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FVCAX vs. TEDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVCAX vs. TEDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin California High Yield Municipal Fund Advisor Class (FVCAX) and Franklin Mutual Global Discovery Fund Class A (TEDIX). The values are adjusted to include any dividend payments, if applicable.

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FVCAX vs. TEDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVCAX
Franklin California High Yield Municipal Fund Advisor Class
-0.32%4.77%4.98%4.66%-11.86%3.97%4.64%10.29%1.15%6.87%
TEDIX
Franklin Mutual Global Discovery Fund Class A
-2.52%23.45%6.16%20.16%-4.98%19.33%-4.62%24.41%-11.07%7.16%

Returns By Period

In the year-to-date period, FVCAX achieves a -0.32% return, which is significantly higher than TEDIX's -2.52% return. Over the past 10 years, FVCAX has underperformed TEDIX with an annualized return of 2.65%, while TEDIX has yielded a comparatively higher 8.25% annualized return.


FVCAX

1D
0.31%
1M
-2.03%
YTD
-0.32%
6M
1.33%
1Y
3.40%
3Y*
4.14%
5Y*
0.94%
10Y*
2.65%

TEDIX

1D
1.89%
1M
-6.54%
YTD
-2.52%
6M
1.10%
1Y
10.98%
3Y*
13.35%
5Y*
9.39%
10Y*
8.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVCAX vs. TEDIX - Expense Ratio Comparison

FVCAX has a 0.55% expense ratio, which is lower than TEDIX's 1.21% expense ratio.


Return for Risk

FVCAX vs. TEDIX — Risk / Return Rank

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

FVCAX
FVCAX Risk / Return Rank: 2121
Overall Rank
FVCAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FVCAX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FVCAX Omega Ratio Rank: 3131
Omega Ratio Rank
FVCAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FVCAX Martin Ratio Rank: 1717
Martin Ratio Rank

TEDIX
TEDIX Risk / Return Rank: 2222
Overall Rank
TEDIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
TEDIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
TEDIX Omega Ratio Rank: 2121
Omega Ratio Rank
TEDIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TEDIX Martin Ratio Rank: 2323
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.

FVCAX vs. TEDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin California High Yield Municipal Fund Advisor Class (FVCAX) and Franklin Mutual Global Discovery Fund Class A (TEDIX). 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.


FVCAXTEDIXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.73

-0.04

Sortino ratio

Return per unit of downside risk

0.95

1.07

-0.13

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

0.88

0.89

-0.01

Martin ratio

Return relative to average drawdown

2.56

3.35

-0.79

FVCAX vs. TEDIX - Sharpe Ratio Comparison

The current FVCAX Sharpe Ratio is 0.69, which is comparable to the TEDIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FVCAX and TEDIX, 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


FVCAXTEDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.73

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.60

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.48

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.74

+0.11

Correlation

The correlation between FVCAX and TEDIX is -0.14. 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.


Dividends

FVCAX vs. TEDIX - Dividend Comparison

FVCAX's dividend yield for the trailing twelve months is around 4.45%, less than TEDIX's 10.99% yield.


TTM20252024202320222021202020192018201720162015
FVCAX
Franklin California High Yield Municipal Fund Advisor Class
4.45%5.82%4.87%3.46%3.65%3.10%3.30%4.06%3.85%3.45%3.86%4.06%
TEDIX
Franklin Mutual Global Discovery Fund Class A
10.99%10.71%12.98%7.09%10.31%8.70%3.33%7.11%7.35%3.03%4.20%7.90%

Drawdowns

FVCAX vs. TEDIX - Drawdown Comparison

The maximum FVCAX drawdown since its inception was -24.06%, smaller than the maximum TEDIX drawdown of -40.21%. Use the drawdown chart below to compare losses from any high point for FVCAX and TEDIX.


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Drawdown Indicators


FVCAXTEDIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.06%

-40.21%

+16.15%

Max Drawdown (1Y)

Largest decline over 1 year

-5.30%

-11.97%

+6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-17.59%

-21.69%

+4.10%

Max Drawdown (10Y)

Largest decline over 10 years

-17.59%

-40.21%

+22.62%

Current Drawdown

Current decline from peak

-2.33%

-8.00%

+5.67%

Average Drawdown

Average peak-to-trough decline

-3.59%

-5.93%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

3.17%

-1.36%

Volatility

FVCAX vs. TEDIX - Volatility Comparison

The current volatility for Franklin California High Yield Municipal Fund Advisor Class (FVCAX) is 1.19%, while Franklin Mutual Global Discovery Fund Class A (TEDIX) has a volatility of 5.59%. This indicates that FVCAX experiences smaller price fluctuations and is considered to be less risky than TEDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVCAXTEDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

5.59%

-4.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

8.96%

-7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

5.51%

15.01%

-9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

15.65%

-10.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.82%

17.09%

-12.27%