2.36%

Returns By Period

In the year-to-date period, FREEX achieves a 1.77% return, which is significantly higher than TPINX's -2.00% return. Over the past 10 years, FREEX has outperformed TPINX with an annualized return of 5.85%, while TPINX has yielded a comparatively lower -0.40% annualized return.


FREEX

1D
0.37%
1M
-6.99%
YTD
1.77%
6M
0.02%
1Y
1.17%
3Y*
5.12%
5Y*
3.65%
10Y*
5.85%

TPINX

1D
-0.14%
1M
-6.21%
YTD
-2.00%
6M
-1.56%
1Y
8.38%
3Y*
-0.04%
5Y*
-1.40%
10Y*
-0.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FREEX vs. TPINX - Expense Ratio Comparison

FREEX has a 1.11% expense ratio, which is higher than TPINX's 0.94% expense ratio.


Return for Risk

FREEX vs. TPINX — Risk / Return Rank

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

FREEX
FREEX Risk / Return Rank: 88
Overall Rank
FREEX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FREEX Sortino Ratio Rank: 77
Sortino Ratio Rank
FREEX Omega Ratio Rank: 77
Omega Ratio Rank
FREEX Calmar Ratio Rank: 99
Calmar Ratio Rank
FREEX Martin Ratio Rank: 1010
Martin Ratio Rank

TPINX
TPINX Risk / Return Rank: 6262
Overall Rank
TPINX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
TPINX Sortino Ratio Rank: 6565
Sortino Ratio Rank
TPINX Omega Ratio Rank: 5252
Omega Ratio Rank
TPINX Calmar Ratio Rank: 6161
Calmar Ratio Rank
TPINX Martin Ratio Rank: 6464
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.

FREEX vs. TPINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Real Estate Securities Fund (FREEX) and Templeton Global Bond Fund (TPINX). 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.


FREEXTPINXDifference

Sharpe ratio

Return per unit of total volatility

0.14

1.16

-1.02

Sortino ratio

Return per unit of downside risk

0.29

1.62

-1.33

Omega ratio

Gain probability vs. loss probability

1.04

1.21

-0.17

Calmar ratio

Return relative to maximum drawdown

0.19

1.42

-1.23

Martin ratio

Return relative to average drawdown

0.72

6.10

-5.38

FREEX vs. TPINX - Sharpe Ratio Comparison

The current FREEX Sharpe Ratio is 0.14, which is lower than the TPINX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FREEX and TPINX, 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


FREEXTPINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.16

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.18

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

-0.05

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.76

-0.43

Correlation

The correlation between FREEX and TPINX is 0.19, 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

FREEX vs. TPINX - Dividend Comparison

FREEX's dividend yield for the trailing twelve months is around 6.53%, more than TPINX's 5.28% yield.


TTM20252024202320222021202020192018201720162015
FREEX
Franklin Real Estate Securities Fund
6.53%6.65%12.00%5.13%3.70%7.51%8.38%33.46%5.49%9.77%2.66%1.50%
TPINX
Templeton Global Bond Fund
5.28%4.29%5.77%3.87%5.17%5.38%4.59%6.12%6.53%3.34%2.33%3.11%

Drawdowns

FREEX vs. TPINX - Drawdown Comparison

The maximum FREEX drawdown since its inception was -76.99%, which is greater than TPINX's maximum drawdown of -26.45%. Use the drawdown chart below to compare losses from any high point for FREEX and TPINX.


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Drawdown Indicators


FREEXTPINXDifference

Max Drawdown

Largest peak-to-trough decline

-76.99%

-26.45%

-50.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-6.36%

-5.40%

Max Drawdown (5Y)

Largest decline over 5 years

-33.79%

-19.15%

-14.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.57%

-26.45%

-14.12%

Current Drawdown

Current decline from peak

-11.72%

-16.57%

+4.85%

Average Drawdown

Average peak-to-trough decline

-14.29%

-4.80%

-9.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.48%

+1.54%

Volatility

FREEX vs. TPINX - Volatility Comparison

Franklin Real Estate Securities Fund (FREEX) has a higher volatility of 4.11% compared to Templeton Global Bond Fund (TPINX) at 3.50%. This indicates that FREEX's price experiences larger fluctuations and is considered to be riskier than TPINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FREEXTPINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

3.50%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

5.19%

+3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

7.58%

+8.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

8.00%

+11.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

7.30%

+14.55%